USD Malaysian Crude Palm Oil C - CHICAGO MERCANTILE EXCHANGE                                            Code-037021
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 25 METRIC TONS)                                              :
     :          :                                                                            :
All  :    41,710:     1,760      2,472      8,240     31,710     30,998     41,710     41,710:         0          0
Old  :    41,710:     1,760      2,472      8,240     31,710     30,998     41,710     41,710:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :       110:       -10       -480        -40        160        630        110        110:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        5.9       19.8       76.0       74.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.2        5.9       19.8       76.0       74.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         4          9          3         12         15         19         24:
Old  :        31:         4          9          3         12         15         19         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.7       55.9       90.6       81.6       57.3       39.2       60.6       54.7
Old  :                 76.7       55.9       90.6       81.6       57.3       39.2       60.6       54.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE                                                      Code-047745
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 X CONTRACT GRADE IMM INDEX)                                         :
     :          :                                                                            :
All  :    28,361:     5,077      1,737      6,335     16,922     20,219     28,334     28,291:        27         70
Old  :    28,361:     5,077      1,737      6,335     16,922     20,219     28,334     28,291:        27         70
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :    -6,371:    -1,386       -141       -611     -4,291     -5,498     -6,288     -6,250:       -83       -121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        6.1       22.3       59.7       71.3       99.9       99.8:       0.1        0.2
Old  :     100.0:      17.9        6.1       22.3       59.7       71.3       99.9       99.8:       0.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        12         10         15         15         16         34         36:
Old  :        43:        12         10         15         15         16         34         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       63.0       69.5       74.4       39.1       43.1       47.3       49.2
Old  :                 50.6       63.0       69.5       74.4       39.1       43.1       47.3       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     9,724:        72      2,433        170      8,787      6,691      9,029      9,294:       695        430
Old  :     9,724:        72      2,433        170      8,787      6,691      9,029      9,294:       695        430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :      -410:         4        139        -18        252         80        238        201:      -648       -611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7       25.0        1.7       90.4       68.8       92.9       95.6:       7.1        4.4
Old  :     100.0:       0.7       25.0        1.7       90.4       68.8       92.9       95.6:       7.1        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         1          6          3         22         19         26         25:
Old  :        38:         1          6          3         22         19         26         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       50.7       66.2       71.1       44.4       50.7       63.9       70.0
Old  :                 46.4       50.7       66.2       71.1       44.4       50.7       63.9       70.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    27,988:     4,602     10,743      1,716     19,319     10,244     25,637     22,703:     2,351      5,285
Old  :    27,988:     4,602     10,743      1,716     19,319     10,244     25,637     22,703:     2,351      5,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :      -144:       441        826        548        434        -87      1,423      1,287:    -1,567     -1,431
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       38.4        6.1       69.0       36.6       91.6       81.1:       8.4       18.9
Old  :     100.0:      16.4       38.4        6.1       69.0       36.6       91.6       81.1:       8.4       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:         7         33         16         32         25         52         62:
Old  :        83:         7         33         16         32         25         52         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.4       25.2       67.6       40.4       46.5       24.2       61.3       38.7
Old  :                 50.4       25.2       67.6       40.4       46.5       24.2       61.3       38.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     9,320:        80      3,727         85      8,281      5,095      8,446      8,907:       874        413
Old  :     9,320:        80      3,727         85      8,281      5,095      8,446      8,907:       874        413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :    -1,071:       -52         49          6        143         52         97        107:    -1,168     -1,178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9       40.0        0.9       88.9       54.7       90.6       95.6:       9.4        4.4
Old  :     100.0:       0.9       40.0        0.9       88.9       54.7       90.6       95.6:       9.4        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         3          8          3         36         24         42         32:
Old  :        52:         3          8          3         36         24         42         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.4       45.1       50.5       69.2       31.4       44.4       49.6       65.6
Old  :                 31.4       45.1       50.5       69.2       31.4       44.4       49.6       65.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     8,491:     1,817        481        274      6,191      7,063      8,282      7,818:       209        673
Old  :     8,491:     1,817        481        274      6,191      7,063      8,282      7,818:       209        673
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :       -97:        88         11          3         70        145        161        159:      -258       -256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        5.7        3.2       72.9       83.2       97.5       92.1:       2.5        7.9
Old  :     100.0:      21.4        5.7        3.2       72.9       83.2       97.5       92.1:       2.5        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          4          5          9          9         15         14:
Old  :        22:         2          4          5          9          9         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.8       84.8       92.7       90.3       71.3       83.8       92.1       87.9
Old  :                 71.8       84.8       92.7       90.3       71.3       83.8       92.1       87.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   184,300:    56,464     77,630     41,178     72,877     45,041    170,519    163,849:    13,781     20,451
Old  :   181,192:    56,377     78,419     39,446     72,453     43,471    168,276    161,336:    12,916     19,856
Other:     3,108:     1,504        628        315        424      1,570      2,243      2,513:       865        595
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :     5,835:     2,645      2,237      2,354      1,888      1,394      6,887      5,985:    -1,052       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       42.1       22.3       39.5       24.4       92.5       88.9:       7.5       11.1
Old  :     100.0:      31.1       43.3       21.8       40.0       24.0       92.9       89.0:       7.1       11.0
Other:     100.0:      48.4       20.2       10.1       13.6       50.5       72.2       80.9:      27.8       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        87         86         97         59         68        204        210:
Old  :       275:        86         89         95         58         68        201        209:
Other:        40:        13          9          8          8          9         24         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       14.2       28.1       23.8       16.9       14.0       27.0       22.7
Old  :                 17.9       14.3       28.6       24.0       17.2       14.1       27.5       22.9
Other:                 41.4       57.9       56.5       71.7       33.9       55.8       49.0       64.2
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   265,435:    70,049     37,251     57,500    105,943    136,484    233,492    231,235:    31,943     34,200
Old  :   265,435:    70,049     37,251     57,500    105,943    136,484    233,492    231,235:    31,943     34,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :       209:       497      1,865     -2,310      1,347      1,087       -466        642:       675       -433
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       14.0       21.7       39.9       51.4       88.0       87.1:      12.0       12.9
Old  :     100.0:      26.4       14.0       21.7       39.9       51.4       88.0       87.1:      12.0       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       354:       103         70        107        115        128        280        263:
Old  :       354:       103         70        107        115        128        280        263:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9       18.1       23.1       27.0       13.8       15.5       21.1       21.6
Old  :                 13.9       18.1       23.1       27.0       13.8       15.5       21.1       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LUMBER - CHICAGO MERCANTILE EXCHANGE                                                                    Code-058644
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 27,500 BOARD FEET)                                           :
     :          :                                                                            :
All  :     8,392:     3,768        621        420      3,073      6,636      7,261      7,677:     1,131        715
Old  :     8,392:     3,768        621        420      3,073      6,636      7,261      7,677:     1,131        715
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :     1,255:       782       -197        268         50      1,416      1,100      1,487:       155       -232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.9        7.4        5.0       36.6       79.1       86.5       91.5:      13.5        8.5
Old  :     100.0:      44.9        7.4        5.0       36.6       79.1       86.5       91.5:      13.5        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        26         13          8         26         33         60         49:
Old  :        87:        26         13          8         26         33         60         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       41.5       44.6       53.5       29.4       40.7       43.0       52.5
Old  :                 29.4       41.5       44.6       53.5       29.4       40.7       43.0       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    50,900:    11,493     15,719     11,773     15,949     11,678     39,215     39,170:    11,685     11,730
Old  :    50,900:    11,493     15,719     11,773     15,949     11,678     39,215     39,170:    11,685     11,730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :       751:       164        488        220        769        336      1,153      1,044:      -402       -293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       30.9       23.1       31.3       22.9       77.0       77.0:      23.0       23.0
Old  :     100.0:      22.6       30.9       23.1       31.3       22.9       77.0       77.0:      23.0       23.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        57         60         77         65         45        171        152:
Old  :       212:        57         60         77         65         45        171        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.1       13.7       18.0       21.2        7.8        9.4       12.6       16.0
Old  :                 11.1       13.7       18.0       21.2        7.8        9.4       12.6       16.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    21,008:       598      9,252        734     19,240      9,889     20,572     19,875:       436      1,133
Old  :    21,008:       598      9,252        734     19,240      9,889     20,572     19,875:       436      1,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :       977:       181        936        -68      1,064        272      1,177      1,140:      -200       -163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8       44.0        3.5       91.6       47.1       97.9       94.6:       2.1        5.4
Old  :     100.0:       2.8       44.0        3.5       91.6       47.1       97.9       94.6:       2.1        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:         4         21          7         29         24         37         48:
Old  :        67:         4         21          7         29         24         37         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       44.1       69.0       65.2       51.0       44.0       65.8       57.3
Old  :                 51.0       44.1       69.0       65.2       51.0       44.0       65.8       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   176,452:    41,685     76,406      2,023     98,388     74,440    142,096    152,869:    34,356     23,583
Old  :   176,452:    41,685     76,406      2,023     98,388     74,440    142,096    152,869:    34,356     23,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :   -37,789:    12,823     -6,789     -3,169    -50,359    -23,730    -40,705    -33,688:     2,916     -4,101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       43.3        1.1       55.8       42.2       80.5       86.6:      19.5       13.4
Old  :     100.0:      23.6       43.3        1.1       55.8       42.2       80.5       86.6:      19.5       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        26         26         10         33         35         66         64:
Old  :       111:        26         26         10         33         35         66         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       30.9       51.8       45.8       40.3       30.9       51.1       45.5
Old  :                 40.5       30.9       51.8       45.8       40.3       30.9       51.1       45.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    47,222:     8,422     11,867        219     24,486     18,961     33,127     31,047:    14,095     16,175
Old  :    47,222:     8,422     11,867        219     24,486     18,961     33,127     31,047:    14,095     16,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :     1,941:     1,699       -944        -23       -460      3,091      1,216      2,124:       725       -183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       25.1        0.5       51.9       40.2       70.2       65.7:      29.8       34.3
Old  :     100.0:      17.8       25.1        0.5       51.9       40.2       70.2       65.7:      29.8       34.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        11         10          2         10         15         22         26:
Old  :        45:        11         10          2         10         15         22         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       24.6       55.7       43.3       47.2       24.6       55.7       43.3
Old  :                 47.2       24.6       55.7       43.3       47.2       24.6       55.7       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   253,217:   131,856     44,107        745    113,123    203,693    245,724    248,545:     7,493      4,672
Old  :   253,217:   131,856     44,107        745    113,123    203,693    245,724    248,545:     7,493      4,672
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :     7,409:     5,248      1,500        123      1,804      5,691      7,175      7,314:       234         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.1       17.4        0.3       44.7       80.4       97.0       98.2:       3.0        1.8
Old  :     100.0:      52.1       17.4        0.3       44.7       80.4       97.0       98.2:       3.0        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        76         24          5         38         35        115         63:
Old  :       165:        76         24          5         38         35        115         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       69.1       51.3       82.3       34.4       69.1       51.3       82.2
Old  :                 34.4       69.1       51.3       82.3       34.4       69.1       51.3       82.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE                                                             Code-096742
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   175,138:    58,750     44,658      8,062     76,501     98,403    143,313    151,123:    31,825     24,015
Old  :   175,138:    58,750     44,658      8,062     76,501     98,403    143,313    151,123:    31,825     24,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :    -2,860:   -10,060     -4,226        230      4,875       -663     -4,955     -4,659:     2,095      1,799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       25.5        4.6       43.7       56.2       81.8       86.3:      18.2       13.7
Old  :     100.0:      33.5       25.5        4.6       43.7       56.2       81.8       86.3:      18.2       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        22         18         12         32         42         59         68:
Old  :       102:        22         18         12         32         42         59         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       28.7       40.3       45.3       22.2       27.9       36.4       42.2
Old  :                 25.8       28.7       40.3       45.3       22.2       27.9       36.4       42.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   188,540:    37,321     92,889      2,729    110,013     57,354    150,063    152,972:    38,477     35,568
Old  :   188,540:    37,321     92,889      2,729    110,013     57,354    150,063    152,972:    38,477     35,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :     2,600:     5,587     -3,747       -162     -2,409      7,625      3,016      3,716:      -416     -1,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       49.3        1.4       58.3       30.4       79.6       81.1:      20.4       18.9
Old  :     100.0:      19.8       49.3        1.4       58.3       30.4       79.6       81.1:      20.4       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        31         37          8         48         39         85         78:
Old  :       141:        31         37          8         48         39         85         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       29.6       38.7       40.4       29.1       29.6       38.2       40.4
Old  :                 29.4       29.6       38.7       40.4       29.1       29.6       38.2       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   705,627:   211,195     93,804     11,264    400,897    552,083    623,356    657,151:    82,271     48,476
Old  :   705,627:   211,195     93,804     11,264    400,897    552,083    623,356    657,151:    82,271     48,476
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :     5,383:     3,117        318        182      1,165      6,729      4,464      7,229:       919     -1,846
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       13.3        1.6       56.8       78.2       88.3       93.1:      11.7        6.9
Old  :     100.0:      29.9       13.3        1.6       56.8       78.2       88.3       93.1:      11.7        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:        88         42         33        121         89        221        152:
Old  :       291:        88         42         33        121         89        221        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       42.0       29.9       64.6       18.2       42.0       28.4       64.4
Old  :                 19.1       42.0       29.9       64.6       18.2       42.0       28.4       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE                                               Code-299741
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    28,804:     5,952      8,369          0     12,458     13,751     18,410     22,120:    10,394      6,684
Old  :    28,804:     5,952      8,369          0     12,458     13,751     18,410     22,120:    10,394      6,684
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :      -264:       -53        431          0       -119        -43       -172        388:       -92       -652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       29.1        0.0       43.3       47.7       63.9       76.8:      36.1       23.2
Old  :     100.0:      20.7       29.1        0.0       43.3       47.7       63.9       76.8:      36.1       23.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         8          5          0         10          9         18         14:
Old  :        27:         8          5          0         10          9         18         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       60.0       42.9       70.5       26.9       60.0       40.9       68.9
Old  :                 27.5       60.0       42.9       70.5       26.9       60.0       40.9       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    90,255:    47,519      3,253      4,990     28,592     75,379     81,101     83,622:     9,154      6,633
Old  :    90,255:    47,519      3,253      4,990     28,592     75,379     81,101     83,622:     9,154      6,633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :    24,254:       531         97      4,612     14,228     13,432     19,371     18,141:     4,883      6,113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.6        3.6        5.5       31.7       83.5       89.9       92.7:      10.1        7.3
Old  :     100.0:      52.6        3.6        5.5       31.7       83.5       89.9       92.7:      10.1        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        39          9          4         20         17         60         29:
Old  :        81:        39          9          4         20         17         60         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       63.8       52.7       80.3       32.7       59.2       46.6       65.1
Old  :                 35.7       63.8       52.7       80.3       32.7       59.2       46.6       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                                 Code-112741
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    34,911:    14,582     18,249      1,594     13,556     12,414     29,732     32,257:     5,179      2,654
Old  :    34,911:    14,582     18,249      1,594     13,556     12,414     29,732     32,257:     5,179      2,654
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :     1,259:        20        295        307        580        858        907      1,460:       352       -201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8       52.3        4.6       38.8       35.6       85.2       92.4:      14.8        7.6
Old  :     100.0:      41.8       52.3        4.6       38.8       35.6       85.2       92.4:      14.8        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        21         25          6         22         15         49         40:
Old  :        80:        21         25          6         22         15         49         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       39.5       49.4       53.5       34.0       37.0       49.4       50.9
Old  :                 34.0       39.5       49.4       53.5       34.0       37.0       49.4       50.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                                                           Code-122741
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF ZAR 500,000)                                                 :
     :          :                                                                            :
All  :     5,862:     2,435        570         77      1,394      4,244      3,906      4,891:     1,956        971
Old  :     5,862:     2,435        570         77      1,394      4,244      3,906      4,891:     1,956        971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :       -55:      -407       -467          0          4        525       -403         58:       348       -113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5        9.7        1.3       23.8       72.4       66.6       83.4:      33.4       16.6
Old  :     100.0:      41.5        9.7        1.3       23.8       72.4       66.6       83.4:      33.4       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         9          4          1          5          7         14         12:
Old  :        25:         9          4          1          5          7         14         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       62.1       51.3       76.1       30.7       62.1       50.0       76.1
Old  :                 32.0       62.1       51.3       76.1       30.7       62.1       50.0       76.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                                                   Code-133741
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (5 Bitcoins)                                                               :
     :          :                                                                            :
All  :    22,526:    16,274     18,576      2,563      1,544        452     20,381     21,591:     2,145        935
Old  :    22,526:    16,274     18,576      2,563      1,544        452     20,381     21,591:     2,145        935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :      -713:      -243       -292        201       -227        -14       -269       -105:      -444       -608
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.2       82.5       11.4        6.9        2.0       90.5       95.8:       9.5        4.2
Old  :     100.0:      72.2       82.5       11.4        6.9        2.0       90.5       95.8:       9.5        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        63         48         30          4          5         83         69:
Old  :       122:        63         48         30          4          5         83         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       39.1       59.1       53.4       48.8       38.5       56.1       52.3
Old  :                 50.2       39.1       59.1       53.4       48.8       38.5       56.1       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE                                                             Code-133742
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Bitcoin X $0.10)                                                          :
     :          :                                                                            :
All  :    14,634:     9,551     12,660        907        238          0     10,696     13,567:     3,938      1,067
Old  :    14,634:     9,551     12,660        907        238          0     10,696     13,567:     3,938      1,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :       776:       264        688        625          5          0        894      1,313:      -118       -537
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.3       86.5        6.2        1.6        0.0       73.1       92.7:      26.9        7.3
Old  :     100.0:      65.3       86.5        6.2        1.6        0.0       73.1       92.7:      26.9        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        68         30         10          3          0         80         31:
Old  :       101:        68         30         10          3          0         80         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       74.2       45.3       82.2       35.5       71.4       43.5       77.6
Old  :                 35.7       74.2       45.3       82.2       35.5       71.4       43.5       77.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOFR-3M - CHICAGO MERCANTILE EXCHANGE                                                                   Code-134741
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($2,500 x Contract IMM Index)                                              :
     :          :                                                                            :
All  : 9,842,383: 1,917,920  1,313,414  2,834,767  5,053,940  5,658,210  9,806,627  9,806,391:    35,756     35,992
Old  : 9,842,383: 1,917,920  1,313,414  2,834,767  5,053,940  5,658,210  9,806,627  9,806,391:    35,756     35,992
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :-1,095,391:  -258,570   -285,369     -8,767   -789,997   -757,599 -1,057,334 -1,051,735:   -38,057    -43,656
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       13.3       28.8       51.3       57.5       99.6       99.6:       0.4        0.4
Old  :     100.0:      19.5       13.3       28.8       51.3       57.5       99.6       99.6:       0.4        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       846:       213        266        260        246        281        610        698:
Old  :       846:       213        266        260        246        281        610        698:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       21.4       28.7       33.9        9.5       14.2       15.7       19.3
Old  :                 16.7       21.4       28.7       33.9        9.5       14.2       15.7       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOFR-1M - CHICAGO MERCANTILE EXCHANGE                                                                   Code-134742
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($4,167 x Contract IMM Index)                                              :
     :          :                                                                            :
All  : 1,023,021:   312,605    239,967    136,946    572,452    645,196  1,022,003  1,022,109:     1,018        912
Old  : 1,023,021:   312,605    239,967    136,946    572,452    645,196  1,022,003  1,022,109:     1,018        912
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :    19,380:     9,855      2,226    -18,103     38,277     45,975     30,029     30,098:   -10,649    -10,718
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       23.5       13.4       56.0       63.1       99.9       99.9:       0.1        0.1
Old  :     100.0:      30.6       23.5       13.4       56.0       63.1       99.9       99.9:       0.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        34         56         49         69         86        132        163:
Old  :       188:        34         56         49         69         86        132        163:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       23.3       56.0       37.7       30.3       16.3       40.8       27.2
Old  :                 38.6       23.3       56.0       37.7       30.3       16.3       40.8       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $50.00)                                                   :
     :          :                                                                            :
All  : 2,166,788:   250,264    443,991     46,466  1,603,647  1,481,609  1,900,377  1,972,066:   266,411    194,721
Old  : 2,166,788:   250,264    443,991     46,466  1,603,647  1,481,609  1,900,377  1,972,066:   266,411    194,721
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :      -324:     2,480        206     -1,175     -7,406     -4,447     -6,101     -5,416:     5,776      5,091
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       20.5        2.1       74.0       68.4       87.7       91.0:      12.3        9.0
Old  :     100.0:      11.5       20.5        2.1       74.0       68.4       87.7       91.0:      12.3        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       489:        81         79         47        252        210        357        313:
Old  :       489:        81         79         47        252        210        357        313:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.8       26.1       19.0       35.8       10.5       25.5       17.7       35.0
Old  :                 11.8       26.1       19.0       35.8       10.5       25.5       17.7       35.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE                                            Code-138748
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Consumer Stapl                                   :
     :          :                                                                            :
All  :    19,323:     2,900        288          0     14,948     17,007     17,848     17,295:     1,475      2,028
Old  :    19,323:     2,900        288          0     14,948     17,007     17,848     17,295:     1,475      2,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :      -473:       112         -6          0       -450       -522       -338       -528:      -135         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        1.5        0.0       77.4       88.0       92.4       89.5:       7.6       10.5
Old  :     100.0:      15.0        1.5        0.0       77.4       88.0       92.4       89.5:       7.6       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          1          0         12         11         15         12:
Old  :        27:         3          1          0         12         11         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.2       69.3       80.9       82.2       63.2       69.3       80.9       82.2
Old  :                 63.2       69.3       80.9       82.2       63.2       69.3       80.9       82.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                                                   Code-138749
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Energy Index p                                   :
     :          :                                                                            :
All  :    24,887:     1,798        280          0     19,802     23,412     21,600     23,692:     3,287      1,195
Old  :    24,887:     1,798        280          0     19,802     23,412     21,600     23,692:     3,287      1,195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :      -658:      -436        -58          0       -179       -375       -615       -433:       -43       -225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        1.1        0.0       79.6       94.1       86.8       95.2:      13.2        4.8
Old  :     100.0:       7.2        1.1        0.0       79.6       94.1       86.8       95.2:      13.2        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2          1          0         19         11         21         12:
Old  :        33:         2          1          0         19         11         21         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       67.4       60.3       89.4       38.2       67.4       60.3       89.4
Old  :                 38.2       67.4       60.3       89.4       38.2       67.4       60.3       89.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE                                                            Code-13874A
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,155,313:   251,044    443,506     41,911  1,601,298  1,480,509  1,894,253  1,965,926:   261,060    189,387
Old  : 2,155,313:   251,044    443,506     41,911  1,601,298  1,480,509  1,894,253  1,965,926:   261,060    189,387
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :      -890:     2,281       -652       -830     -7,451     -4,802     -6,000     -6,284:     5,110      5,394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       20.6        1.9       74.3       68.7       87.9       91.2:      12.1        8.8
Old  :     100.0:      11.6       20.6        1.9       74.3       68.7       87.9       91.2:      12.1        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       478:        78         75         41        250        208        348        304:
Old  :       478:        78         75         41        250        208        348        304:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.8       26.3       19.1       36.0       10.6       25.6       17.8       35.2
Old  :                 11.8       26.3       19.1       36.0       10.6       25.6       17.8       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874C
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($250 x S&P Select Sector Financial Inde                                   :
     :          :                                                                            :
All  :    34,506:       369        985          0     31,552     32,049     31,921     33,034:     2,585      1,472
Old  :    34,506:       369        985          0     31,552     32,049     31,921     33,034:     2,585      1,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :        74:      -119        214          0        -80         27       -199        241:       273       -167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        2.9        0.0       91.4       92.9       92.5       95.7:       7.5        4.3
Old  :     100.0:       1.1        2.9        0.0       91.4       92.9       92.5       95.7:       7.5        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          2          0         11          7         12          9:
Old  :        21:         1          2          0         11          7         12          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.9       79.9       87.9       95.1       79.9       79.9       87.9       95.1
Old  :                 79.9       79.9       87.9       95.1       79.9       79.9       87.9       95.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874J
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Utilities Inde                                   :
     :          :                                                                            :
All  :    26,608:     3,200      1,049          0     20,871     24,596     24,071     25,645:     2,537        963
Old  :    26,608:     3,200      1,049          0     20,871     24,596     24,071     25,645:     2,537        963
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :     3,199:       -26       -117          0      3,149      3,566      3,123      3,449:        76       -250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        3.9        0.0       78.4       92.4       90.5       96.4:       9.5        3.6
Old  :     100.0:      12.0        3.9        0.0       78.4       92.4       90.5       96.4:       9.5        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         3          2          0         13         15         16         17:
Old  :        32:         3          2          0         13         15         16         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.9       70.7       81.2       85.3       65.3       70.7       80.6       85.3
Old  :                 65.9       70.7       81.2       85.3       65.3       70.7       80.6       85.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874U
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X S&P 500 INDEX)                                                       :
     :          :                                                                            :
All  :   114,747:    21,962     34,615     15,785     23,491     11,004     61,238     61,404:    53,509     53,343
Old  :   114,747:    21,962     34,615     15,785     23,491     11,004     61,238     61,404:    53,509     53,343
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :     5,658:    -2,253      4,343        793        454      3,548     -1,006      8,684:     6,664     -3,026
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       30.2       13.8       20.5        9.6       53.4       53.5:      46.6       46.5
Old  :     100.0:      19.1       30.2       13.8       20.5        9.6       53.4       53.5:      46.6       46.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         7          8          7         12          6         23         17:
Old  :        29:         7          8          7         12          6         23         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       34.6       40.5       48.9       23.1       27.2       29.3       36.3
Old  :                 33.0       34.6       40.5       48.9       23.1       27.2       29.3       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE                                            Code-13874W
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 TOTAL RETURN INDEX x $25)                                         :
     :          :                                                                            :
All  :   369,496:    12,357     20,250     19,335    336,046    327,494    367,738    367,079:     1,758      2,417
Old  :   369,496:    12,357     20,250     19,335    336,046    327,494    367,738    367,079:     1,758      2,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :     1,029:       749      4,435          0        775     -1,335      1,524      3,100:      -495     -2,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        5.5        5.2       90.9       88.6       99.5       99.3:       0.5        0.7
Old  :     100.0:       3.3        5.5        5.2       90.9       88.6       99.5       99.3:       0.5        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         3          6          8         21         23         29         34:
Old  :        37:         3          6          8         21         23         29         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       33.8       79.9       58.8       42.7       31.0       49.2       44.2
Old  :                 59.2       33.8       79.9       58.8       42.7       31.0       49.2       44.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    39,539:     5,467      3,716         57     24,893     31,582     30,417     35,355:     9,122      4,184
Old  :    39,539:     5,467      3,716         57     24,893     31,582     30,417     35,355:     9,122      4,184
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :      -910:       237       -991       -130     -2,291        393     -2,184       -728:     1,274       -182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8        9.4        0.1       63.0       79.9       76.9       89.4:      23.1       10.6
Old  :     100.0:      13.8        9.4        0.1       63.0       79.9       76.9       89.4:      23.1       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:         5          6          4         36         22         43         30:
Old  :        62:         5          6          4         36         22         43         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       52.0       37.2       65.0       24.7       51.5       37.1       64.5
Old  :                 24.9       52.0       37.2       65.0       24.7       51.5       37.1       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE                                                        Code-146021
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (50 Index Points)                                                          :
     :          :                                                                            :
All  :     5,621:     3,935      4,857        263        521        222      4,719      5,342:       902        279
Old  :     5,621:     3,935      4,857        263        521        222      4,719      5,342:       902        279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :       484:       403        582         33         86         -1        522        614:       -38       -130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.0       86.4        4.7        9.3        3.9       84.0       95.0:      16.0        5.0
Old  :     100.0:      70.0       86.4        4.7        9.3        3.9       84.0       95.0:      16.0        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        39         28         14          3          3         48         40:
Old  :        74:        39         28         14          3          3         48         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       35.0       37.3       58.9       21.0       35.0       37.0       58.7
Old  :                 21.2       35.0       37.3       58.9       21.0       35.0       37.0       58.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE                                                               Code-146022
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (0.1 Index Points)                                                         :
     :          :                                                                            :
All  :    29,053:    20,960     21,696      6,707          0        460     27,667     28,863:     1,386        190
Old  :    29,053:    20,960     21,696      6,707          0        460     27,667     28,863:     1,386        190
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :    -1,233:      -770       -506       -171          0          0       -941       -677:      -292       -556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.1       74.7       23.1        0.0        1.6       95.2       99.3:       4.8        0.7
Old  :     100.0:      72.1       74.7       23.1        0.0        1.6       95.2       99.3:       4.8        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        79         29          5          0          1         84         30:
Old  :       109:        79         29          5          0          1         84         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       80.3       53.0       87.6       25.7       58.4       38.2       65.4
Old  :                 37.9       80.3       53.0       87.6       25.7       58.4       38.2       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $20)                                                   :
     :          :                                                                            :
All  :   286,224:    78,604     49,858      8,021    155,962    189,210    242,587    247,090:    43,637     39,135
Old  :   286,224:    78,604     49,858      8,021    155,962    189,210    242,587    247,090:    43,637     39,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :     2,830:     6,520      1,392      1,829     -6,977        634      1,372      3,855:     1,458     -1,024
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       17.4        2.8       54.5       66.1       84.8       86.3:      15.2       13.7
Old  :     100.0:      27.5       17.4        2.8       54.5       66.1       84.8       86.3:      15.2       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:        69         63         25        113         94        196        169:
Old  :       299:        69         63         25        113         94        196        169:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       26.4       29.6       41.5       19.3       25.9       29.5       41.0
Old  :                 19.4       26.4       29.6       41.5       19.3       25.9       29.5       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE                                                               Code-209742
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   278,055:    79,760     51,769      2,491    155,494    189,102    237,745    243,362:    40,310     34,693
Old  :   278,055:    79,760     51,769      2,491    155,494    189,102    237,745    243,362:    40,310     34,693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :     1,401:     8,293      2,486     -1,007     -7,166        674        120      2,153:     1,281       -752
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       18.6        0.9       55.9       68.0       85.5       87.5:      14.5       12.5
Old  :     100.0:      28.7       18.6        0.9       55.9       68.0       85.5       87.5:      14.5       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:        63         49         19        109         92        180        152:
Old  :       273:        63         49         19        109         92        180        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       27.2       30.4       42.7       19.9       26.7       30.3       42.2
Old  :                 20.0       27.2       30.4       42.7       19.9       26.7       30.3       42.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-209747
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX x $2)                                              :
     :          :                                                                            :
All  :    81,693:    42,956     35,406        789      4,678      1,083     48,423     37,278:    33,270     44,415
Old  :    81,693:    42,956     35,406        789      4,678      1,083     48,423     37,278:    33,270     44,415
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :    14,291:    10,420     17,208        207      1,894       -400     12,521     17,015:     1,770     -2,724
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.6       43.3        1.0        5.7        1.3       59.3       45.6:      40.7       54.4
Old  :     100.0:      52.6       43.3        1.0        5.7        1.3       59.3       45.6:      40.7       54.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        14         16         10          6          3         26         23:
Old  :        38:        14         16         10          6          3         26         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       38.5       54.6       41.9       49.3       38.3       54.2       41.6
Old  :                 49.4       38.5       54.6       41.9       49.3       38.3       54.2       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   152,735:    39,011     90,314      2,986     83,467     40,405    125,464    133,705:    27,271     19,030
Old  :   152,735:    39,011     90,314      2,986     83,467     40,405    125,464    133,705:    27,271     19,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :     5,070:     3,734      4,360      1,224          5      3,251      4,963      8,835:       107     -3,765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       59.1        2.0       54.6       26.5       82.1       87.5:      17.9       12.5
Old  :     100.0:      25.5       59.1        2.0       54.6       26.5       82.1       87.5:      17.9       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        28         23          9         28         18         63         43:
Old  :        91:        28         23          9         28         18         63         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       51.2       54.7       61.9       43.7       50.9       54.7       61.3
Old  :                 43.7       51.2       54.7       61.9       43.7       50.9       54.7       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE                                                            Code-239742
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $50)                                                  :
     :          :                                                                            :
All  :   498,241:    81,253     93,699      3,169    383,760    380,312    468,182    477,180:    30,059     21,061
Old  :   498,241:    81,253     93,699      3,169    383,760    380,312    468,182    477,180:    30,059     21,061
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :     4,227:    17,309       -294     -1,220    -13,199      7,219      2,890      5,705:     1,337     -1,478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       18.8        0.6       77.0       76.3       94.0       95.8:       6.0        4.2
Old  :     100.0:      16.3       18.8        0.6       77.0       76.3       94.0       95.8:       6.0        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       368:        64         57         18        168        136        243        200:
Old  :       368:        64         57         18        168        136        243        200:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       18.0       28.3       28.8       17.1       18.0       27.5       28.8
Old  :                 17.1       18.0       28.3       28.8       17.1       18.0       27.5       28.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE                                            Code-239744
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 1000 VALUE INDEX x $50)                                           :
     :          :                                                                            :
All  :    26,282:     3,093        676          0     22,373     24,535     25,466     25,211:       816      1,071
Old  :    26,282:     3,093        676          0     22,373     24,535     25,466     25,211:       816      1,071
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :      -103:         0        -19          0       -129         53       -129         34:        26       -137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8        2.6        0.0       85.1       93.4       96.9       95.9:       3.1        4.1
Old  :     100.0:      11.8        2.6        0.0       85.1       93.4       96.9       95.9:       3.1        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          2          0          9         10         11         12:
Old  :        23:         2          2          0          9         10         11         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.5       82.8       93.4       90.7       74.5       82.8       93.4       90.7
Old  :                 74.5       82.8       93.4       90.7       74.5       82.8       93.4       90.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    14,811:     1,647      4,475          0      9,823      7,973     11,470     12,448:     3,341      2,363
Old  :    14,811:     1,647      4,475          0      9,823      7,973     11,470     12,448:     3,341      2,363
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :      -162:      -634       -149          0         71          5       -563       -144:       401        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       30.2        0.0       66.3       53.8       77.4       84.0:      22.6       16.0
Old  :     100.0:      11.1       30.2        0.0       66.3       53.8       77.4       84.0:      22.6       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          5          0          8          6         12         11:
Old  :        22:         4          5          0          8          6         12         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       58.7       69.0       79.5       56.4       58.7       69.0       79.5
Old  :                 56.4       58.7       69.0       79.5       56.4       58.7       69.0       79.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    42,070:    14,843      3,223        284     19,648     21,368     34,775     24,875:     7,295     17,195
Old  :    42,070:    14,843      3,223        284     19,648     21,368     34,775     24,875:     7,295     17,195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :     2,524:     1,145        358       -289        717       -417      1,573       -348:       951      2,872
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3        7.7        0.7       46.7       50.8       82.7       59.1:      17.3       40.9
Old  :     100.0:      35.3        7.7        0.7       46.7       50.8       82.7       59.1:      17.3       40.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        21          3          2         20         14         41         19:
Old  :        52:        21          3          2         20         14         41         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       47.4       41.0       54.1       22.7       47.4       38.8       53.7
Old  :                 24.2       47.4       41.0       54.1       22.7       47.4       38.8       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-43874A
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                     :
     :          :                                                                            :
All  :   191,593:    79,931      8,306     13,229     96,318    169,533    189,478    191,068:     2,115        525
Old  :   191,593:    79,931      8,306     13,229     96,318    169,533    189,478    191,068:     2,115        525
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :     1,265:    -1,273        344        182        494        285       -597        811:     1,862        454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7        4.3        6.9       50.3       88.5       98.9       99.7:       1.1        0.3
Old  :     100.0:      41.7        4.3        6.9       50.3       88.5       98.9       99.7:       1.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        27          6         10         36         27         67         40:
Old  :        77:        27          6         10         36         27         67         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       46.3       41.6       69.6       20.9       43.3       33.4       59.6
Old  :                 25.7       46.3       41.6       69.6       20.9       43.3       33.4       59.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 29, 2023