USD Malaysian Crude Palm Oil C - CHICAGO MERCANTILE EXCHANGE                                            Code-037021
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 25 METRIC TONS)                                              :
     :          :                                                                            :
All  :    45,398:       664      8,980      4,040     40,694     32,378     45,398     45,398:         0          0
Old  :    45,398:       664      8,980      4,040     40,694     32,378     45,398     45,398:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :     1,131:       -66        240        320        877        571      1,131      1,131:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       19.8        8.9       89.6       71.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.5       19.8        8.9       89.6       71.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         4          6          6         11         13         20         23:
Old  :        29:         4          6          6         11         13         20         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.1       52.9       92.5       76.6       78.2       49.5       78.9       69.0
Old  :                 85.1       52.9       92.5       76.6       78.2       49.5       78.9       69.0
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 - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 X CONTRACT GRADE IMM INDEX)                                         :
     :          :                                                                            :
All  :    12,665:       421      1,977      4,162      8,006      6,480     12,589     12,619:        76         46
Old  :    12,665:       421      1,977      4,162      8,006      6,480     12,589     12,619:        76         46
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :     1,552:       -45       -413        913        674      1,057      1,542      1,557:        10         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3       15.6       32.9       63.2       51.2       99.4       99.6:       0.6        0.4
Old  :     100.0:       3.3       15.6       32.9       63.2       51.2       99.4       99.6:       0.6        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         5         10         13         10         10         23         25:
Old  :        27:         5         10         13         10         10         23         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  :                 47.1       53.0       73.3       72.0       29.5       27.0       35.5       34.2
Old  :                 47.1       53.0       73.3       72.0       29.5       27.0       35.5       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     9,918:       127      2,249        114      9,095      7,228      9,336      9,591:       582        327
Old  :     9,918:       127      2,249        114      9,095      7,228      9,336      9,591:       582        327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :       701:       -53        122         26        656        589        629        737:        72        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3       22.7        1.1       91.7       72.9       94.1       96.7:       5.9        3.3
Old  :     100.0:       1.3       22.7        1.1       91.7       72.9       94.1       96.7:       5.9        3.3
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  :        47:         2          9          5         25         19         32         28:
Old  :        47:         2          9          5         25         19         32         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       49.1       67.5       68.2       47.4       48.8       67.5       67.2
Old  :                 47.4       49.1       67.5       68.2       47.4       48.8       67.5       67.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    21,773:     3,563      7,073      1,838     14,005      8,623     19,406     17,534:     2,367      4,239
Old  :    21,773:     3,563      7,073      1,838     14,005      8,623     19,406     17,534:     2,367      4,239
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :       554:      -183         92        165        460        289        442        546:       112          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       32.5        8.4       64.3       39.6       89.1       80.5:      10.9       19.5
Old  :     100.0:      16.4       32.5        8.4       64.3       39.6       89.1       80.5:      10.9       19.5
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  :        64:        13         17          7         27         23         43         44:
Old  :        64:        13         17          7         27         23         43         44:
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  :                 44.0       29.3       58.4       45.5       41.8       29.0       54.2       44.1
Old  :                 44.0       29.3       58.4       45.5       41.8       29.0       54.2       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     8,919:       148      1,419        319      7,675      6,691      8,142      8,429:       777        490
Old  :     8,919:       148      1,419        319      7,675      6,691      8,142      8,429:       777        490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :       286:         0         42         46        248        177        294        265:        -8         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7       15.9        3.6       86.1       75.0       91.3       94.5:       8.7        5.5
Old  :     100.0:       1.7       15.9        3.6       86.1       75.0       91.3       94.5:       8.7        5.5
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  :        49:         2          8          7         35         21         44         29:
Old  :        49:         2          8          7         35         21         44         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       50.7       51.1       71.8       35.3       44.7       51.1       63.8
Old  :                 35.3       50.7       51.1       71.8       35.3       44.7       51.1       63.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     5,569:       462      1,207        229      4,720      3,705      5,411      5,141:       158        428
Old  :     5,569:       462      1,207        229      4,720      3,705      5,411      5,141:       158        428
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :        82:        88         49        -90         61         74         59         33:        23         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       21.7        4.1       84.8       66.5       97.2       92.3:       2.8        7.7
Old  :     100.0:       8.3       21.7        4.1       84.8       66.5       97.2       92.3:       2.8        7.7
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  :        22:         2          4          4          8         10         13         15:
Old  :        22:         2          4          4          8         10         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  :                 72.6       74.0       91.6       87.6       72.4       72.6       90.5       84.9
Old  :                 72.6       74.0       91.6       87.6       72.4       72.6       90.5       84.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   199,914:    61,862     72,267     40,674     78,944     65,632    181,480    178,573:    18,434     21,341
Old  :    79,495:    49,551     46,443      3,630     20,826     21,148     74,007     71,221:     5,488      8,274
Other:   120,419:    38,873     52,386     10,482     58,118     44,484    107,473    107,352:    12,946     13,067
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :   -14,336:    -5,012     -5,281     -3,076     -5,711     -4,763    -13,799    -13,120:      -537     -1,216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       36.1       20.3       39.5       32.8       90.8       89.3:       9.2       10.7
Old  :     100.0:      62.3       58.4        4.6       26.2       26.6       93.1       89.6:       6.9       10.4
Other:     100.0:      32.3       43.5        8.7       48.3       36.9       89.2       89.1:      10.8       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        88         71        107         58         78        207        217:
Old  :       256:        82         84         20         31         65        121        161:
Other:       225:        57         68         56         52         65        151        155:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.9       14.0       29.0       23.8       16.6       13.9       27.2       23.5
Old  :                 17.4       15.9       31.2       26.3       16.9       15.6       30.7       25.7
Other:                 23.0       16.6       37.8       28.3       23.0       16.4       37.0       28.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   301,127:   128,170     47,151     55,690     89,089    159,992    272,949    262,833:    28,178     38,294
Old  :   301,127:   128,170     47,151     55,690     89,089    159,992    272,949    262,833:    28,178     38,294
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    -6,683:    -8,084      1,566        817         21     -7,480     -7,246     -5,097:       563     -1,586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6       15.7       18.5       29.6       53.1       90.6       87.3:       9.4       12.7
Old  :     100.0:      42.6       15.7       18.5       29.6       53.1       90.6       87.3:       9.4       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  :       404:       129         73         97         98        161        282        289:
Old  :       404:       129         73         97         98        161        282        289:
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  :                 12.2       15.5       20.1       25.8       12.2       14.1       19.7       22.0
Old  :                 12.2       15.5       20.1       25.8       12.2       14.1       19.7       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LUMBER - CHICAGO MERCANTILE EXCHANGE                                                                    Code-058644
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 27,500 BOARD FEET)                                           :
     :          :                                                                            :
All  :     7,487:     2,261      3,127        264      3,811      3,241      6,336      6,632:     1,151        855
Old  :     7,487:     2,261      3,127        264      3,811      3,241      6,336      6,632:     1,151        855
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :      -716:       -81       -592       -146       -321        -21       -548       -759:      -168         43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       41.8        3.5       50.9       43.3       84.6       88.6:      15.4       11.4
Old  :     100.0:      30.2       41.8        3.5       50.9       43.3       84.6       88.6:      15.4       11.4
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  :        69:        17         21          4         21         13         41         37:
Old  :        69:        17         21          4         21         13         41         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       53.5       51.6       64.1       38.7       53.5       50.7       63.3
Old  :                 38.7       53.5       51.6       64.1       38.7       53.5       50.7       63.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    57,556:    20,254     11,426     13,734     15,025     15,210     49,013     40,370:     8,543     17,186
Old  :    57,556:    20,254     11,426     13,734     15,025     15,210     49,013     40,370:     8,543     17,186
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :      -281:      -513        473        377        -57       -789       -193         61:       -88       -342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       19.9       23.9       26.1       26.4       85.2       70.1:      14.8       29.9
Old  :     100.0:      35.2       19.9       23.9       26.1       26.4       85.2       70.1:      14.8       29.9
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  :       237:        74         59         72         61         70        176        171:
Old  :       237:        74         59         72         61         70        176        171:
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  :                 16.0       12.2       25.0       19.6       12.3        6.2       19.4       10.5
Old  :                 16.0       12.2       25.0       19.6       12.3        6.2       19.4       10.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    20,129:     3,313      5,829      1,199     15,314     11,863     19,826     18,891:       303      1,238
Old  :    20,129:     3,313      5,829      1,199     15,314     11,863     19,826     18,891:       303      1,238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :       370:       187        262        -59        227        -26        355        177:        15        193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       29.0        6.0       76.1       58.9       98.5       93.8:       1.5        6.2
Old  :     100.0:      16.5       29.0        6.0       76.1       58.9       98.5       93.8:       1.5        6.2
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  :        54:         6         13          8         20         24         30         41:
Old  :        54:         6         13          8         20         24         30         41:
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  :                 60.9       47.3       77.0       64.5       60.3       47.2       76.0       63.0
Old  :                 60.9       47.3       77.0       64.5       60.3       47.2       76.0       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   166,147:    35,993     48,063      5,717     92,691     76,558    134,401    130,338:    31,746     35,809
Old  :   166,147:    35,993     48,063      5,717     92,691     76,558    134,401    130,338:    31,746     35,809
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :     8,320:    -1,119       -460      1,272      6,917      4,553      7,070      5,365:     1,250      2,955
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       28.9        3.4       55.8       46.1       80.9       78.4:      19.1       21.6
Old  :     100.0:      21.7       28.9        3.4       55.8       46.1       80.9       78.4:      19.1       21.6
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  :        99:        22         21         15         29         37         57         67:
Old  :        99:        22         21         15         29         37         57         67:
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  :                 37.7       23.5       50.3       38.8       37.6       23.4       48.7       38.5
Old  :                 37.7       23.5       50.3       38.8       37.6       23.4       48.7       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    44,326:    10,200     14,066        382     19,640     14,032     30,222     28,480:    14,104     15,846
Old  :    44,326:    10,200     14,066        382     19,640     14,032     30,222     28,480:    14,104     15,846
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :     1,532:     1,507      1,366        355        828       -580      2,690      1,141:    -1,158        391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       31.7        0.9       44.3       31.7       68.2       64.3:      31.8       35.7
Old  :     100.0:      23.0       31.7        0.9       44.3       31.7       68.2       64.3:      31.8       35.7
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  :        44:        12         11          3         10         13         23         26:
Old  :        44:        12         11          3         10         13         23         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       31.7       48.9       45.9       37.8       31.7       48.9       45.9
Old  :                 37.8       31.7       48.9       45.9       37.8       31.7       48.9       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   228,801:   103,018     29,359      3,122    114,358    190,776    220,498    223,257:     8,303      5,544
Old  :   228,801:   103,018     29,359      3,122    114,358    190,776    220,498    223,257:     8,303      5,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :      -183:    -6,322      2,042        271      5,762     -3,047       -289       -734:       106        551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.0       12.8        1.4       50.0       83.4       96.4       97.6:       3.6        2.4
Old  :     100.0:      45.0       12.8        1.4       50.0       83.4       96.4       97.6:       3.6        2.4
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  :       168:        79         24          9         38         35        119         67:
Old  :       168:        79         24          9         38         35        119         67:
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  :                 34.5       66.5       47.4       79.2       34.5       66.4       47.1       79.1
Old  :                 34.5       66.5       47.4       79.2       34.5       66.4       47.1       79.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE                                                             Code-096742
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   228,179:    98,061     38,954     14,624     82,487    147,211    195,172    200,789:    33,007     27,390
Old  :   228,179:    98,061     38,954     14,624     82,487    147,211    195,172    200,789:    33,007     27,390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    12,839:     7,520       -599      2,011      4,991      9,527     14,522     10,939:    -1,683      1,900
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.0       17.1        6.4       36.2       64.5       85.5       88.0:      14.5       12.0
Old  :     100.0:      43.0       17.1        6.4       36.2       64.5       85.5       88.0:      14.5       12.0
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  :       120:        32         17         17         36         54         75         83:
Old  :       120:        32         17         17         36         54         75         83:
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  :                 28.9       29.3       45.2       41.5       27.3       29.2       41.9       41.0
Old  :                 28.9       29.3       45.2       41.5       27.3       29.2       41.9       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   246,923:    28,680    124,003      2,784    180,967     76,343    212,431    203,130:    34,492     43,793
Old  :   246,923:    28,680    124,003      2,784    180,967     76,343    212,431    203,130:    34,492     43,793
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    -1,031:    -6,109      8,253       -553      5,331     -8,796     -1,331     -1,096:       300         65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       50.2        1.1       73.3       30.9       86.0       82.3:      14.0       17.7
Old  :     100.0:      11.6       50.2        1.1       73.3       30.9       86.0       82.3:      14.0       17.7
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  :       132:        21         38         11         50         47         75         92:
Old  :       132:        21         38         11         50         47         75         92:
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  :                 40.2       26.3       52.3       40.0       39.9       26.1       51.2       39.7
Old  :                 40.2       26.3       52.3       40.0       39.9       26.1       51.2       39.7
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 - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   750,486:   239,391     80,631     12,757    410,413    610,812    662,561    704,200:    87,925     46,286
Old  :   750,486:   239,391     80,631     12,757    410,413    610,812    662,561    704,200:    87,925     46,286
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    -9,747:     6,925      8,028     -3,173    -10,529    -15,414     -6,777    -10,559:    -2,970        812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       10.7        1.7       54.7       81.4       88.3       93.8:      11.7        6.2
Old  :     100.0:      31.9       10.7        1.7       54.7       81.4       88.3       93.8:      11.7        6.2
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  :       298:        93         43         28        130         89        232        151:
Old  :       298:        93         43         28        130         89        232        151:
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       55.4       28.6       70.3       17.5       55.3       27.4       70.0
Old  :                 18.2       55.4       28.6       70.3       17.5       55.3       27.4       70.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE                                               Code-299741
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    29,302:     5,560      5,377        415     11,815     17,415     17,790     23,207:    11,512      6,095
Old  :    29,302:     5,560      5,377        415     11,815     17,415     17,790     23,207:    11,512      6,095
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :       228:        -6        334          0        -47       -407        -53        -73:       281        301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       18.4        1.4       40.3       59.4       60.7       79.2:      39.3       20.8
Old  :     100.0:      19.0       18.4        1.4       40.3       59.4       60.7       79.2:      39.3       20.8
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  :        28:         7          4          1         10         12         18         16:
Old  :        28:         7          4          1         10         12         18         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  :                 25.0       55.3       40.4       67.4       24.3       55.3       37.2       66.8
Old  :                 25.0       55.3       40.4       67.4       24.3       55.3       37.2       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE                                                Code-399741
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    22,269:     5,167      3,655          0      8,431     12,675     13,598     16,330:     8,671      5,939
Old  :    22,269:     5,167      3,655          0      8,431     12,675     13,598     16,330:     8,671      5,939
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :      -315:      -839       -376          0        237        -83       -602       -459:       287        144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       16.4        0.0       37.9       56.9       61.1       73.3:      38.9       26.7
Old  :     100.0:      23.2       16.4        0.0       37.9       56.9       61.1       73.3:      38.9       26.7
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  :        20:         6          1          0          8         10         14         11:
Old  :        20:         6          1          0          8         10         14         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  :                 32.9       51.7       49.6       67.5       31.8       51.4       47.7       66.4
Old  :                 32.9       51.7       49.6       67.5       31.8       51.4       47.7       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    46,576:    26,280      8,108          6     14,062     36,567     40,348     44,681:     6,228      1,895
Old  :    46,576:    26,280      8,108          6     14,062     36,567     40,348     44,681:     6,228      1,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :     4,545:    -1,396      3,907       -510      3,997      1,286      2,091      4,683:     2,454       -138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.4       17.4        0.0       30.2       78.5       86.6       95.9:      13.4        4.1
Old  :     100.0:      56.4       17.4        0.0       30.2       78.5       86.6       95.9:      13.4        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  :        80:        34         17          1         18         12         52         30:
Old  :        80:        34         17          1         18         12         52         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       72.3       50.3       82.9       35.6       71.6       50.3       82.2
Old  :                 35.6       72.3       50.3       82.9       35.6       71.6       50.3       82.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                                 Code-112741
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    51,035:    21,478     27,991        384     26,132     16,917     47,994     45,292:     3,041      5,743
Old  :    51,035:    21,478     27,991        384     26,132     16,917     47,994     45,292:     3,041      5,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :     4,254:      -432      3,645        250      4,337         91      4,155      3,986:        99        268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.1       54.8        0.8       51.2       33.1       94.0       88.7:       6.0       11.3
Old  :     100.0:      42.1       54.8        0.8       51.2       33.1       94.0       88.7:       6.0       11.3
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  :        88:        21         31          7         20         23         42         60:
Old  :        88:        21         31          7         20         23         42         60:
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  :                 40.8       39.4       60.2       56.0       40.6       39.4       59.5       55.9
Old  :                 40.8       39.4       60.2       56.0       40.6       39.4       59.5       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                                                           Code-122741
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF ZAR 500,000)                                                 :
     :          :                                                                            :
All  :    34,085:     2,243     10,412      9,400     21,206     12,567     32,849     32,379:     1,236      1,706
Old  :    34,085:     2,243     10,412      9,400     21,206     12,567     32,849     32,379:     1,236      1,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :       466:    -2,579     -3,130      2,984         63        133        468        -13:        -2        479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       30.5       27.6       62.2       36.9       96.4       95.0:       3.6        5.0
Old  :     100.0:       6.6       30.5       27.6       62.2       36.9       96.4       95.0:       3.6        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         8         10          1          5         10         13         21:
Old  :        32:         8         10          1          5         10         13         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  :                 91.0       71.1       94.5       87.3       63.4       48.8       67.0       61.0
Old  :                 91.0       71.1       94.5       87.3       63.4       48.8       67.0       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                                                   Code-133741
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (5 Bitcoins)                                                               :
     :          :                                                                            :
All  :    17,262:    13,427     11,912      2,532        132      2,061     16,091     16,505:     1,171        757
Old  :    17,262:    13,427     11,912      2,532        132      2,061     16,091     16,505:     1,171        757
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :     1,830:     1,446       -781        982       -470      1,473      1,958      1,674:      -128        156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.8       69.0       14.7        0.8       11.9       93.2       95.6:       6.8        4.4
Old  :     100.0:      77.8       69.0       14.7        0.8       11.9       93.2       95.6:       6.8        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        38         57         24          2          8         52         78:
Old  :       106:        38         57         24          2          8         52         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       32.5       72.3       45.4       56.9       32.5       65.3       45.3
Old  :                 60.9       32.5       72.3       45.4       56.9       32.5       65.3       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE                                                             Code-133742
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Bitcoin X $0.10)                                                          :
     :          :                                                                            :
All  :    10,738:     6,169      7,926      1,738        169          0      8,076      9,664:     2,662      1,074
Old  :    10,738:     6,169      7,926      1,738        169          0      8,076      9,664:     2,662      1,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :     1,539:       525       -178      1,539        -20          0      2,044      1,361:      -505        178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.5       73.8       16.2        1.6        0.0       75.2       90.0:      24.8       10.0
Old  :     100.0:      57.5       73.8       16.2        1.6        0.0       75.2       90.0:      24.8       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  :        95:        69         23          9          3          0         77         27:
Old  :        95:        69         23          9          3          0         77         27:
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       58.6       37.9       76.6       18.1       49.2       26.8       64.0
Old  :                 24.6       58.6       37.9       76.6       18.1       49.2       26.8       64.0
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 - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($2,500 x Contract IMM Index)                                              :
     :          :                                                                            :
All  :10,302,583: 1,782,763  1,730,643  2,376,130  6,111,058  6,159,726 10,269,951 10,266,499:    32,632     36,084
Old  :10,302,583: 1,782,763  1,730,643  2,376,130  6,111,058  6,159,726 10,269,951 10,266,499:    32,632     36,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    38,772:    66,371     18,794     -8,792    -25,148     34,365     32,431     44,367:     6,341     -5,595
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       16.8       23.1       59.3       59.8       99.7       99.6:       0.3        0.4
Old  :     100.0:      17.3       16.8       23.1       59.3       59.8       99.7       99.6:       0.3        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       880:       175        318        259        251        295        595        749:
Old  :       880:       175        318        259        251        295        595        749:
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  :                 23.1       20.3       35.2       33.0       19.0       13.8       25.3       19.0
Old  :                 23.1       20.3       35.2       33.0       19.0       13.8       25.3       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOFR-1M - CHICAGO MERCANTILE EXCHANGE                                                                   Code-134742
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($4,167 x Contract IMM Index)                                              :
     :          :                                                                            :
All  :   865,157:    92,980    260,911    145,269    626,547    458,464    864,796    864,644:       361        513
Old  :   865,157:    92,980    260,911    145,269    626,547    458,464    864,796    864,644:       361        513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    60,632:    28,836     53,232     -1,698     33,445      9,054     60,583     60,588:        49         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       30.2       16.8       72.4       53.0      100.0       99.9:       0.0        0.1
Old  :     100.0:      10.7       30.2       16.8       72.4       53.0      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        39         56         49         62         86        132        161:
Old  :       189:        39         56         49         62         86        132        161:
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  :                 32.8       21.1       53.8       33.2       27.2       16.8       41.7       25.8
Old  :                 32.8       21.1       53.8       33.2       27.2       16.8       41.7       25.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $50.00)                                                   :
     :          :                                                                            :
All  : 2,253,916:   237,362    363,660     73,478  1,670,937  1,568,891  1,981,777  2,006,029:   272,139    247,887
Old  : 2,253,916:   237,362    363,660     73,478  1,670,937  1,568,891  1,981,777  2,006,029:   272,139    247,887
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :     7,818:   -23,445     -3,331     -4,833     33,873     28,603      5,594     20,439:     2,224    -12,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       16.1        3.3       74.1       69.6       87.9       89.0:      12.1       11.0
Old  :     100.0:      10.5       16.1        3.3       74.1       69.6       87.9       89.0:      12.1       11.0
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  :       514:        81         83         60        257        231        375        339:
Old  :       514:        81         83         60        257        231        375        339:
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  :                 13.4       27.7       21.3       36.7       12.3       26.7       19.6       34.8
Old  :                 13.4       27.7       21.3       36.7       12.3       26.7       19.6       34.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE                                            Code-138748
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Consumer Stapl                                   :
     :          :                                                                            :
All  :    22,632:     1,528      3,327          0     19,100     16,714     20,628     20,041:     2,004      2,591
Old  :    22,632:     1,528      3,327          0     19,100     16,714     20,628     20,041:     2,004      2,591
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :       769:      -324        356          0      1,495     -1,122      1,171       -766:      -402      1,535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       14.7        0.0       84.4       73.9       91.1       88.6:       8.9       11.4
Old  :     100.0:       6.8       14.7        0.0       84.4       73.9       91.1       88.6:       8.9       11.4
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  :        24:         3          2          0         11          9         14         11:
Old  :        24:         3          2          0         11          9         14         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  :                 64.6       66.5       81.7       84.4       64.6       66.5       81.7       82.2
Old  :                 64.6       66.5       81.7       84.4       64.6       66.5       81.7       82.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                                                   Code-138749
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Energy Index p                                   :
     :          :                                                                            :
All  :    29,082:     4,103        846          0     22,635     26,785     26,738     27,631:     2,344      1,451
Old  :    29,082:     4,103        846          0     22,635     26,785     26,738     27,631:     2,344      1,451
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :     2,617:      -738       -253          0      3,428      2,806      2,690      2,553:       -73         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        2.9        0.0       77.8       92.1       91.9       95.0:       8.1        5.0
Old  :     100.0:      14.1        2.9        0.0       77.8       92.1       91.9       95.0:       8.1        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         3          3          0         20         11         23         14:
Old  :        37:         3          3          0         20         11         23         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  :                 55.6       71.6       70.8       87.7       55.6       71.6       70.8       87.7
Old  :                 55.6       71.6       70.8       87.7       55.6       71.6       70.8       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE                                                            Code-13874A
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,232,226:   235,513    369,004     62,411  1,668,456  1,566,553  1,966,380  1,997,968:   265,846    234,258
Old  : 2,232,226:   235,513    369,004     62,411  1,668,456  1,566,553  1,966,380  1,997,968:   265,846    234,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    12,142:   -23,411     -8,328       -501     33,829     28,073      9,917     19,244:     2,225     -7,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       16.5        2.8       74.7       70.2       88.1       89.5:      11.9       10.5
Old  :     100.0:      10.6       16.5        2.8       74.7       70.2       88.1       89.5:      11.9       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       502:        78         81         55        252        226        363        330:
Old  :       502:        78         81         55        252        226        363        330:
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  :                 13.5       28.0       21.5       37.1       12.5       26.9       19.8       35.2
Old  :                 13.5       28.0       21.5       37.1       12.5       26.9       19.8       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874C
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($250 x S&P Select Sector Financial Inde                                   :
     :          :                                                                            :
All  :    37,893:     3,833        958          0     31,995     36,189     35,828     37,147:     2,065        746
Old  :    37,893:     3,833        958          0     31,995     36,189     35,828     37,147:     2,065        746
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :       520:      -776       -155          0      1,370      1,559        594      1,404:       -74       -884
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        2.5        0.0       84.4       95.5       94.6       98.0:       5.4        2.0
Old  :     100.0:      10.1        2.5        0.0       84.4       95.5       94.6       98.0:       5.4        2.0
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:         1          3          0         14         11         15         14:
Old  :        29:         1          3          0         14         11         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.1       81.6       86.8       93.1       62.1       81.6       86.8       93.1
Old  :                 62.1       81.6       86.8       93.1       62.1       81.6       86.8       93.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE                                              Code-13874E
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Health Care In                                   :
     :          :                                                                            :
All  :    16,848:       460        577          0     13,163     13,862     13,623     14,439:     3,225      2,409
Old  :    16,848:       460        577          0     13,163     13,862     13,623     14,439:     3,225      2,409
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :     1,350:         0       -207          0      1,462        -97      1,462       -304:      -112      1,654
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        3.4        0.0       78.1       82.3       80.9       85.7:      19.1       14.3
Old  :     100.0:       2.7        3.4        0.0       78.1       82.3       80.9       85.7:      19.1       14.3
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  :        22:         1          1          0         13          7         14          8:
Old  :        22:         1          1          0         13          7         14          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       77.5       70.6       85.7       51.6       77.5       70.6       85.7
Old  :                 51.6       77.5       70.6       85.7       51.6       77.5       70.6       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874J
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Utilities Inde                                   :
     :          :                                                                            :
All  :    46,793:     3,274      2,845         51     41,698     42,329     45,023     45,225:     1,770      1,568
Old  :    46,793:     3,274      2,845         51     41,698     42,329     45,023     45,225:     1,770      1,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :       948:         4        197          8        690        839        702      1,044:       246        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        6.1        0.1       89.1       90.5       96.2       96.6:       3.8        3.4
Old  :     100.0:       7.0        6.1        0.1       89.1       90.5       96.2       96.6:       3.8        3.4
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  :        36:         4          3          1         12         18         16         22:
Old  :        36:         4          3          1         12         18         16         22:
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  :                 73.2       79.6       87.9       87.6       72.9       79.6       87.6       87.6
Old  :                 73.2       79.6       87.9       87.6       72.9       79.6       87.6       87.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874U
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X S&P 500 INDEX)                                                       :
     :          :                                                                            :
All  :   216,895:   117,975     46,045     11,183     24,811     23,377    153,969     80,605:    62,926    136,290
Old  :   216,895:   117,975     46,045     11,183     24,811     23,377    153,969     80,605:    62,926    136,290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :   -43,240:   -43,394      6,924       -269        435      5,298    -43,228     11,953:       -12    -55,193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.4       21.2        5.2       11.4       10.8       71.0       37.2:      29.0       62.8
Old  :     100.0:      54.4       21.2        5.2       11.4       10.8       71.0       37.2:      29.0       62.8
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  :        29:         8          4          6         13          8         23         16:
Old  :        29:         8          4          6         13          8         23         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  :                 55.8       25.9       62.1       34.4       51.6       24.6       57.8       30.9
Old  :                 55.8       25.9       62.1       34.4       51.6       24.6       57.8       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE                                            Code-13874W
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 TOTAL RETURN INDEX x $25)                                         :
     :          :                                                                            :
All  :   372,008:     9,435     10,082     16,525    341,350    337,738    367,310    364,345:     4,698      7,663
Old  :   372,008:     9,435     10,082     16,525    341,350    337,738    367,310    364,345:     4,698      7,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    -2,487:         0        500          0     -1,964     -1,687     -1,964     -1,187:      -523     -1,300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5        2.7        4.4       91.8       90.8       98.7       97.9:       1.3        2.1
Old  :     100.0:       2.5        2.7        4.4       91.8       90.8       98.7       97.9:       1.3        2.1
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  :        33:         2          4          6         21         24         28         31:
Old  :        33:         2          4          6         21         24         28         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  :                 56.5       37.8       78.4       63.9       37.9       31.2       43.0       40.0
Old  :                 56.5       37.8       78.4       63.9       37.9       31.2       43.0       40.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    37,819:     5,888      2,115         15     22,904     31,256     28,807     33,386:     9,012      4,433
Old  :    37,819:     5,888      2,115         15     22,904     31,256     28,807     33,386:     9,012      4,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    -2,356:    -2,920     -1,461        -24       -387     -1,103     -3,331     -2,588:       975        232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        5.6        0.0       60.6       82.6       76.2       88.3:      23.8       11.7
Old  :     100.0:      15.6        5.6        0.0       60.6       82.6       76.2       88.3:      23.8       11.7
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  :        59:         5          4          3         38         22         44         28:
Old  :        59:         5          4          3         38         22         44         28:
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  :                 27.8       48.6       38.6       64.5       27.8       48.4       38.1       62.9
Old  :                 27.8       48.6       38.6       64.5       27.8       48.4       38.1       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE                                                        Code-146021
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (50 Index Points)                                                          :
     :          :                                                                            :
All  :     4,433:     3,393      2,496        457         31        840      3,881      3,793:       552        640
Old  :     4,433:     3,393      2,496        457         31        840      3,881      3,793:       552        640
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :     1,272:     1,011        429        321        -74        427      1,258      1,177:        14         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.5       56.3       10.3        0.7       18.9       87.5       85.6:      12.5       14.4
Old  :     100.0:      76.5       56.3       10.3        0.7       18.9       87.5       85.6:      12.5       14.4
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  :        59:        24         29          5          1          5         27         37:
Old  :        59:        24         29          5          1          5         27         37:
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  :                 43.5       30.1       64.9       46.9       40.1       27.2       58.5       42.9
Old  :                 43.5       30.1       64.9       46.9       40.1       27.2       58.5       42.9
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 - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (0.1 Index Points)                                                         :
     :          :                                                                            :
All  :    13,302:     9,784     10,044      2,985          5          0     12,774     13,029:       528        273
Old  :    13,302:     9,784     10,044      2,985          5          0     12,774     13,029:       528        273
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :     2,894:     1,013        977      1,913        -50          0      2,876      2,890:        18          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.6       75.5       22.4        0.0        0.0       96.0       97.9:       4.0        2.1
Old  :     100.0:      73.6       75.5       22.4        0.0        0.0       96.0       97.9:       4.0        2.1
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  :        82:        54         27          3          1          0         57         28:
Old  :        82:        54         27          3          1          0         57         28:
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  :                 45.2       59.6       62.3       79.4       30.9       45.6       43.5       59.8
Old  :                 45.2       59.6       62.3       79.4       30.9       45.6       43.5       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $20)                                                   :
     :          :                                                                            :
All  :   278,608:    61,479     53,247     22,141    146,658    159,199    230,279    234,587:    48,330     44,022
Old  :   278,608:    61,479     53,247     22,141    146,658    159,199    230,279    234,587:    48,330     44,022
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    -2,685:       420     -7,669      2,352     -6,549      2,728     -3,777     -2,589:     1,093        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       19.1        7.9       52.6       57.1       82.7       84.2:      17.3       15.8
Old  :     100.0:      22.1       19.1        7.9       52.6       57.1       82.7       84.2:      17.3       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  :       335:        74         71         36        113        123        204        215:
Old  :       335:        74         71         36        113        123        204        215:
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       16.9       29.9       29.9       15.9       16.5       24.8       28.0
Old  :                 18.2       16.9       29.9       29.9       15.9       16.5       24.8       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE                                                               Code-209742
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   263,420:    69,483     55,653      7,914    144,368    158,802    221,765    222,369:    41,655     41,051
Old  :   263,420:    69,483     55,653      7,914    144,368    158,802    221,765    222,369:    41,655     41,051
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    -4,075:        24     -8,637      2,109     -7,181      2,537     -5,048     -3,991:       973        -84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       21.1        3.0       54.8       60.3       84.2       84.4:      15.8       15.6
Old  :     100.0:      26.4       21.1        3.0       54.8       60.3       84.2       84.4:      15.8       15.6
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  :       298:        58         58         28        108        119        181        190:
Old  :       298:        58         58         28        108        119        181        190:
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  :                 19.2       17.9       31.6       31.4       16.8       17.5       27.8       29.6
Old  :                 19.2       17.9       31.6       31.4       16.8       17.5       27.8       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-209747
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX x $2)                                              :
     :          :                                                                            :
All  :   151,884:    58,916    114,890      3,318     22,904      3,971     85,138    122,179:    66,746     29,705
Old  :   151,884:    58,916    114,890      3,318     22,904      3,971     85,138    122,179:    66,746     29,705
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    13,902:     5,675     11,398        716      6,316      1,910     12,707     14,024:     1,195       -122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8       75.6        2.2       15.1        2.6       56.1       80.4:      43.9       19.6
Old  :     100.0:      38.8       75.6        2.2       15.1        2.6       56.1       80.4:      43.9       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  :        54:        23         18          7          9          5         33         29:
Old  :        54:        23         18          7          9          5         33         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  :                 42.9       72.2       48.1       76.7       41.4       71.8       46.5       74.8
Old  :                 42.9       72.2       48.1       76.7       41.4       71.8       46.5       74.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   226,955:    72,034    135,820      8,892    125,129     48,235    206,055    192,947:    20,900     34,008
Old  :   226,955:    72,034    135,820      8,892    125,129     48,235    206,055    192,947:    20,900     34,008
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    22,497:     3,411     13,800      2,559     16,019      4,383     21,989     20,742:       508      1,755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       59.8        3.9       55.1       21.3       90.8       85.0:       9.2       15.0
Old  :     100.0:      31.7       59.8        3.9       55.1       21.3       90.8       85.0:       9.2       15.0
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  :       105:        22         41         15         25         28         54         77:
Old  :       105:        22         41         15         25         28         54         77:
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  :                 37.1       42.2       54.5       53.0       36.2       41.9       53.6       50.8
Old  :                 37.1       42.2       54.5       53.0       36.2       41.9       53.6       50.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE                                                            Code-239742
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $50)                                                  :
     :          :                                                                            :
All  :   519,058:    56,600    118,397      9,258    427,567    370,186    493,425    497,841:    25,633     21,217
Old  :   519,058:    56,600    118,397      9,258    427,567    370,186    493,425    497,841:    25,633     21,217
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    -7,864:     7,948     -1,534       -976    -14,409     -3,963     -7,437     -6,473:      -427     -1,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       22.8        1.8       82.4       71.3       95.1       95.9:       4.9        4.1
Old  :     100.0:      10.9       22.8        1.8       82.4       71.3       95.1       95.9:       4.9        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  :       339:        45         52         21        164        145        220        207:
Old  :       339:        45         52         21        164        145        220        207:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       19.6       33.8       29.0       18.8       19.1       32.3       28.3
Old  :                 20.1       19.6       33.8       29.0       18.8       19.1       32.3       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE                                            Code-239744
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 1000 VALUE INDEX x $50)                                           :
     :          :                                                                            :
All  :    13,706:     3,621        736          0      9,193     12,472     12,814     13,208:       892        498
Old  :    13,706:     3,621        736          0      9,193     12,472     12,814     13,208:       892        498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :         6:         3          0          0        -66          0        -63          0:        69          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        5.4        0.0       67.1       91.0       93.5       96.4:       6.5        3.6
Old  :     100.0:      26.4        5.4        0.0       67.1       91.0       93.5       96.4:       6.5        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         3          2          0          9          9         12         11:
Old  :        23:         3          2          0          9          9         12         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       77.6       82.8       90.0       53.4       77.6       82.8       90.0
Old  :                 53.4       77.6       82.8       90.0       53.4       77.6       82.8       90.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    17,476:     3,241      3,712          0     10,462     11,072     13,703     14,784:     3,773      2,692
Old  :    17,476:     3,241      3,712          0     10,462     11,072     13,703     14,784:     3,773      2,692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :       502:       999        770          0        -27        -13        972        757:      -470       -255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       21.2        0.0       59.9       63.4       78.4       84.6:      21.6       15.4
Old  :     100.0:      18.5       21.2        0.0       59.9       63.4       78.4       84.6:      21.6       15.4
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  :        24:         5          5          0          9          6         14         11:
Old  :        24:         5          5          0          9          6         14         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  :                 51.7       70.4       67.4       81.6       51.7       70.4       67.4       81.6
Old  :                 51.7       70.4       67.4       81.6       51.7       70.4       67.4       81.6
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 - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    52,521:    14,164      7,943        380     30,699     17,634     45,243     25,957:     7,278     26,564
Old  :    52,521:    14,164      7,943        380     30,699     17,634     45,243     25,957:     7,278     26,564
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :       822:     1,675      1,314        301       -715        949      1,261      2,564:      -439     -1,742
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       15.1        0.7       58.5       33.6       86.1       49.4:      13.9       50.6
Old  :     100.0:      27.0       15.1        0.7       58.5       33.6       86.1       49.4:      13.9       50.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        16          8          5         27         18         43         31:
Old  :        62:        16          8          5         27         18         43         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  :                 29.8       30.4       49.8       38.1       29.3       30.3       48.3       38.0
Old  :                 29.8       30.4       49.8       38.1       29.3       30.3       48.3       38.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-43874A
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                     :
     :          :                                                                            :
All  :   214,789:    84,466     10,942     12,570    117,404    191,223    214,440    214,735:       349         54
Old  :   214,789:    84,466     10,942     12,570    117,404    191,223    214,440    214,735:       349         54
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :     2,702:      -637       -200      1,249      2,085      1,664      2,697      2,713:         5        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3        5.1        5.9       54.7       89.0       99.8      100.0:       0.2        0.0
Old  :     100.0:      39.3        5.1        5.9       54.7       89.0       99.8      100.0:       0.2        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  :       102:        37          9         11         40         33         80         50:
Old  :       102:        37          9         11         40         33         80         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       45.8       50.3       71.4       26.7       40.5       40.5       60.5
Old  :                 31.8       45.8       50.3       71.4       26.7       40.5       40.5       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 25, 2023