Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   193,223
Positions
    62,678     11,625      5,418     47,570     87,144      5,350     17,442     38,706     11,923     11,231      2,024      1,462     30,149     29,571
 
Changes from:       March 5, 2024                                    Total Change is:     9,526
     3,797        652      4,635       -373     -3,368      1,089     -5,400      3,412      5,493     -1,617         19         75      1,827     -2,481
 
Percent of Open Interest Represented by Each Category of Trader
      32.4        6.0        2.8       24.6       45.1        2.8        9.0       20.0        6.2        5.8        1.0        0.8       15.6       15.3
 
Number of Traders in Each Category                                    Total Traders:       105 
         9          5          5         14         29         11         17         19         11          8          4          .
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Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    82,442
Positions
    28,784      7,093      8,367     19,627     27,058      1,317      9,749     14,466      3,268      1,755        465          0      9,575     20,408
 
Changes from:       March 5, 2024                                    Total Change is:     6,276
       656         80      8,097        239     -3,807      1,017     -6,652     -1,902      2,824       -200        465          0        295       -498
 
Percent of Open Interest Represented by Each Category of Trader
      34.9        8.6       10.1       23.8       32.8        1.6       11.8       17.5        4.0        2.1        0.6        0.0       11.6       24.8
 
Number of Traders in Each Category                                    Total Traders:        61 
         8          5          7          4         12          .         11         16          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                                    
CFTC Code #096742                                                    Open Interest is   277,702
Positions
    26,672     35,296     21,682     87,055    106,150      5,458     68,943     46,175     37,769          0      3,518          0     30,123     21,654
 
Changes from:       March 5, 2024                                    Total Change is:    55,976
    -2,582      3,950     13,904     16,554      3,712      1,172      8,667     17,286     20,809          0        422        -75     -2,473     -5,204
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       12.7        7.8       31.3       38.2        2.0       24.8       16.6       13.6        0.0        1.3        0.0       10.8        7.8
 
Number of Traders in Each Category                                    Total Traders:       131 
         6          9          9         16         35         10         32         27         15          0          5          0
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Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   325,675
Positions
   112,151     32,909     23,231     65,353    102,517      7,154     30,134    102,093     12,177     27,847      2,411         42     47,586     43,141
 
Changes from:       March 5, 2024                                    Total Change is:    11,089
   -10,570      5,459     17,700       -507    -12,569      2,478       -799     -2,848        982      1,789     -1,002       -190        206      1,079
 
Percent of Open Interest Represented by Each Category of Trader
      34.4       10.1        7.1       20.1       31.5        2.2        9.3       31.3        3.7        8.6        0.7        0.0       14.6       13.2
 
Number of Traders in Each Category                                    Total Traders:       165 
        10          9         10         23         33         11         24         49         18         15          .          .
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Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   717,720
Positions
    20,240    384,003     11,203    418,644    107,299     39,621     80,929     77,212     26,371     31,735     13,231      4,671     84,306     54,109
 
Changes from:       March 5, 2024                                    Total Change is:    10,612
    -2,667     -1,249      7,109     -5,178    -16,886      4,810     -7,659     -1,937     12,623     -1,317      2,993        117      2,774      3,032
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       53.5        1.6       58.3       14.9        5.5       11.3       10.8        3.7        4.4        1.8        0.7       11.7        7.5
 
Number of Traders in Each Category                                    Total Traders:       293 
        10         18          8        105         40         51         40         46         27         25          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    38,223
Positions
     1,323     10,962      5,736     14,592      8,941      1,084      1,529      1,474      1,830          0          0          0     12,129      8,196
 
Changes from:       March 5, 2024                                    Total Change is:     7,934
       817         -2      5,736       -921        229       -365        120       -172      1,810          0          0          0        737        698
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       28.7       15.0       38.2       23.4        2.8        4.0        3.9        4.8        0.0        0.0        0.0       31.7       21.4
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          .         13          .          4          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    26,129
Positions
     3,845        892      1,728      6,679      9,751        464      1,006      1,347      2,038          0      2,120          0     10,369      7,789
 
Changes from:       March 5, 2024                                    Total Change is:     2,662
         0          0      1,075        787       -219          0       -152       -712      1,653          0          0          0       -701        865
 
Percent of Open Interest Represented by Each Category of Trader
      14.7        3.4        6.6       25.6       37.3        1.8        3.9        5.2        7.8        0.0        8.1        0.0       39.7       29.8
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          4          7          .          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   229,723
Positions
   114,420      2,120      6,375     31,760    132,910      5,866     30,020     40,373     14,360      6,041          0         23     20,858     27,696
 
Changes from:       March 5, 2024                                    Total Change is:    -4,473
    -4,446       -906      2,946       -167    -14,770      1,537    -13,774        564      9,159       -889          0          0      1,161     -3,003
 
Percent of Open Interest Represented by Each Category of Trader
      49.8        0.9        2.8       13.8       57.9        2.6       13.1       17.6        6.3        2.6        0.0        0.0        9.1       12.1
 
Number of Traders in Each Category                                    Total Traders:       109 
        10          4          8         17         22         14         26         25         15          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   330,046
Positions
     6,561    119,193     17,877    168,830      4,713      4,103    109,323     79,591      8,714      5,406     93,141         60      9,172      2,654
 
Changes from:       March 5, 2024                                    Total Change is:    35,376
     1,348      6,950     10,502      6,285     -1,313      2,367      7,083      9,465      7,673       -363       -361         43        438         50
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       36.1        5.4       51.2        1.4        1.2       33.1       24.1        2.6        1.6       28.2        0.0        2.8        0.8
 
Number of Traders in Each Category                                    Total Traders:       199 
         6          7          6         31          7          4         79         28         14         17         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    49,361
Positions
     4,548     24,694        159     22,647      7,019          1     15,076     13,651         12      3,416      2,889          0      3,502        936
 
Changes from:       March 5, 2024                                    Total Change is:       490
     2,756       -739          0     -1,766      1,909          0       -267       -719         12       -118       -162          0       -127        189
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       50.0        0.3       45.9       14.2        0.0       30.5       27.7        0.0        6.9        5.9        0.0        7.1        1.9
 
Number of Traders in Each Category                                    Total Traders:        83 
         5          .          .         14          8          .         29          9          .          8          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                                       
CFTC Code #112741                                                    Open Interest is    52,711
Positions
     4,963      6,335      7,665     16,258     20,883      3,049     12,169      8,907      3,034        863          0         10      4,700      2,828
 
Changes from:       March 5, 2024                                    Total Change is:     2,588
      -431     -1,924      5,226       -401       -531        379     -4,770     -1,470      2,256        -49       -412        -41        419       -895
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       12.0       14.5       30.8       39.6        5.8       23.1       16.9        5.8        1.6        0.0        0.0        8.9        5.4
 
Number of Traders in Each Category                                    Total Traders:        89 
         6          7          5         15         16          7         19         21         14          4          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                                 
CFTC Code #122741                                                    Open Interest is    17,079
Positions
        63      3,788      4,197      3,544      2,010         77      5,886      3,629      1,576          0        100          0      1,736      1,702
 
Changes from:       March 5, 2024                                    Total Change is:     2,562
      -103        881      4,183        807     -5,411          0     -3,999      1,658      1,361          0        100          0        313       -210
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       22.2       24.6       20.8       11.8        0.5       34.5       21.2        9.2        0.0        0.6        0.0       10.2       10.0
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          4          .          .          5          .         10          6          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                             
CFTC Code #12460+                                                    Open Interest is   115,061
Positions
    30,792     52,349      6,584     20,491      2,800      4,647     22,313     19,936     10,883      2,489      2,705         13     16,851     15,144
 
Changes from:       March 5, 2024                                    Total Change is:    13,727
    -3,818     -1,939      4,844      2,282     -4,026      1,323       -849      3,889      7,851        770       -350         13      1,312      2,122
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       45.5        5.7       17.8        2.4        4.0       19.4       17.3        9.5        2.2        2.4        0.0       14.6       13.2
 
Number of Traders in Each Category                                    Total Traders:       118 
        11         15         10         18          5          4         33         25         23          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                                     
CFTC Code #124603                                                    Open Interest is   112,366
Positions
    30,732     52,138      6,577     20,491      2,800      4,647     21,513     19,780      9,792      2,489      2,654          0     16,125     13,978
 
Changes from:       March 5, 2024                                    Total Change is:    13,210
    -3,812     -2,023      4,840      2,282     -4,026      1,323     -1,101      3,815      7,533        770       -225          0      1,375      1,973
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       46.4        5.9       18.2        2.5        4.1       19.1       17.6        8.7        2.2        2.4        0.0       14.4       12.4
 
Number of Traders in Each Category                                    Total Traders:       102 
        10         14          9         18          5          4         24         22         18          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    77,020
Positions
    17,407     35,193     23,433     28,077      7,175      1,613      3,367      8,360          0          0          0          0      3,123      1,246
 
Changes from:       March 5, 2024                                    Total Change is:    23,054
    -2,065     -1,406     23,433        676       -132          5        414        836          0          0          0          0        591        318
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       45.7       30.4       36.5        9.3        2.1        4.4       10.9        0.0        0.0        0.0        0.0        4.1        1.6
 
Number of Traders in Each Category                                    Total Traders:        39 
         5          6          5         18          4          4          .          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE   ($0.5 X DJIA INDEX)                                                                                   
CFTC Code #124608                                                    Open Interest is    26,953
Positions
       595      2,114         66          0          0          0     18,523     12,087        383          0        510        130      7,256     11,663
 
Changes from:       March 5, 2024                                    Total Change is:     5,174
       -58        843         38          0          0          0      5,332      3,558        360          0     -1,248        130       -628      1,493
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        7.8        0.2        0.0        0.0        0.0       68.7       44.8        1.4        0.0        1.9        0.5       26.9       43.3
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          0          0          0         12          6          6          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $50.00)                                                                              
CFTC Code #13874+                                                    Open Interest is 2,704,540
Positions
   284,965    779,603    169,314  1,147,222    231,086    220,116    154,339    639,270    229,144    131,494    154,255     71,099    296,848    210,655
 
Changes from:       March 5, 2024                                    Total Change is:   303,373
    -5,203    -48,804     74,368    -11,232     -7,369     69,973    -27,174     56,461    102,798      8,458    -28,114     64,965     26,421     19,096
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       28.8        6.3       42.4        8.5        8.1        5.7       23.6        8.5        4.9        5.7        2.6       11.0        7.8
 
Number of Traders in Each Category                                    Total Traders:       511 
        35         40         38        173         58        103         67         89         78         24         24         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    26,429
Positions
    14,979     12,795        630      3,183     10,694         65      5,180      1,185          0          0          0          0      2,392      1,060
 
Changes from:       March 5, 2024                                    Total Change is:     2,824
     2,226       -472        630       -500      2,523          0        290        -18          0          0          0          0        178        161
 
Percent of Open Interest Represented by Each Category of Trader
      56.7       48.4        2.4       12.0       40.5        0.2       19.6        4.5        0.0        0.0        0.0        0.0        9.1        4.0
 
Number of Traders in Each Category                                    Total Traders:        27 
         6          6          .          .          6          .          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    31,358
Positions
     7,025     21,305      4,854     10,748      2,283        250      5,372      1,084        376          0          0          0      2,733      1,206
 
Changes from:       March 5, 2024                                    Total Change is:     3,247
    -1,839      1,360      4,854       -450     -3,050          0        -87       -533        376          0          0          0        393        240
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       67.9       15.5       34.3        7.3        0.8       17.1        3.5        1.2        0.0        0.0        0.0        8.7        3.8
 
Number of Traders in Each Category                                    Total Traders:        32 
         5          9          4         11          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                                       
CFTC Code #13874A                                                    Open Interest is 2,678,339
Positions
   284,186    779,707    169,055  1,145,027    231,230    219,681    154,540    648,540    211,818    131,349    153,721     70,983    291,700    193,604
 
Changes from:       March 5, 2024                                    Total Change is:   300,642
    -5,281    -48,908     74,445    -11,714     -7,345     69,969    -28,171     58,968    100,823      8,614    -24,935     64,850     27,107     12,775
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       29.1        6.3       42.8        8.6        8.2        5.8       24.2        7.9        4.9        5.7        2.7       10.9        7.2
 
Number of Traders in Each Category                                    Total Traders:       496 
        33         40         37        168         59        101         65         84         72         24         22         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    56,293
Positions
    27,631     41,584     10,853     13,493        267          0      1,287      1,744        180          0          0          0      2,849      1,665
 
Changes from:       March 5, 2024                                    Total Change is:    11,508
      -231        433     10,853        399       -243          0        148          3        150          0          0          0        189        312
 
Percent of Open Interest Represented by Each Category of Trader
      49.1       73.9       19.3       24.0        0.5        0.0        2.3        3.1        0.3        0.0        0.0        0.0        5.1        3.0
 
Number of Traders in Each Category                                    Total Traders:        31 
         5         10          5          9          .          0          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    18,774
Positions
     9,661      7,016        594      5,285          0          0        596     10,144        112          0          0          0      2,526        908
 
Changes from:       March 5, 2024                                    Total Change is:       454
       118        400        594       -116          0          0          0       -112        112          0          0          0       -254       -540
 
Percent of Open Interest Represented by Each Category of Trader
      51.5       37.4        3.2       28.2        0.0        0.0        3.2       54.0        0.6        0.0        0.0        0.0       13.5        4.8
 
Number of Traders in Each Category                                    Total Traders:        21 
         5          4          .          5          0          0          .          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Materials Index price)                                                
CFTC Code #13874H                                                    Open Interest is    14,222
Positions
     4,393      7,072      1,687      3,685      2,177          0      2,746      1,262          0          0          0          0      1,711      2,024
 
Changes from:       March 5, 2024                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       49.7       11.9       25.9       15.3        0.0       19.3        8.9        0.0        0.0        0.0        0.0       12.0       14.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          6          .          .          4          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    53,767
Positions
    10,345     14,947     12,044      8,239     19,648      1,185     19,321      4,211         39          0          0          0      2,594      1,693
 
Changes from:       March 5, 2024                                    Total Change is:    14,443
       483       -132     12,044        370      1,162      1,026          7        288         28          0          0          0        485         27
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       27.8       22.4       15.3       36.5        2.2       35.9        7.8        0.1        0.0        0.0        0.0        4.8        3.1
 
Number of Traders in Each Category                                    Total Traders:        41 
         7          6          .          7          8          .          4          9          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P REAL ESTATE INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Real Estate Select Sector Index)                                                  
CFTC Code #13874R                                                    Open Interest is    22,638
Positions
     7,275     14,695      4,550      7,931      1,448          0        822      1,251          0        392          0          0      1,668        694
 
Changes from:       March 5, 2024                                    Total Change is:     4,856
       100         85      4,550          1          0          0       -242        -61          0          0          0          0        447        282
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       64.9       20.1       35.0        6.4        0.0        3.6        5.5        0.0        1.7        0.0        0.0        7.4        3.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          5          .          6          .          0          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE   ($5 X S&P 500 INDEX)                                                                            
CFTC Code #13874U                                                    Open Interest is   262,008
Positions
    10,347      1,516         29     25,012      1,619      1,289    154,132     63,438     17,116      2,598      6,490          5     51,480    170,506
 
Changes from:       March 5, 2024                                    Total Change is:    27,314
       168        429       -163      5,092         27       -229     27,613     -7,424      2,102       -414    -30,636          3     -6,858     63,205
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        0.6        0.0        9.5        0.6        0.5       58.8       24.2        6.5        1.0        2.5        0.0       19.6       65.1
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          .         13          .          6          8         10          8          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE   (S&P 500 TOTAL RETURN INDEX x $25)                                                          
CFTC Code #13874W                                                    Open Interest is   414,579
Positions
   161,553    161,822    127,318      1,634     38,000          0     28,148     15,918     68,311     25,277          0        250      2,088      2,960
 
Changes from:       March 5, 2024                                    Total Change is:    13,030
     3,234      7,608     -2,355          0          0          0      3,090       -998      8,775          0          0          0        286          0
 
Percent of Open Interest Represented by Each Category of Trader
      39.0       39.0       30.7        0.4        9.2        0.0        6.8        3.8       16.5        6.1        0.0        0.1        0.5        0.7
 
Number of Traders in Each Category                                    Total Traders:        39 
        11         12         19          .          .          0          .          5          8          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    37,889
Positions
     5,303      8,576      1,519     17,834     20,119      1,486      1,867      1,770         25      1,054          0          0      8,801      4,394
 
Changes from:       March 5, 2024                                    Total Change is:      -424
       -51        -52      1,369     -2,287     -1,477       -137       -229       -139        -12        288          0          0        635         24
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       22.6        4.0       47.1       53.1        3.9        4.9        4.7        0.1        2.8        0.0        0.0       23.2       11.6
 
Number of Traders in Each Category                                    Total Traders:        65 
         8          5          .         29         14         10          4          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $20)                                                                           
CFTC Code #20974+                                                    Open Interest is   353,521
Positions
    51,833     81,747     29,769    108,217     24,812     14,041     46,013    109,481     41,899      8,866      5,295      4,515     48,369     41,963
 
Changes from:       March 5, 2024                                    Total Change is:    43,648
    -2,284     -9,397     16,894         31       -915      9,250      4,487     12,103      8,135        698     -2,634      3,886      2,552      6,326
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       23.1        8.4       30.6        7.0        4.0       13.0       31.0       11.9        2.5        1.5        1.3       13.7       11.9
 
Number of Traders in Each Category                                    Total Traders:       306 
        26         24         21         79         24         28         52         58         40         18         19          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                                                 
CFTC Code #209742                                                    Open Interest is   331,912
Positions
    52,001     83,338     27,261    107,944     24,812     14,029     57,635    122,592     14,850     11,071      5,158      2,222     44,899     37,650
 
Changes from:       March 5, 2024                                    Total Change is:    42,865
    -2,593     -9,059     16,639         97       -728      9,251      4,372     13,046      7,034      2,563     -1,087      2,162      3,340      5,607
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       25.1        8.2       32.5        7.5        4.2       17.4       36.9        4.5        3.3        1.6        0.7       13.5       11.3
 
Number of Traders in Each Category                                    Total Traders:       290 
        25         23         20         77         24         27         46         58         33         17         17          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX x $2)                                                                
CFTC Code #209747                                                    Open Interest is   216,086
Positions
    22,361      8,125      1,041      2,725          0        124    147,761    132,872      6,505        872     24,292          0     34,697     43,127
 
Changes from:       March 5, 2024                                    Total Change is:     7,828
     4,623     -1,849      1,021       -656     -1,867        -15     10,620         47      1,531     -1,419      1,771          0     -7,877      7,189
 
Percent of Open Interest Represented by Each Category of Trader
      10.3        3.8        0.5        1.3        0.0        0.1       68.4       61.5        3.0        0.4       11.2        0.0       16.1       20.0
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          .          4          0          .         14          8          9          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                                   
CFTC Code #239742                                                    Open Interest is   564,693
Positions
   108,529    144,858     25,723    219,524    140,096     36,646     89,247    114,636     27,538     25,430     47,243      2,148     29,908     25,805
 
Changes from:       March 5, 2024                                    Total Change is:    47,550
    -2,148        860     18,015      8,496        203      2,050       -194       -130     20,302        313       -942      1,848     -1,132      5,344
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       25.7        4.6       38.9       24.8        6.5       15.8       20.3        4.9        4.5        8.4        0.4        5.3        4.6
 
Number of Traders in Each Category                                    Total Traders:       353 
        32         17         22         98         58         46         53         64         42         12         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is    34,195
Positions
    18,714     16,122      1,974     11,836     14,415        149        595        902          0          0          0          0        927        633
 
Changes from:       March 5, 2024                                    Total Change is:     2,289
       479        136      1,974         34        107        149       -232          0          0          0          0          0       -115        -77
 
Percent of Open Interest Represented by Each Category of Trader
      54.7       47.1        5.8       34.6       42.2        0.4        1.7        2.6        0.0        0.0        0.0        0.0        2.7        1.9
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          8          .          9          5          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $0.5)                                                                  
CFTC Code #239747                                                    Open Interest is    35,533
Positions
         0        945         20        413      1,757        769     21,405     22,839        469      2,015      1,735         48     10,394      6,951
 
Changes from:       March 5, 2024                                    Total Change is:    -3,623
         0         91         20       -451         54        -52        135       -376        150     -2,930       -120         48       -543     -3,438
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        2.7        0.1        1.2        4.9        2.2       60.2       64.3        1.3        5.7        4.9        0.1       29.3       19.6
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          .          .          .          4          4          6          6          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    18,020
Positions
         0     10,889          0     11,446          0         79      1,464      2,990          0        580      1,702          0      4,451      2,360
 
Changes from:       March 5, 2024                                    Total Change is:    -7,547
      -117      1,056     -2,467       -603          0         71       -443         12     -2,779          0     -2,040        -75     -1,134     -1,325
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       60.4        0.0       63.5        0.0        0.4        8.1       16.6        0.0        3.2        9.4        0.0       24.7       13.1
 
Number of Traders in Each Category                                    Total Traders:        30 
         0          7          0         13          0          .          .          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    45,673
Positions
     7,087      9,187        711     14,687      1,540        990     10,939      5,596          3      2,903      2,312          0      8,353     25,334
 
Changes from:       March 5, 2024                                    Total Change is:   -20,192
    -5,174     -3,137     -4,525        631       -556         85       -711     -3,590     -6,895     -2,985       -361       -148       -470     -1,065
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       20.1        1.6       32.2        3.4        2.2       24.0       12.3        0.0        6.4        5.1        0.0       18.3       55.5
 
Number of Traders in Each Category                                    Total Traders:        57 
         7          6          .         14          .          5         12          9          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE  - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                                    
CFTC Code #244041                                                    Open Interest is   494,444
Positions
    34,919    249,635     59,013    295,077     70,129     34,375     44,520     16,702      1,322      9,514     56,445      1,244     14,460      5,579
 
Changes from:       March 5, 2024                                    Total Change is:    62,879
        91       -513     57,392      7,051        419       -282         76      4,987        402       -978      4,031        -18       -855     -3,539
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       50.5       11.9       59.7       14.2        7.0        9.0        3.4        0.3        1.9       11.4        0.3        2.9        1.1
 
Number of Traders in Each Category                                    Total Traders:       190 
        11         15         14         80         37         35         25         12          7          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                                     
CFTC Code #244042                                                    Open Interest is 1,322,461
Positions
    94,805    329,828    296,405    622,489    334,948    102,134    117,234    128,397      7,252     21,865     84,687      3,127     57,150     35,683
 
Changes from:       March 5, 2024                                    Total Change is:   334,651
    -2,235     -2,310    283,983      6,846    -15,242      1,611     22,865     29,882     -1,068       -864     11,930        437     23,076     25,428
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       24.9       22.4       47.1       25.3        7.7        8.9        9.7        0.5        1.7        6.4        0.2        4.3        2.7
 
Number of Traders in Each Category                                    Total Traders:       400 
        27         18         20        163         63         86         63         31         25         21         14         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   216,799
Positions
    18,646    152,377     20,533     48,914          0      1,010     91,018     11,143     26,209      7,621      4,605          0      2,848        922
 
Changes from:       March 5, 2024                                    Total Change is:       755
     3,877      7,096     -2,068         51          0          0      2,706     -2,947     -1,103     -2,361          0          0       -347       -223
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       70.3        9.5       22.6        0.0        0.5       42.0        5.1       12.1        3.5        2.1        0.0        1.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        75 
         9         17         16         10          0          .         28          .          9          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE   (S&P 500 QUARTERLY DIVIDEND INDEX X $1000)                                                  
CFTC Code #43874Q                                                    Open Interest is    59,778
Positions
       662     28,431      2,858      9,244          0         40     44,858     26,510      1,939        150          0          0         27          0
 
Changes from:       March 5, 2024                                    Total Change is:     2,592
       512      1,465       -239          0          0         40      2,170      1,222        104          0          0          0          5          0
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       47.6        4.8       15.5        0.0        0.1       75.0       44.3        3.2        0.3        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         .         11          7          .          0          .          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                     
CFTC Code #020601                                                    Open Interest is 1,498,123
Positions
    38,714    179,138      3,988    797,163    337,493    186,282    118,758    510,992     47,884    106,867     89,729      2,160    196,307    140,457
 
Changes from:       March 5, 2024                                    Total Change is:     5,739
     4,089      5,117     -1,404     27,457      6,562      5,791      2,645     26,674    -26,520      2,175     -4,996        362     -8,856     -5,847
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       12.0        0.3       53.2       22.5       12.4        7.9       34.1        3.2        7.1        6.0        0.1       13.1        9.4
 
Number of Traders in Each Category                                    Total Traders:       212 
        11         21          8         69         32         55         19         42         21          7         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                               
CFTC Code #020604                                                    Open Interest is 1,588,497
Positions
    10,364     92,974      1,166    965,784    310,877    281,342     98,187    680,258     23,291     36,108     40,093          0    172,255    158,496
 
Changes from:       March 5, 2024                                    Total Change is:   -14,615
      -548    -13,324        -61     -2,035     12,749      1,285     -6,153     -7,896     -5,434       -800        178          0       -869     -2,112
 
Percent of Open Interest Represented by Each Category of Trader
       0.7        5.9        0.1       60.8       19.6       17.7        6.2       42.8        1.5        2.3        2.5        0.0       10.8       10.0
 
Number of Traders in Each Category                                    Total Traders:       169 
         .         11          5         69         35         53         11         30         16          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                                  
CFTC Code #042601                                                    Open Interest is 3,637,131
Positions
   132,293    467,280      9,135  1,718,473    474,987    384,160    497,751  1,921,416    104,556    515,288    119,680     23,639    251,836    132,278
 
Changes from:       March 5, 2024                                    Total Change is:    29,509
    -1,697     31,454        227    -29,537    -44,827     56,752    -56,679    -61,188     41,204      9,691      2,593      1,557      7,991      1,737
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       12.8        0.3       47.2       13.1       10.6       13.7       52.8        2.9       14.2        3.3        0.6        6.9        3.6
 
Number of Traders in Each Category                                    Total Traders:       463 
        39         27         11        155         44         87         58         78         39         50         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                 
CFTC Code #043602                                                    Open Interest is 4,253,098
Positions
   143,235    381,489     15,466  2,224,013  1,104,056    634,596    281,599  1,515,557     82,558    480,375    170,487      1,200    390,056    347,689
 
Changes from:       March 5, 2024                                    Total Change is:   -24,678
    24,994     31,848    -18,541    -33,650     70,447      4,571     15,942      6,625    -29,943     36,045    -65,511        422    -24,518    -24,596
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        9.0        0.4       52.3       26.0       14.9        6.6       35.6        1.9       11.3        4.0        0.0        9.2        8.2
 
Number of Traders in Each Category                                    Total Traders:       403 
        19         36          9        116         60         96         47         78         40         25         22          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                
CFTC Code #043607                                                    Open Interest is 2,037,874
Positions
    76,899    151,629      8,410    892,415    686,624    314,858    296,228    458,114     48,803    190,246     86,987      5,370    204,645    277,079
 
Changes from:       March 5, 2024                                    Total Change is:   -48,978
       514     11,547     -1,795    -32,329     12,662    -22,581      2,803    -12,413    -17,495     22,655    -18,195        535     -1,285     -1,243
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        7.4        0.4       43.8       33.7       15.5       14.5       22.5        2.4        9.3        4.3        0.3       10.0       13.6
 
Number of Traders in Each Category                                    Total Traders:       206 
         4         19          4         48         63         59         22         28         20         11         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                  
CFTC Code #044601                                                    Open Interest is 5,857,325
Positions
   175,427    641,382     19,420  2,861,714  1,243,132    690,760    853,691  2,742,450    147,049    704,044     80,904        418    404,802    291,810
 
Changes from:       March 5, 2024                                    Total Change is:    42,123
       477     36,972         39    -44,309     -9,797     33,263      5,002    -41,977     30,755     14,911     -6,899       -106      2,091       -127
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       11.0        0.3       48.9       21.2       11.8       14.6       46.8        2.5       12.0        1.4        0.0        6.9        5.0
 
Number of Traders in Each Category                                    Total Traders:       405 
        18         33          8        143         36         93         54         75         40         35         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                             
CFTC Code #045601                                                    Open Interest is 1,795,770
Positions
   452,327    162,882    604,608     32,092     19,824     29,647    164,254    448,532    450,045     10,128     29,032     15,153     37,516     36,047
 
Changes from:       March 5, 2024                                    Total Change is:   170,675
    68,407      1,135     70,878     -2,577     -7,367     -6,144     16,148     86,515     24,610      2,215      3,385     -1,106     -1,756     -1,231
 
Percent of Open Interest Represented by Each Category of Trader
      25.2        9.1       33.7        1.8        1.1        1.7        9.1       25.0       25.1        0.6        1.6        0.8        2.1        2.0
 
Number of Traders in Each Category                                    Total Traders:       159 
        34         22         50          7          .          4         32         45         54          4          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE   (2,500 X CONTRACT GRADE IMM INDEX)                                                                    
CFTC Code #047745                                                    Open Interest is    41,831
Positions
    19,002     15,088     11,571        477        644          7        457      4,290     10,010        147         65         75         85         81
 
Changes from:       March 5, 2024                                    Total Change is:     1,845
     1,233        472      1,059          0        -32         -2       -261        586       -134         44         -9        -49        -45        -46
 
Percent of Open Interest Represented by Each Category of Trader
      45.4       36.1       27.7        1.1        1.5        0.0        1.1       10.3       23.9        0.4        0.2        0.2        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        45 
        11         10         14          .          .          .          5         13         15          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                      
CFTC Code #134741                                                    Open Interest is10,863,859
Positions
 2,300,209  2,031,666  1,833,929    236,399  1,185,331  1,001,727  2,043,942  1,152,494  3,227,883     68,253    273,031    122,607     28,910     35,191
 
Changes from:       March 5, 2024                                    Total Change is:    80,113
  -116,018    178,905    -36,043     30,053    -17,562     71,669    147,697    -40,261    -41,741      3,069    -55,758     16,549      4,878      4,355
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       18.7       16.9        2.2       10.9        9.2       18.8       10.6       29.7        0.6        2.5        1.1        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:       907 
        79        102        139         37         84         57        137        171        180        108        131        103
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                      
CFTC Code #134742                                                    Open Interest is   976,483
Positions
   415,755    206,332    216,065        513     37,194     20,138    165,596    355,994    121,566     36,272     18,045        449        129        700
 
Changes from:       March 5, 2024                                    Total Change is:    68,526
    75,608     32,441       -217        120     11,367     -5,570      7,398     36,403     -9,476      1,308      3,756       -547        -98        369
 
Percent of Open Interest Represented by Each Category of Trader
      42.6       21.1       22.1        0.1        3.8        2.1       17.0       36.5       12.4        3.7        1.8        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:       192 
        39         46         56          4          9          5         22         49         45          8         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                            
CFTC Code #342603                                                    Open Interest is    20,610
Positions
       973          0          0         57          0          0     14,800      9,018      4,774          0      6,817          0          6          1
 
Changes from:       March 5, 2024                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        0.0        0.0        0.3        0.0        0.0       71.8       43.8       23.2        0.0       33.1        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          0          0          .          0          0          .          6          .          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                           
CFTC Code #343603                                                    Open Interest is    81,186
Positions
     2,546         55     31,585        235          0          0      4,175     27,978     20,852     21,780        695          0         13         21
 
Changes from:       March 5, 2024                                    Total Change is:       827
         0         15          0         15          0          0        175        478        263        374         65          0          0          6
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        0.1       38.9        0.3        0.0        0.0        5.1       34.5       25.7       26.8        0.9        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          .          .          0          0          .          4          .         11          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                            
CFTC Code #344605                                                    Open Interest is    41,407
Positions
     7,058          0      1,253         60         67          0      6,894     22,326     12,422     13,691      5,244         18         11         77
 
Changes from:       March 5, 2024                                    Total Change is:       684
        90          0          0          0          0          0     -2,499     -1,312      2,873        220       -877          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      17.0        0.0        3.0        0.1        0.2        0.0       16.6       53.9       30.0       33.1       12.7        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          0          .          .          .          0          .          8          .          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    30,398
Positions
     2,835      4,893        193     18,936        464        123      3,813     19,287      1,566        879      2,754        253      1,800        865
 
Changes from:       March 5, 2024                                    Total Change is:     2,651
       334       -276        -94      3,012         71        -78       -837      2,228        217        109        638       -107         95         52
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       16.1        0.6       62.3        1.5        0.4       12.5       63.4        5.2        2.9        9.1        0.8        5.9        2.8
 
Number of Traders in Each Category                                    Total Traders:       132 
         8          8          4         18          .          .         34         37         23         13         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE   (Bitcoin X $0.10)                                                                                            
CFTC Code #133742                                                    Open Interest is    47,762
Positions
     3,180     28,907          0        743         40         56     31,750     15,131      1,083      5,946        998         11      4,993      1,536
 
Changes from:       March 5, 2024                                    Total Change is:     9,578
     1,709      5,777          0        -87         39         -6      6,551      2,864        361        624        249         -3        429        297
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       60.5        0.0        1.6        0.1        0.1       66.5       31.7        2.3       12.4        2.1        0.0       10.5        3.2
 
Number of Traders in Each Category                                    Total Traders:       168 
         4          .          0          8          .          .         35         10         12         83         24          .
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Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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Nano Bitcoin  - LMX LABS LLC   1/100 X Bitcoin Contract $300                                                                                               
CFTC Code #133LM1                                                    Open Interest is    25,861
Positions
         0     10,941        197          0          0          0          0      8,238          0     22,679      5,471          0      2,985      1,014
 
Changes from:       March 5, 2024                                    Total Change is:       836
         0     -3,226         78          0          0          0     -2,675      1,891       -118      3,197      2,007          0        354        204
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       42.3        0.8        0.0        0.0        0.0        0.0       31.9        0.0       87.7       21.2        0.0       11.5        3.9
 
Number of Traders in Each Category                                    Total Traders:       210 
         0          .          .          0          0          0          0          5          0        155         49          0
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Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     7,239
Positions
       404      1,424        144      1,866          0         11      2,747      3,999        311        585        969         39      1,132        342
 
Changes from:       March 5, 2024                                    Total Change is:      -232
        47       -228        -77        -25        -26         -1         32        217       -218       -116          9         39         87         53
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       19.7        2.0       25.8        0.0        0.2       37.9       55.2        4.3        8.1       13.4        0.5       15.6        4.7
 
Number of Traders in Each Category                                    Total Traders:        80 
         4          6          .         12          0          .         29         21          8          5          .          .
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Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MICRO ETHER  - CHICAGO MERCANTILE EXCHANGE   (0.1 Index Points)                                                                                            
CFTC Code #146022                                                    Open Interest is    51,845
Positions
       485     37,032         64      2,184      1,194        223     27,380      7,163      3,171     16,098      2,592          9      2,231        397
 
Changes from:       March 5, 2024                                    Total Change is:     4,445
       -66      1,694       -226        202       -182          0      3,755      1,306        561       -298      1,168          0        517        124
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       71.4        0.1        4.2        2.3        0.4       52.8       13.8        6.1       31.1        5.0        0.0        4.3        0.8
 
Number of Traders in Each Category                                    Total Traders:       150 
         .          .          .          .          .          .         22          6          .         96         17          .
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Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NANO ETHER - LMX LABS LLC   0.1 Ether or 1/10 X$2,000 = $200                                                                                               
CFTC Code #146LM1                                                    Open Interest is    15,844
Positions
         0     10,337          0          0          0          0      1,693      2,757          0     12,294      2,296          0      1,857        454
 
Changes from:       March 5, 2024                                    Total Change is:     3,274
         0      1,534          0          0          0          0        407      1,166         -1      2,538        425          0        330        150
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       65.2        0.0        0.0        0.0        0.0       10.7       17.4        0.0       77.6       14.5        0.0       11.7        2.9
 
Number of Traders in Each Category                                    Total Traders:       107 
         0          .          0          0          0          0          .          .          0         83         18          0
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Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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USD INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                                 
CFTC Code #098662                                                    Open Interest is    26,365
Positions
       310      3,692          0      9,589      3,395        767      8,014     11,714      2,201      2,631      1,938          0      2,853      2,658
 
Changes from:       March 5, 2024                                    Total Change is:    -2,085
       130         90          0     -3,055      1,306          3        195     -5,019      1,127         49        261          0       -534        147
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       14.0        0.0       36.4       12.9        2.9       30.4       44.4        8.3       10.0        7.4        0.0       10.8       10.1
 
Number of Traders in Each Category                                    Total Traders:        93 
         .          .          0         15          7          .         18         24         11         12         13          0
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Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   375,710
Positions
    57,694     26,030     22,839     54,405     69,610     54,596     64,336     83,164     71,220      7,312      3,422     13,889     29,419     30,940
 
Changes from:       March 5, 2024                                    Total Change is:    11,212
     6,434      3,589      2,058     -4,632      3,134       -770        645      1,255      2,686      3,161       -818      1,799       -169     -1,721
 
Percent of Open Interest Represented by Each Category of Trader
      15.4        6.9        6.1       14.5       18.5       14.5       17.1       22.1       19.0        1.9        0.9        3.7        7.8        8.2
 
Number of Traders in Each Category                                    Total Traders:       215 
        15         12         24         22         28         29         46         49         68         12         12         27
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Traders in Financial Futures - Futures Only Positions as of March 12, 2024                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BBG COMMODITY - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                                    
CFTC Code #221602                                                    Open Interest is    98,207
Positions
    83,664     76,557          0      8,495      6,645          1      3,025     12,819      2,034        652         85          1        335         65
 
Changes from:       March 5, 2024                                    Total Change is:     2,299
         0          0          0         21       -118          1        311        451      1,993        -22        -53          1         -6         24
 
Percent of Open Interest Represented by Each Category of Trader
      85.2       78.0        0.0        8.7        6.8        0.0        3.1       13.1        2.1        0.7        0.1        0.0        0.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        39 
         5          .          0          9          6          .          6          5          .          6          .          .
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Updated March 12, 2024