USD Malaysian Crude Palm Oil C - CHICAGO MERCANTILE EXCHANGE                                            Code-037021
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 25 METRIC TONS)                                              :
     :          :                                                                            :
All  :    42,380:     2,470      1,472      8,220     31,690     32,688     42,380     42,380:         0          0
Old  :    42,380:     2,470      1,472      8,220     31,690     32,688     42,380     42,380:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :     1,170:      -110        200        120      1,160        850      1,170      1,170:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        3.5       19.4       74.8       77.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       5.8        3.5       19.4       74.8       77.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         6          7          3         13         12         21         20:
Old  :        29:         6          7          3         13         12         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.9       60.5       89.5       83.2       54.2       44.2       58.1       56.0
Old  :                 75.9       60.5       89.5       83.2       54.2       44.2       58.1       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE                                                      Code-047745
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 X CONTRACT GRADE IMM INDEX)                                         :
     :          :                                                                            :
All  :    32,598:     8,775      2,990      8,380     15,398     21,121     32,553     32,491:        45        107
Old  :    32,598:     8,775      2,990      8,380     15,398     21,121     32,553     32,491:        45        107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :     2,286:     1,164        462        980        163        847      2,307      2,289:       -21         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        9.2       25.7       47.2       64.8       99.9       99.7:       0.1        0.3
Old  :     100.0:      26.9        9.2       25.7       47.2       64.8       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        10         11         14         15         17         33         35:
Old  :        41:        10         11         14         15         17         33         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       64.1       74.9       77.7       44.2       43.6       50.3       47.7
Old  :                 58.0       64.1       74.9       77.7       44.2       43.6       50.3       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    11,330:       107      2,189        788      9,229      7,844     10,124     10,820:     1,206        510
Old  :    11,330:       107      2,189        788      9,229      7,844     10,124     10,820:     1,206        510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :     1,045:       -24        -27        155        727        840        858        968:       187         78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9       19.3        7.0       81.5       69.2       89.4       95.5:      10.6        4.5
Old  :     100.0:       0.9       19.3        7.0       81.5       69.2       89.4       95.5:      10.6        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         1          7          5         24         24         30         31:
Old  :        40:         1          7          5         24         24         30         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       48.7       56.6       68.5       40.0       43.3       54.1       60.6
Old  :                 40.5       48.7       56.6       68.5       40.0       43.3       54.1       60.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    66,956:     5,514     18,028     20,026     37,108     21,215     62,647     59,269:     4,309      7,687
Old  :    66,956:     5,514     18,028     20,026     37,108     21,215     62,647     59,269:     4,309      7,687
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :     2,244:       166        664        809      1,101        590      2,076      2,063:       168        181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       26.9       29.9       55.4       31.7       93.6       88.5:       6.4       11.5
Old  :     100.0:       8.2       26.9       29.9       55.4       31.7       93.6       88.5:       6.4       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        11         34         23         41         28         64         73:
Old  :        91:        11         34         23         41         28         64         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.4       43.3       62.0       57.4       25.7       20.3       33.1       25.0
Old  :                 42.4       43.3       62.0       57.4       25.7       20.3       33.1       25.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :    13,939:       844      2,669      2,076      9,941      8,557     12,861     13,302:     1,079        638
Old  :    13,939:       844      2,669      2,076      9,941      8,557     12,861     13,302:     1,079        638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :       650:      -103         12         43        733        645        673        701:       -24        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       19.1       14.9       71.3       61.4       92.3       95.4:       7.7        4.6
Old  :     100.0:       6.1       19.1       14.9       71.3       61.4       92.3       95.4:       7.7        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         2          8          7         38         25         46         34:
Old  :        50:         2          8          7         38         25         46         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       37.5       41.6       60.1       22.4       25.4       37.4       42.0
Old  :                 24.9       37.5       41.6       60.1       22.4       25.4       37.4       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    17,673:     4,108      3,064      2,986     10,095      9,859     17,189     15,909:       484      1,764
Old  :    17,673:     4,108      3,064      2,986     10,095      9,859     17,189     15,909:       484      1,764
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :       369:      -191        117        -16        588        247        381        348:       -12         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       17.3       16.9       57.1       55.8       97.3       90.0:       2.7       10.0
Old  :     100.0:      23.2       17.3       16.9       57.1       55.8       97.3       90.0:       2.7       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         6          2          6         21         19         29         25:
Old  :        31:         6          2          6         21         19         29         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       70.1       80.2       79.2       48.0       58.9       64.1       61.3
Old  :                 58.9       70.1       80.2       79.2       48.0       58.9       64.1       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   299,937:    62,371     51,463    118,008     99,122    103,453    279,502    272,924:    20,435     27,012
Old  :   289,155:    60,960     54,454    111,291     97,917     97,770    270,169    263,516:    18,987     25,640
Other:    10,781:     4,480         77      3,648      1,205      5,683      9,333      9,409:     1,448      1,373
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :     4,168:     3,086     -1,127       -396       -184      5,157      2,506      3,635:     1,663        533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       17.2       39.3       33.0       34.5       93.2       91.0:       6.8        9.0
Old  :     100.0:      21.1       18.8       38.5       33.9       33.8       93.4       91.1:       6.6        8.9
Other:     100.0:      41.5        0.7       33.8       11.2       52.7       86.6       87.3:      13.4       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:       108         97        128         85         92        260        257:
Old  :       316:       102        105        127         85         92        258        257:
Other:        68:        29          5         17         15         29         46         49:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       21.7       27.7       31.3       11.3       14.6       17.9       19.3
Old  :                 17.4       21.3       27.4       31.2       11.7       14.6       18.6       19.1
Other:                 43.3       44.6       56.5       59.9       29.1       35.4       36.7       40.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   376,942:    73,160     36,013    121,742    141,809    175,706    336,711    333,461:    40,231     43,481
Old  :   376,942:    73,160     36,013    121,742    141,809    175,706    336,711    333,461:    40,231     43,481
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :     1,079:     2,460     -3,788        473     -1,742      5,662      1,191      2,347:      -112     -1,268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        9.6       32.3       37.6       46.6       89.3       88.5:      10.7       11.5
Old  :     100.0:      19.4        9.6       32.3       37.6       46.6       89.3       88.5:      10.7       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       401:       124         71        127        167        170        349        321:
Old  :       401:       124         71        127        167        170        349        321:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.2       15.9       21.8       25.6        8.7       11.2       13.6       16.2
Old  :                 13.2       15.9       21.8       25.6        8.7       11.2       13.6       16.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LUMBER - CHICAGO MERCANTILE EXCHANGE                                                                    Code-058644
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 27,500 BOARD FEET)                                           :
     :          :                                                                            :
All  :     7,284:     3,335      1,060        187      3,061      5,450      6,583      6,697:       701        587
Old  :     7,284:     3,335      1,060        187      3,061      5,450      6,583      6,697:       701        587
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :      -132:      -381        265        -36        315       -387       -102       -158:       -30         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.8       14.6        2.6       42.0       74.8       90.4       91.9:       9.6        8.1
Old  :     100.0:      45.8       14.6        2.6       42.0       74.8       90.4       91.9:       9.6        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        21         12          7         22         24         47         43:
Old  :        75:        21         12          7         22         24         47         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       47.6       57.6       60.1       39.6       46.4       57.6       58.9
Old  :                 39.6       47.6       57.6       60.1       39.6       46.4       57.6       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    77,410:    12,687     14,845     29,355     20,537     16,999     62,578     61,198:    14,832     16,212
Old  :    77,410:    12,687     14,845     29,355     20,537     16,999     62,578     61,198:    14,832     16,212
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :    -3,803:      -191     -3,677       -328     -2,463       -517     -2,982     -4,522:      -821        719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       19.2       37.9       26.5       22.0       80.8       79.1:      19.2       20.9
Old  :     100.0:      16.4       19.2       37.9       26.5       22.0       80.8       79.1:      19.2       20.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:        83         63         92         97         85        228        204:
Old  :       267:        83         63         92         97         85        228        204:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       17.3       21.5       27.3        5.4       11.7        8.9       15.2
Old  :                 13.7       17.3       21.5       27.3        5.4       11.7        8.9       15.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    30,574:       255      9,380      4,252     25,050     14,956     29,557     28,587:     1,017      1,987
Old  :    30,574:       255      9,380      4,252     25,050     14,956     29,557     28,587:     1,017      1,987
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :       826:       -13        345         26        813        566        826        937:         0       -111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8       30.7       13.9       81.9       48.9       96.7       93.5:       3.3        6.5
Old  :     100.0:       0.8       30.7       13.9       81.9       48.9       96.7       93.5:       3.3        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:         2         26         10         31         27         42         54:
Old  :        66:         2         26         10         31         27         42         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       36.1       60.7       55.9       37.1       28.5       52.2       39.1
Old  :                 39.7       36.1       60.7       55.9       37.1       28.5       52.2       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   167,636:    33,621     43,514      7,953     93,008     89,740    134,581    141,206:    33,055     26,430
Old  :   167,636:    33,621     43,514      7,953     93,008     89,740    134,581    141,206:    33,055     26,430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :   -10,443:    -4,814     -9,623        123     -3,612     -2,155     -8,303    -11,655:    -2,140      1,212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       26.0        4.7       55.5       53.5       80.3       84.2:      19.7       15.8
Old  :     100.0:      20.1       26.0        4.7       55.5       53.5       80.3       84.2:      19.7       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        23         27         15         33         38         64         72:
Old  :       103:        23         27         15         33         38         64         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       27.4       52.9       39.7       43.8       27.3       51.2       38.4
Old  :                 43.9       27.4       52.9       39.7       43.8       27.3       51.2       38.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    56,427:    11,054     18,215      2,480     28,714     20,502     42,248     41,198:    14,179     15,230
Old  :    56,427:    11,054     18,215      2,480     28,714     20,502     42,248     41,198:    14,179     15,230
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :      -674:      -182      1,703          6      2,536     -3,866      2,360     -2,156:    -3,034      1,483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       32.3        4.4       50.9       36.3       74.9       73.0:      25.1       27.0
Old  :     100.0:      19.6       32.3        4.4       50.9       36.3       74.9       73.0:      25.1       27.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        14         11          4         16         17         30         32:
Old  :        51:        14         11          4         16         17         30         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       24.9       49.4       39.5       33.7       24.9       42.6       37.8
Old  :                 37.8       24.9       49.4       39.5       33.7       24.9       42.6       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   251,217:   127,493     51,280      8,451    108,339    188,846    244,283    248,578:     6,934      2,639
Old  :   251,217:   127,493     51,280      8,451    108,339    188,846    244,283    248,578:     6,934      2,639
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :   -13,420:    -6,211        298        217     -6,734    -13,612    -12,728    -13,097:      -692       -323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.8       20.4        3.4       43.1       75.2       97.2       98.9:       2.8        1.1
Old  :     100.0:      50.8       20.4        3.4       43.1       75.2       97.2       98.9:       2.8        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        69         27         10         45         35        118         68:
Old  :       165:        69         27         10         45         35        118         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       70.2       48.2       82.8       33.0       70.2       47.7       81.7
Old  :                 33.0       70.2       48.2       82.8       33.0       70.2       47.7       81.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE                                                             Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   216,077:    73,624     44,030     27,495     84,662    116,313    185,781    187,838:    30,297     28,240
Old  :   216,077:    73,624     44,030     27,495     84,662    116,313    185,781    187,838:    30,297     28,240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :     7,033:     7,443      6,139      1,176     -1,247      2,341      7,373      9,656:      -340     -2,623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       20.4       12.7       39.2       53.8       86.0       86.9:      14.0       13.1
Old  :     100.0:      34.1       20.4       12.7       39.2       53.8       86.0       86.9:      14.0       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        24         26         20         30         49         63         87:
Old  :       111:        24         26         20         30         49         63         87:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       21.9       41.8       36.6       21.7       19.4       37.0       30.5
Old  :                 23.3       21.9       41.8       36.6       21.7       19.4       37.0       30.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   278,432:    47,532    122,473     28,801    159,487     79,645    235,820    230,919:    42,611     47,513
Old  :   278,432:    47,532    122,473     28,801    159,487     79,645    235,820    230,919:    42,611     47,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :    33,397:     4,936     17,451      8,806     18,238      4,321     31,981     30,578:     1,416      2,819
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       44.0       10.3       57.3       28.6       84.7       82.9:      15.3       17.1
Old  :     100.0:      17.1       44.0       10.3       57.3       28.6       84.7       82.9:      15.3       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       157:        37         44         23         54         49        101        106:
Old  :       157:        37         44         23         54         49        101        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       22.6       35.6       34.9       23.4       22.6       32.4       32.7
Old  :                 23.5       22.6       35.6       34.9       23.4       22.6       32.4       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   804,703:   206,104    111,494     46,458    469,160    593,348    721,722    751,301:    82,980     53,402
Old  :   804,703:   206,104    111,494     46,458    469,160    593,348    721,722    751,301:    82,980     53,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :    -5,061:    -8,287      7,309      1,653      2,663    -15,947     -3,971     -6,985:    -1,091      1,923
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       13.9        5.8       58.3       73.7       89.7       93.4:      10.3        6.6
Old  :     100.0:      25.6       13.9        5.8       58.3       73.7       89.7       93.4:      10.3        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:        82         47         35        132         99        226        169:
Old  :       296:        82         47         35        132         99        226        169:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       39.8       29.8       59.1       17.7       38.5       28.0       57.1
Old  :                 18.2       39.8       29.8       59.1       17.7       38.5       28.0       57.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE                                               Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    28,830:     5,241      8,899        330     12,329     12,395     17,900     21,624:    10,930      7,206
Old  :    28,830:     5,241      8,899        330     12,329     12,395     17,900     21,624:    10,930      7,206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :       -18:      -328       -284        330       -157       -432       -155       -386:       137        368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       30.9        1.1       42.8       43.0       62.1       75.0:      37.9       25.0
Old  :     100.0:      18.2       30.9        1.1       42.8       43.0       62.1       75.0:      37.9       25.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         7          5          1         10          7         17         13:
Old  :        24:         7          5          1         10          7         17         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       58.9       42.8       70.6       25.9       58.9       39.8       68.8
Old  :                 27.5       58.9       42.8       70.6       25.9       58.9       39.8       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    59,206:    36,913     13,163      2,845     15,916     41,827     55,674     57,835:     3,532      1,371
Old  :    59,206:    36,913     13,163      2,845     15,916     41,827     55,674     57,835:     3,532      1,371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :       443:    -2,528     -1,583      1,879      1,294        228        645        524:      -202        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.3       22.2        4.8       26.9       70.6       94.0       97.7:       6.0        2.3
Old  :     100.0:      62.3       22.2        4.8       26.9       70.6       94.0       97.7:       6.0        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        36         17          5         21         16         60         36:
Old  :        87:        36         17          5         21         16         60         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       64.4       57.5       80.6       43.0       60.8       56.2       77.0
Old  :                 43.0       64.4       57.5       80.6       43.0       60.8       56.2       77.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                                 Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    36,636:    13,783     15,526      1,687     16,533     16,207     32,003     33,420:     4,633      3,216
Old  :    36,636:    13,783     15,526      1,687     16,533     16,207     32,003     33,420:     4,633      3,216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :    -1,833:      -809     -1,948        110        330          3       -369     -1,835:    -1,464          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6       42.4        4.6       45.1       44.2       87.4       91.2:      12.6        8.8
Old  :     100.0:      37.6       42.4        4.6       45.1       44.2       87.4       91.2:      12.6        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        25         23          8         18         21         48         47:
Old  :        81:        25         23          8         18         21         48         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       44.2       46.7       57.2       29.6       40.7       46.7       53.7
Old  :                 29.6       44.2       46.7       57.2       29.6       40.7       46.7       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                                                           Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF ZAR 500,000)                                                 :
     :          :                                                                            :
All  :     9,903:     7,567      2,589        127      1,031      5,533      8,725      8,249:     1,178      1,654
Old  :     9,903:     7,567      2,589        127      1,031      5,533      8,725      8,249:     1,178      1,654
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :     2,342:     2,623        794         50        -72      1,137      2,601      1,981:      -259        361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.4       26.1        1.3       10.4       55.9       88.1       83.3:      11.9       16.7
Old  :     100.0:      76.4       26.1        1.3       10.4       55.9       88.1       83.3:      11.9       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        12          9          2          3         10         16         20:
Old  :        34:        12          9          2          3         10         16         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       34.9       73.4       56.9       53.1       34.9       72.7       56.9
Old  :                 53.8       34.9       73.4       56.9       53.1       34.9       72.7       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                                                   Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (5 Bitcoins)                                                               :
     :          :                                                                            :
All  :    25,013:    16,170     18,092      5,683      1,398        339     23,251     24,114:     1,762        898
Old  :    25,013:    16,170     18,092      5,683      1,398        339     23,251     24,114:     1,762        898
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :      -498:    -1,440       -662      1,120        -48     -1,050       -368       -592:      -129         94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.6       72.3       22.7        5.6        1.4       93.0       96.4:       7.0        3.6
Old  :     100.0:      64.6       72.3       22.7        5.6        1.4       93.0       96.4:       7.0        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        65         54         44          5          6         95         81:
Old  :       128:        65         54         44          5          6         95         81:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.9       40.1       58.0       57.5       47.1       37.9       52.0       49.5
Old  :                 50.9       40.1       58.0       57.5       47.1       37.9       52.0       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE                                                             Code-133742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Bitcoin X $0.10)                                                          :
     :          :                                                                            :
All  :    26,850:    16,545     19,933      5,785        213          0     22,543     25,718:     4,307      1,132
Old  :    26,850:    16,545     19,933      5,785        213          0     22,543     25,718:     4,307      1,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :     3,899:     3,803      3,227        494        -44          0      4,254      3,721:      -355        178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.6       74.2       21.5        0.8        0.0       84.0       95.8:      16.0        4.2
Old  :     100.0:      61.6       74.2       21.5        0.8        0.0       84.0       95.8:      16.0        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        75         33         27          3          0         91         47:
Old  :       111:        75         33         27          3          0         91         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       75.6       62.4       87.5       44.8       61.8       50.0       69.0
Old  :                 49.9       75.6       62.4       87.5       44.8       61.8       50.0       69.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOFR-3M - CHICAGO MERCANTILE EXCHANGE                                                                   Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($2,500 x Contract IMM Index)                                              :
     :          :                                                                            :
All  :20,811,289: 1,622,386  1,210,991 10,856,138  8,296,944  8,698,266 20,775,468 20,765,394:    35,821     45,895
Old  :20,811,289: 1,622,386  1,210,991 10,856,138  8,296,944  8,698,266 20,775,468 20,765,394:    35,821     45,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :   224,485:    94,355     31,608    -47,290    180,085    240,776    227,150    225,094:    -2,664       -609
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        5.8       52.2       39.9       41.8       99.8       99.8:       0.2        0.2
Old  :     100.0:       7.8        5.8       52.2       39.9       41.8       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :     1,071:       321        337        405        301        333        835        896:
Old  :     1,071:       321        337        405        301        333        835        896:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       19.4       32.1       33.3        4.5        7.3        6.9        9.1
Old  :                 19.0       19.4       32.1       33.3        4.5        7.3        6.9        9.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOFR-1M - CHICAGO MERCANTILE EXCHANGE                                                                   Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($4,167 x Contract IMM Index)                                              :
     :          :                                                                            :
All  : 1,098,322:   345,590    232,366    176,441    575,548    689,322  1,097,579  1,098,129:       743        193
Old  : 1,098,322:   345,590    232,366    176,441    575,548    689,322  1,097,579  1,098,129:       743        193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :    11,047:    -2,815     11,878     -5,839     19,919      5,248     11,265     11,287:      -218       -240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       21.2       16.1       52.4       62.8       99.9      100.0:       0.1        0.0
Old  :     100.0:      31.5       21.2       16.1       52.4       62.8       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        34         56         55         71         92        136        174:
Old  :       194:        34         56         55         71         92        136        174:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       32.9       50.0       43.4       25.9       26.6       37.8       33.6
Old  :                 32.2       32.9       50.0       43.4       25.9       26.6       37.8       33.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $50.00)                                                   :
     :          :                                                                            :
All  : 3,221,253:   276,425    460,996    698,880  1,928,888  1,808,192  2,904,194  2,968,069:   317,059    253,184
Old  : 3,221,253:   276,425    460,996    698,880  1,928,888  1,808,192  2,904,194  2,968,069:   317,059    253,184
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :    95,692:    16,695     53,637      9,160     70,089     47,554     95,944    110,352:      -252    -14,660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       14.3       21.7       59.9       56.1       90.2       92.1:       9.8        7.9
Old  :     100.0:       8.6       14.3       21.7       59.9       56.1       90.2       92.1:       9.8        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       584:       126        108        151        285        255        488        440:
Old  :       584:       126        108        151        285        255        488        440:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       26.4       24.0       37.8        6.8       17.4       10.9       23.3
Old  :                 15.8       26.4       24.0       37.8        6.8       17.4       10.9       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE                                            Code-138748
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Consumer Stapl                                   :
     :          :                                                                            :
All  :    20,586:     2,020        368          0     16,827     16,179     18,847     16,547:     1,739      4,039
Old  :    20,586:     2,020        368          0     16,827     16,179     18,847     16,547:     1,739      4,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :     2,677:      -198         22          0      4,439          2      4,241         24:    -1,564      2,653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        1.8        0.0       81.7       78.6       91.6       80.4:       8.4       19.6
Old  :     100.0:       9.8        1.8        0.0       81.7       78.6       91.6       80.4:       8.4       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          1          0         12          9         15         10:
Old  :        25:         3          1          0         12          9         15         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       69.5       80.8       77.4       59.5       69.5       80.8       77.4
Old  :                 59.5       69.5       80.8       77.4       59.5       69.5       80.8       77.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                                                   Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Energy Index p                                   :
     :          :                                                                            :
All  :    23,135:     1,133        322          0     19,412     21,555     20,545     21,877:     2,590      1,258
Old  :    23,135:     1,133        322          0     19,412     21,555     20,545     21,877:     2,590      1,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :       -30:        48         39          0        -45         62          3        101:       -33       -131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        1.4        0.0       83.9       93.2       88.8       94.6:      11.2        5.4
Old  :     100.0:       4.9        1.4        0.0       83.9       93.2       88.8       94.6:      11.2        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          1          0         20         13         22         14:
Old  :        34:         2          1          0         20         13         22         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       67.8       67.2       86.6       46.0       67.8       67.2       86.6
Old  :                 46.0       67.8       67.2       86.6       46.0       67.8       67.2       86.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE                                                            Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,202,263:   275,318    463,482    689,988  1,925,206  1,806,175  2,890,513  2,959,645:   311,750    242,618
Old  : 3,202,263:   275,318    463,482    689,988  1,925,206  1,806,175  2,890,513  2,959,645:   311,750    242,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :    96,626:    18,542     54,167      8,003     69,971     47,279     96,516    109,449:       109    -12,824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       14.5       21.5       60.1       56.4       90.3       92.4:       9.7        7.6
Old  :     100.0:       8.6       14.5       21.5       60.1       56.4       90.3       92.4:       9.7        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       571:       122        102        145        282        253        477        430:
Old  :       571:       122        102        145        282        253        477        430:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.7       26.5       23.9       37.9        6.8       17.5       11.0       23.4
Old  :                 15.7       26.5       23.9       37.9        6.8       17.5       11.0       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($250 x S&P Select Sector Financial Inde                                   :
     :          :                                                                            :
All  :    37,072:       371        705          0     34,197     35,354     34,568     36,059:     2,504      1,013
Old  :    37,072:       371        705          0     34,197     35,354     34,568     36,059:     2,504      1,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :       500:        -2        399          0        439        460        437        859:        63       -359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0        1.9        0.0       92.2       95.4       93.2       97.3:       6.8        2.7
Old  :     100.0:       1.0        1.9        0.0       92.2       95.4       93.2       97.3:       6.8        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          2          0         12          9         13         11:
Old  :        24:         1          2          0         12          9         13         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.9       85.5       89.8       94.6       82.9       85.5       89.8       94.6
Old  :                 82.9       85.5       89.8       94.6       82.9       85.5       89.8       94.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Utilities Inde                                   :
     :          :                                                                            :
All  :    39,214:     3,101      1,257          0     30,561     36,403     33,662     37,660:     5,552      1,554
Old  :    39,214:     3,101      1,257          0     30,561     36,403     33,662     37,660:     5,552      1,554
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :     2,844:      -163         12          0        152      4,420        -11      4,432:     2,855     -1,588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        3.2        0.0       77.9       92.8       85.8       96.0:      14.2        4.0
Old  :     100.0:       7.9        3.2        0.0       77.9       92.8       85.8       96.0:      14.2        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         4          1          0         16         15         20         16:
Old  :        35:         4          1          0         16         15         20         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       74.7       74.8       88.3       53.2       74.7       74.4       88.3
Old  :                 53.2       74.7       74.8       88.3       53.2       74.7       74.4       88.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874U
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X S&P 500 INDEX)                                                       :
     :          :                                                                            :
All  :   189,899:    74,844     38,912     25,147     36,817     20,178    136,808     84,236:    53,090    105,662
Old  :   189,899:    74,844     38,912     25,147     36,817     20,178    136,808     84,236:    53,090    105,662
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :    -9,337:       -59     13,117     -6,845      1,181      2,753     -5,724      9,024:    -3,613    -18,362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4       20.5       13.2       19.4       10.6       72.0       44.4:      28.0       55.6
Old  :     100.0:      39.4       20.5       13.2       19.4       10.6       72.0       44.4:      28.0       55.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        10          9         11         15          7         31         21:
Old  :        34:        10          9         11         15          7         31         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       31.7       58.0       41.0       33.0       18.1       40.3       23.5
Old  :                 45.8       31.7       58.0       41.0       33.0       18.1       40.3       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE                                            Code-13874W
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 TOTAL RETURN INDEX x $25)                                         :
     :          :                                                                            :
All  :   373,782:    21,502     16,815     17,136    332,632    336,410    371,270    370,361:     2,512      3,421
Old  :   373,782:    21,502     16,815     17,136    332,632    336,410    371,270    370,361:     2,512      3,421
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :   -12,056:     5,535          0     -2,450    -15,891    -11,106    -12,806    -13,556:       750      1,500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        4.5        4.6       89.0       90.0       99.3       99.1:       0.7        0.9
Old  :     100.0:       5.8        4.5        4.6       89.0       90.0       99.3       99.1:       0.7        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         4          4          8         22         23         30         33:
Old  :        36:         4          4          8         22         23         30         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       36.0       78.9       58.7       39.7       32.5       49.0       45.9
Old  :                 56.1       36.0       78.9       58.7       39.7       32.5       49.0       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    41,291:     5,860      3,723         31     27,795     33,523     33,686     37,277:     7,605      4,014
Old  :    41,291:     5,860      3,723         31     27,795     33,523     33,686     37,277:     7,605      4,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :      -612:       162      1,311        -47       -392     -1,083       -277        181:      -335       -793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        9.0        0.1       67.3       81.2       81.6       90.3:      18.4        9.7
Old  :     100.0:      14.2        9.0        0.1       67.3       81.2       81.6       90.3:      18.4        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:         7          7          4         42         23         51         32:
Old  :        70:         7          7          4         42         23         51         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       49.0       36.5       63.4       24.6       48.6       36.5       63.1
Old  :                 24.6       49.0       36.5       63.4       24.6       48.6       36.5       63.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE                                                        Code-146021
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (50 Index Points)                                                          :
     :          :                                                                            :
All  :     6,916:     4,292      5,144      1,105        489        220      5,886      6,469:     1,029        446
Old  :     6,916:     4,292      5,144      1,105        489        220      5,886      6,469:     1,029        446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :      -572:      -775     -1,188        380       -168         95       -563       -713:        -9        142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.1       74.4       16.0        7.1        3.2       85.1       93.5:      14.9        6.5
Old  :     100.0:      62.1       74.4       16.0        7.1        3.2       85.1       93.5:      14.9        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        41         27         24          5          4         57         46:
Old  :        77:        41         27         24          5          4         57         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       30.4       32.1       51.1       16.6       29.6       28.1       49.9
Old  :                 18.9       30.4       32.1       51.1       16.6       29.6       28.1       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE                                                               Code-146022
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (0.1 Index Points)                                                         :
     :          :                                                                            :
All  :    46,394:    29,971     30,886     15,213         55          0     45,240     46,099:     1,154        295
Old  :    46,394:    29,971     30,886     15,213         55          0     45,240     46,099:     1,154        295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :    -3,234:      -443       -938     -2,358        -75          0     -2,876     -3,296:      -357         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.6       66.6       32.8        0.1        0.0       97.5       99.4:       2.5        0.6
Old  :     100.0:      64.6       66.6       32.8        0.1        0.0       97.5       99.4:       2.5        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        94         28         20          1          0        105         38:
Old  :       123:        94         28         20          1          0        105         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       81.7       62.5       91.6       34.9       60.0       42.4       63.1
Old  :                 45.5       81.7       62.5       91.6       34.9       60.0       42.4       63.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $20)                                                   :
     :          :                                                                            :
All  :   349,478:    84,513     49,610     47,224    170,769    208,181    302,506    305,015:    46,973     44,464
Old  :   349,478:    84,513     49,610     47,224    170,769    208,181    302,506    305,015:    46,973     44,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :    24,283:     5,814      9,303      5,625     10,788      9,327     22,226     24,255:     2,057         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       14.2       13.5       48.9       59.6       86.6       87.3:      13.4       12.7
Old  :     100.0:      24.2       14.2       13.5       48.9       59.6       86.6       87.3:      13.4       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       327:        79         67         62        121        108        235        204:
Old  :       327:        79         67         62        121        108        235        204:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       23.2       28.1       38.2       15.3       20.3       23.9       32.4
Old  :                 17.1       23.2       28.1       38.2       15.3       20.3       23.9       32.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE                                                               Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   336,192:    88,651     54,408     33,956    170,311    208,009    292,918    296,374:    43,274     39,818
Old  :   336,192:    88,651     54,408     33,956    170,311    208,009    292,918    296,374:    43,274     39,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :    22,389:     4,949      9,455      4,161     10,946      9,249     20,055     22,864:     2,333       -475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       16.2       10.1       50.7       61.9       87.1       88.2:      12.9       11.8
Old  :     100.0:      26.4       16.2       10.1       50.7       61.9       87.1       88.2:      12.9       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       303:        75         55         54        116        105        220        185:
Old  :       303:        75         55         54        116        105        220        185:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       24.1       27.3       39.7       15.9       21.1       24.8       34.3
Old  :                 16.2       24.1       27.3       39.7       15.9       21.1       24.8       34.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-209747
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX x $2)                                              :
     :          :                                                                            :
All  :   132,863:    88,703     82,099      2,597      4,578      1,712     95,878     86,408:    36,985     46,455
Old  :   132,863:    88,703     82,099      2,597      4,578      1,712     95,878     86,408:    36,985     46,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :    18,940:    22,882     12,719        409     -1,584        785     21,707     13,913:    -2,766      5,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.8       61.8        2.0        3.4        1.3       72.2       65.0:      27.8       35.0
Old  :     100.0:      66.8       61.8        2.0        3.4        1.3       72.2       65.0:      27.8       35.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        14         17         13          8          5         28         29:
Old  :        41:        14         17         13          8          5         28         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.3       56.3       66.5       60.4       61.1       56.3       65.6       59.9
Old  :                 61.3       56.3       66.5       60.4       61.1       56.3       65.6       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   172,812:    41,413     96,333     14,992     91,368     38,547    147,774    149,872:    25,038     22,940
Old  :   172,812:    41,413     96,333     14,992     91,368     38,547    147,774    149,872:    25,038     22,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :    -1,142:    -3,230      2,894      1,764      3,643     -9,884      2,176     -5,226:    -3,319      4,084
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       55.7        8.7       52.9       22.3       85.5       86.7:      14.5       13.3
Old  :     100.0:      24.0       55.7        8.7       52.9       22.3       85.5       86.7:      14.5       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        35         24         22         31         23         76         59:
Old  :        98:        35         24         22         31         23         76         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       49.4       46.8       60.7       34.7       49.1       46.6       58.2
Old  :                 34.7       49.4       46.8       60.7       34.7       49.1       46.6       58.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE                                                            Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $50)                                                  :
     :          :                                                                            :
All  :   522,675:    85,157     91,022     18,256    386,430    392,041    489,843    501,319:    32,832     21,356
Old  :   522,675:    85,157     91,022     18,256    386,430    392,041    489,843    501,319:    32,832     21,356
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :     9,264:    -4,074     17,090     -4,107     17,177     -1,784      8,996     11,199:       268     -1,935
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       17.4        3.5       73.9       75.0       93.7       95.9:       6.3        4.1
Old  :     100.0:      16.3       17.4        3.5       73.9       75.0       93.7       95.9:       6.3        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       362:        59         57         24        172        139        245        206:
Old  :       362:        59         57         24        172        139        245        206:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.5       21.8       25.2       31.8       14.3       21.7       24.8       31.8
Old  :                 14.5       21.8       25.2       31.8       14.3       21.7       24.8       31.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE                                            Code-239744
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 1000 VALUE INDEX x $50)                                           :
     :          :                                                                            :
All  :    31,347:     4,344        311        248     25,672     30,006     30,264     30,565:     1,083        782
Old  :    31,347:     4,344        311        248     25,672     30,006     30,264     30,565:     1,083        782
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :     2,228:       207          0          5      1,980      2,460      2,192      2,465:        36       -237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9        1.0        0.8       81.9       95.7       96.5       97.5:       3.5        2.5
Old  :     100.0:      13.9        1.0        0.8       81.9       95.7       96.5       97.5:       3.5        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         4          1          1          9         13         13         15:
Old  :        27:         4          1          1          9         13         13         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.9       81.3       90.4       90.2       72.9       81.3       89.6       90.2
Old  :                 72.9       81.3       90.4       90.2       72.9       81.3       89.6       90.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    16,680:     1,778      5,471          0     11,013      8,968     12,791     14,439:     3,889      2,241
Old  :    16,680:     1,778      5,471          0     11,013      8,968     12,791     14,439:     3,889      2,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :    -1,046:      -298     -1,083          0       -968        304     -1,266       -779:       220       -267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       32.8        0.0       66.0       53.8       76.7       86.6:      23.3       13.4
Old  :     100.0:      10.7       32.8        0.0       66.0       53.8       76.7       86.6:      23.3       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         6          5          0         10          7         16         12:
Old  :        27:         6          5          0         10          7         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       57.7       62.5       79.6       52.5       57.7       62.5       79.6
Old  :                 52.5       57.7       62.5       79.6       52.5       57.7       62.5       79.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    46,674:    17,351      6,830        421     21,756     22,437     39,528     29,688:     7,146     16,986
Old  :    46,674:    17,351      6,830        421     21,756     22,437     39,528     29,688:     7,146     16,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :    -2,319:    -2,328     -1,700         20        519        -89     -1,789     -1,769:      -530       -550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       14.6        0.9       46.6       48.1       84.7       63.6:      15.3       36.4
Old  :     100.0:      37.2       14.6        0.9       46.6       48.1       84.7       63.6:      15.3       36.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        22          8          6         23         17         47         29:
Old  :        64:        22          8          6         23         17         47         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       39.8       39.9       50.3       23.1       37.1       37.7       47.6
Old  :                 24.5       39.8       39.9       50.3       23.1       37.1       37.7       47.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                     :
     :          :                                                                            :
All  :   199,112:    91,397     11,160     12,675     92,515    174,742    196,587    198,577:     2,525        535
Old  :   199,112:    91,397     11,160     12,675     92,515    174,742    196,587    198,577:     2,525        535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 16, 2024                     :
     :      -355:     1,884       -545     -1,096     -1,233      1,276       -445       -365:        90         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.9        5.6        6.4       46.5       87.8       98.7       99.7:       1.3        0.3
Old  :     100.0:      45.9        5.6        6.4       46.5       87.8       98.7       99.7:       1.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        28          6          9         34         26         65         39:
Old  :        77:        28          6          9         34         26         65         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       46.4       44.1       69.7       24.1       44.4       36.1       61.9
Old  :                 28.4       46.4       44.1       69.7       24.1       44.4       36.1       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 23, 2024