Traders in Financial Futures - Options and Futures Combined 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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   209,294
Positions
    63,503     13,003      9,170     47,570     87,654      5,935     18,476     39,734     20,040     11,385      2,024      1,462     31,754     30,273
 
Changes from:       March 5, 2024                                    Total Change is:     6,420
     2,734      1,984      2,838       -634     -3,134      1,051     -3,855      1,574      4,651     -1,672         19         75      1,232     -2,637
 
Percent of Open Interest Represented by Each Category of Trader
      30.3        6.2        4.4       22.7       41.9        2.8        8.8       19.0        9.6        5.4        1.0        0.7       15.2       14.5
 
Number of Traders in Each Category                                    Total Traders:       112 
         8          7          9         14         31         14         17         21         16         10          4          .
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Traders in Financial Futures - Options and Futures Combined 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    90,827
Positions
    31,373      7,093      8,739     19,627     27,058      1,317      9,770     16,964      8,609      1,755        465          0      9,637     20,582
 
Changes from:       March 5, 2024                                    Total Change is:     2,586
    -1,743         80      8,112        239     -3,807      1,017     -5,148     -2,870         87       -200        465          0        222       -498
 
Percent of Open Interest Represented by Each Category of Trader
      34.5        7.8        9.6       21.6       29.8        1.5       10.8       18.7        9.5        1.9        0.5        0.0       10.6       22.7
 
Number of Traders in Each Category                                    Total Traders:        62 
         8          5          8          4         12          .         11         17         10          .          .          0
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Traders in Financial Futures - Options and Futures Combined 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   310,143
Positions
    27,404     34,882     28,676     87,017    106,385      7,017     72,320     49,666     55,851        354      3,599        720     30,784     23,346
 
Changes from:       March 5, 2024                                    Total Change is:    52,975
    -5,411      4,782     13,767     17,237      3,735      1,538     10,935     16,468     17,514       -133        374         30     -2,503     -5,233
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       11.2        9.2       28.1       34.3        2.3       23.3       16.0       18.0        0.1        1.2        0.2        9.9        7.5
 
Number of Traders in Each Category                                    Total Traders:       136 
         6          9         11         17         36         15         32         29         19          .          5          .
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Traders in Financial Futures - Options and Futures Combined 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   362,894
Positions
   111,717     35,335     31,989     68,876    102,781      7,850     25,640    100,494     37,527     28,732      2,690         42     50,521     44,186
 
Changes from:       March 5, 2024                                    Total Change is:     7,256
   -11,277      6,746     20,190       -205    -11,688      2,127        509     -3,140     -6,563      2,163     -1,129       -190        502        904
 
Percent of Open Interest Represented by Each Category of Trader
      30.8        9.7        8.8       19.0       28.3        2.2        7.1       27.7       10.3        7.9        0.7        0.0       13.9       12.2
 
Number of Traders in Each Category                                    Total Traders:       173 
        10          9         13         26         33         15         26         47         24         18          .          .
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Traders in Financial Futures - Options and Futures Combined 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   797,868
Positions
    22,098    379,579     31,498    437,476    107,695     41,969     60,493     81,787     81,176     31,731     13,237      4,679     86,748     56,247
 
Changes from:       March 5, 2024                                    Total Change is:     1,336
    -3,325        997      4,007     -3,277    -16,926      4,536     -7,556     -2,594      5,667     -1,295      2,983         67      2,511      2,598
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       47.6        3.9       54.8       13.5        5.3        7.6       10.3       10.2        4.0        1.7        0.6       10.9        7.0
 
Number of Traders in Each Category                                    Total Traders:       299 
        10         19         15        107         40         54         39         50         35         24         10          9
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Traders in Financial Futures - Options and Futures Combined 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
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Traders in Financial Futures - Options and Futures Combined 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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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 - Options and Futures Combined 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   242,105
Positions
   113,918      1,942      7,711     31,760    133,038      6,438     30,602     40,326     23,738      6,060          0         23     21,855     28,889
 
Changes from:       March 5, 2024                                    Total Change is:    -7,643
    -4,390       -930      2,318       -308    -14,525      1,832    -13,131         58      6,369     -1,205          0        -10        883     -2,754
 
Percent of Open Interest Represented by Each Category of Trader
      47.1        0.8        3.2       13.1       55.0        2.7       12.6       16.7        9.8        2.5        0.0        0.0        9.0       11.9
 
Number of Traders in Each Category                                    Total Traders:       111 
        11          .         10         17         23         16         25         26         16          4          0          .
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Traders in Financial Futures - Options and Futures Combined 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   335,060
Positions
     6,872    119,193     18,034    168,830      4,713      4,103    109,237     79,900     13,190      5,474     93,132         90      9,230      2,705
 
Changes from:       March 5, 2024                                    Total Change is:    35,091
     1,215      6,950     10,522      6,285     -1,313      2,367      7,202      9,477      7,325       -295       -370         73        397         59
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       35.6        5.4       50.4        1.4        1.2       32.6       23.8        3.9        1.6       27.8        0.0        2.8        0.8
 
Number of Traders in Each Category                                    Total Traders:       201 
         7          7          7         31          7          4         79         29         18         18         18          .
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Traders in Financial Futures - Options and Futures Combined 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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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
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Traders in Financial Futures - Options and Futures Combined 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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NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                                       
CFTC Code #112741                                                    Open Interest is    52,728
Positions
     4,963      6,352      7,665     16,258     20,883      3,049     12,180      8,907      3,034        863          0         10      4,706      2,828
 
Changes from:       March 5, 2024                                    Total Change is:     2,599
      -431     -1,913      5,226       -401       -531        379     -4,764     -1,470      2,256        -49       -412        -41        424       -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          .
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Traders in Financial Futures - Options and Futures Combined 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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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 - Options and Futures Combined 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   115,089
Positions
    30,792     52,349      6,584     20,491      2,800      4,647     22,322     19,932     10,890      2,489      2,705         13     16,862     15,169
 
Changes from:       March 5, 2024                                    Total Change is:    13,720
    -3,818     -1,939      4,844      2,282     -4,026      1,323       -849      3,886      7,851        770       -350         13      1,304      2,118
 
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       14.7       13.2
 
Number of Traders in Each Category                                    Total Traders:       118 
        11         15         10         18          5          4         33         25         24          4          6          .
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Traders in Financial Futures - Options and Futures Combined 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   112,394
Positions
    30,732     52,138      6,577     20,491      2,800      4,647     21,522     19,776      9,799      2,489      2,654          0     16,137     14,003
 
Changes from:       March 5, 2024                                    Total Change is:    13,203
    -3,812     -2,023      4,840      2,282     -4,026      1,323     -1,100      3,812      7,533        770       -225          0      1,367      1,969
 
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       12.5
 
Number of Traders in Each Category                                    Total Traders:       102 
        10         14          9         18          5          4         24         22         19          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 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 - Options and Futures Combined 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 4,111,150
Positions
   276,929    773,031    455,068  1,142,611    228,621    240,895    140,773    614,817  1,213,534    136,064    154,539    155,317    349,960    275,329
 
Changes from:       March 5, 2024                                    Total Change is:   501,852
    -9,630    -42,155    125,125    -11,961     -7,978     74,713    -26,825     44,324    230,356      8,038    -28,725     86,488     25,550     19,705
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       18.8       11.1       27.8        5.6        5.9        3.4       15.0       29.5        3.3        3.8        3.8        8.5        6.7
 
Number of Traders in Each Category                                    Total Traders:       581 
        40         35         53        173         63        120         74         95        122         62         36         65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 4,082,106
Positions
   276,215    773,200    454,745  1,140,643    228,966    240,232    140,985    624,415  1,193,784    135,919    154,005    155,202    344,381    257,557
 
Changes from:       March 5, 2024                                    Total Change is:   499,372
    -9,644    -42,194    125,137    -12,240     -7,753     74,505    -27,401     47,402    228,108      8,001    -25,740     86,566     26,339     13,340
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       18.9       11.1       27.9        5.6        5.9        3.5       15.3       29.2        3.3        3.8        3.8        8.4        6.3
 
Number of Traders in Each Category                                    Total Traders:       566 
        39         34         52        169         63        118         72         90        118         62         34         64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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   290,442
Positions
    10,347      1,516         29     25,012      1,883      1,289    153,424     59,566     41,946      2,598      6,492          5     55,791    177,716
 
Changes from:       March 5, 2024                                    Total Change is:    24,799
       168        429       -163      5,092         54       -229     26,386    -10,151      1,846       -414    -30,634          3     -7,889     63,645
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        0.5        0.0        8.6        0.6        0.4       52.8       20.5       14.4        0.9        2.2        0.0       19.2       61.2
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          .         13          .          6          9          9         11          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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   404,259
Positions
    50,658     79,511     43,222    108,478     25,407     15,003     49,063    111,405     71,373      8,742      5,266      6,041     51,678     47,029
 
Changes from:       March 5, 2024                                    Total Change is:    46,128
    -2,877     -8,575     17,503        -34     -1,188      9,856      6,089     10,507     10,616         78     -2,517      3,826      1,069      6,098
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       19.7       10.7       26.8        6.3        3.7       12.1       27.6       17.7        2.2        1.3        1.5       12.8       11.6
 
Number of Traders in Each Category                                    Total Traders:       331 
        25         25         25         81         26         34         51         64         55         29         24         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   382,396
Positions
    50,826     81,103     40,714    108,206     25,407     14,991     60,423    124,303     44,424     10,943      5,130      3,748     48,121     42,576
 
Changes from:       March 5, 2024                                    Total Change is:    45,355
    -3,186     -8,237     17,248         32     -1,001      9,858      5,723     11,272      9,728      1,941       -970      2,103      1,910      5,354
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       21.2       10.6       28.3        6.6        3.9       15.8       32.5       11.6        2.9        1.3        1.0       12.6       11.1
 
Number of Traders in Each Category                                    Total Traders:       313 
        24         24         24         79         26         33         45         64         49         26         22         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   218,626
Positions
    22,361      8,125      1,041      2,725          0        124    147,985    132,608      7,903        913     24,292          0     35,574     44,533
 
Changes from:       March 5, 2024                                    Total Change is:     7,725
     4,623     -1,849      1,021       -656     -1,867        -15     11,195       -120      1,353     -1,391      1,771          0     -8,405      7,431
 
Percent of Open Interest Represented by Each Category of Trader
      10.2        3.7        0.5        1.2        0.0        0.1       67.7       60.7        3.6        0.4       11.1        0.0       16.3       20.4
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          .          4          0          .         15          7         12          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   581,605
Positions
   108,517    143,270     31,787    219,425    140,138     36,774     89,159    115,301     36,472     25,440     48,080      2,226     31,807     27,558
 
Changes from:       March 5, 2024                                    Total Change is:    46,221
    -2,142        657     17,839      8,397         15      2,150       -570       -379     19,681        354       -336      1,821     -1,308      4,773
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       24.6        5.5       37.7       24.1        6.3       15.3       19.8        6.3        4.4        8.3        0.4        5.5        4.7
 
Number of Traders in Each Category                                    Total Traders:       359 
        32         17         22         98         58         48         53         65         46         12         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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   225,207
Positions
    16,725    152,779     25,073     48,996          0      1,070     91,494      9,373     31,379      7,621      4,605          0      2,849        927
 
Changes from:       March 5, 2024                                    Total Change is:     1,448
     3,815      7,439     -1,884         38          0         -3      3,384     -2,688     -1,194     -2,361          0          0       -347       -223
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       67.8       11.1       21.8        0.0        0.5       40.6        4.2       13.9        3.4        2.0        0.0        1.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        75 
         9         17         17         10          0          .         28          .         13          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 1,663,317
Positions
    33,820    171,560     35,873    794,717    337,436    197,943    117,897    511,637    157,854    107,157     90,359      8,829    209,228    151,826
 
Changes from:       March 5, 2024                                    Total Change is:    24,312
     4,530     -1,594      1,898     30,350      6,567      4,421      1,158     35,692    -12,335      1,233     -4,390      1,362     -8,305     -7,309
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       10.3        2.2       47.8       20.3       11.9        7.1       30.8        9.5        6.4        5.4        0.5       12.6        9.1
 
Number of Traders in Each Category                                    Total Traders:       221 
        14         19         23         69         34         59         22         41         45          8         14          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,590,631
Positions
    10,364     92,974      1,166    965,711    310,877    281,415     98,720    680,378     23,608     36,108     40,093          0    173,539    160,120
 
Changes from:       March 5, 2024                                    Total Change is:   -14,258
      -548    -13,324        -61     -2,034     12,749      1,284     -6,102     -7,776     -5,117       -800        178          0       -880     -2,192
 
Percent of Open Interest Represented by Each Category of Trader
       0.7        5.8        0.1       60.7       19.5       17.7        6.2       42.8        1.5        2.3        2.5        0.0       10.9       10.1
 
Number of Traders in Each Category                                    Total Traders:       170 
         .         11          5         69         35         53         12         30         17          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,703,993
Positions
   132,803    467,658     14,797  1,720,634    471,899    395,749    491,143  1,921,029    155,367    515,288    119,680     23,639    254,574    134,175
 
Changes from:       March 5, 2024                                    Total Change is:    39,992
    -2,141     32,416      1,539    -28,542    -46,560     59,054    -56,915    -59,497     47,096      9,744      2,593      1,504      8,652      1,847
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       12.6        0.4       46.5       12.7       10.7       13.3       51.9        4.2       13.9        3.2        0.6        6.9        3.6
 
Number of Traders in Each Category                                    Total Traders:       464 
        37         29         18        155         44         89         52         85         55         50         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 5,015,594
Positions
   155,785    374,173    176,983  2,229,064  1,151,769    683,450    272,499  1,448,948    540,950    452,907    171,609     92,341    411,613    375,370
 
Changes from:       March 5, 2024                                    Total Change is:    41,685
    45,571      7,700     -2,331    -37,015     86,811     21,174     11,639     18,335     -8,614     22,330    -67,479     21,922    -32,992    -35,833
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        7.5        3.5       44.4       23.0       13.6        5.4       28.9       10.8        9.0        3.4        1.8        8.2        7.5
 
Number of Traders in Each Category                                    Total Traders:       415 
        20         36         35        119         58        107         55         74         86         30         23         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,039,362
Positions
    76,899    151,629      8,410    892,415    686,634    314,885    296,304    458,114     48,832    190,246     86,987      5,370    206,000    278,500
 
Changes from:       March 5, 2024                                    Total Change is:   -48,931
       514     11,547     -1,795    -32,329     12,659    -22,583      2,879    -12,196    -18,099     22,655    -18,195        535       -709       -805
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        7.4        0.4       43.8       33.7       15.4       14.5       22.5        2.4        9.3        4.3        0.3       10.1       13.7
 
Number of Traders in Each Category                                    Total Traders:       206 
         4         19          4         48         63         59         22         28         21         11         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 6,160,976
Positions
   179,025    640,617     94,638  2,870,202  1,243,723    710,874    855,225  2,745,714    329,855    698,868     82,592     10,119    412,170    302,844
 
Changes from:       March 5, 2024                                    Total Change is:    26,195
     4,035     34,625    -13,013    -43,006    -10,989     35,542      4,673    -41,184     21,798     10,460     -6,130      8,085     -2,379     -2,538
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       10.4        1.5       46.6       20.2       11.5       13.9       44.6        5.4       11.3        1.3        0.2        6.7        4.9
 
Number of Traders in Each Category                                    Total Traders:       409 
        18         33         23        143         36        100         59         72         66         34         14          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 is22,216,598
Positions
 2,199,723  2,111,878  3,869,940    363,869  1,209,569  1,725,216  1,897,031    975,941 11,572,421    143,539    301,493    414,034     30,825     36,106
 
Changes from:       March 5, 2024                                    Total Change is:   190,820
  -127,688    188,888    -18,669     44,292    -13,673     52,518    178,397     -6,082     45,745     14,473    -58,119     -3,081      4,833      3,292
 
Percent of Open Interest Represented by Each Category of Trader
       9.9        9.5       17.4        1.6        5.4        7.8        8.5        4.4       52.1        0.6        1.4        1.9        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:     1,099 
        81        101        143         52         91         84        169        176        226        224        154        204
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    34,354
Positions
     2,835      4,890        399     18,974        464        124      3,609     19,151      5,188        911      2,790        388      1,926        959
 
Changes from:       March 5, 2024                                    Total Change is:     3,277
       334       -316        -63      2,978         71        -79       -949      2,177        900        159        636       -114        110         65
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       14.2        1.2       55.2        1.4        0.4       10.5       55.7       15.1        2.7        8.1        1.1        5.6        2.8
 
Number of Traders in Each Category                                    Total Traders:       135 
         8          8          5         19          .          .         33         39         30         14         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    49,454
Positions
     3,180     28,907          0        743         40         56     32,190     15,465      2,026      5,875      1,083        193      5,190      1,685
 
Changes from:       March 5, 2024                                    Total Change is:     9,687
     1,709      5,777          0        -87         39         -6      6,681      2,902        325        562        269         45        457        335
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       58.5        0.0        1.5        0.1        0.1       65.1       31.3        4.1       11.9        2.2        0.4       10.5        3.4
 
Number of Traders in Each Category                                    Total Traders:       174 
         4          .          0          8          .          .         32         13         16         84         29         13
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Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     9,715
Positions
       404      1,269        311      1,866          0         11      2,543      4,117      2,579        750        969         54      1,195        404
 
Changes from:       March 5, 2024                                    Total Change is:       183
        47       -290        -27        -25        -26         -1        -47        255        188        -58          9         10         96         66
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       13.1        3.2       19.2        0.0        0.1       26.2       42.4       26.6        7.7       10.0        0.6       12.3        4.2
 
Number of Traders in Each Category                                    Total Traders:        85 
         4          6          .         12          0          .         32         22         15          6          .          .
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Traders in Financial Futures - Options and Futures Combined 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    63,856
Positions
       485     37,032         64      2,184      1,197        223     34,755     12,720      7,137     15,127      3,494      1,569      2,311        420
 
Changes from:       March 5, 2024                                    Total Change is:     7,245
       -66      1,694       -226        202       -171        -18      6,502      2,895      1,116     -1,279      1,340        485        529        129
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       58.0        0.1        3.4        1.9        0.3       54.4       19.9       11.2       23.7        5.5        2.5        3.6        0.7
 
Number of Traders in Each Category                                    Total Traders:       159 
         .          .          .          .          .          .         22          7          6        100         21          8
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Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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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USD INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                                 
CFTC Code #098662                                                    Open Interest is    26,391
Positions
       310      3,692          0      9,589      3,395        767      8,014     11,707      2,208      2,631      1,953          4      2,867      2,665
 
Changes from:       March 5, 2024                                    Total Change is:    -2,089
       130         90          0     -3,055      1,306          3        195     -5,018      1,126         49        255          0       -538        149
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       14.0        0.0       36.3       12.9        2.9       30.4       44.4        8.4       10.0        7.4        0.0       10.9       10.1
 
Number of Traders in Each Category                                    Total Traders:        93 
         .          .          0         15          7          .         18         24         11         12         13          .
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Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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