Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   206,046
Positions
   111,865     18,214        596     29,030     84,454      5,459     14,845     54,667      4,357     10,689      1,799          1     29,204     36,499
 
Changes from:       November 7, 2023                                 Total Change is:     5,682
     7,391     -1,346         -5        953      4,089       -644       -416      3,699        363        432       -530        -11     -2,381         67
 
Percent of Open Interest Represented by Each Category of Trader
      54.3        8.8        0.3       14.1       41.0        2.6        7.2       26.5        2.1        5.2        0.9        0.0       14.2       17.7
 
Number of Traders in Each Category                                    Total Traders:       121 
        12          .          .         13         33         12         17         30          8         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    59,464
Positions
    29,466      3,136        896      6,749     24,576         84      9,191     11,735         33      1,433          0          0     11,612     19,004
 
Changes from:       November 7, 2023                                 Total Change is:     2,708
       476      2,002         16      3,506       -308         10     -3,441      1,705          0        -80          0          0      2,221       -717
 
Percent of Open Interest Represented by Each Category of Trader
      49.6        5.3        1.5       11.3       41.3        0.1       15.5       19.7        0.1        2.4        0.0        0.0       19.5       32.0
 
Number of Traders in Each Category                                    Total Traders:        55 
         7          .          .          4         15          .         10         14          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                                    
CFTC Code #096742                                                    Open Interest is   216,411
Positions
    76,522     12,725      4,174     36,137    102,828      3,520     60,379     46,640      9,006        270      3,406          0     26,403     34,112
 
Changes from:       November 7, 2023                                 Total Change is:     3,681
     6,668       -580        194     -1,116      2,385     -1,066     -4,966      3,556       -686        270        700          0      4,383       -822
 
Percent of Open Interest Represented by Each Category of Trader
      35.4        5.9        1.9       16.7       47.5        1.6       27.9       21.6        4.2        0.1        1.6        0.0       12.2       15.8
 
Number of Traders in Each Category                                    Total Traders:       118 
         4          8          .          9         35         11         26         31         12          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   273,763
Positions
   109,940      7,807        855     71,014    112,838      3,337     28,422     92,851      8,928      9,186      2,043          7     42,074     45,097
 
Changes from:       November 7, 2023                                 Total Change is:    14,065
    14,965    -12,297          5        901     18,644       -387     -6,465     10,697      1,365        167     -2,582          0      3,514     -1,380
 
Percent of Open Interest Represented by Each Category of Trader
      40.2        2.9        0.3       25.9       41.2        1.2       10.4       33.9        3.3        3.4        0.7        0.0       15.4       16.5
 
Number of Traders in Each Category                                    Total Traders:       153 
        15          6          .         22         34         11         24         38         13         10          4          .
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Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   702,463
Positions
    19,768    411,285      5,003    441,077    113,079     23,629     77,152     70,027     14,086     34,062      9,748      3,972     83,714     51,634
 
Changes from:       November 7, 2023                                 Total Change is:     4,839
       -61     10,664       -564     -2,115     -5,690      2,354        -88     -1,843      2,606      1,236       -538         51      1,420     -2,201
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       58.5        0.7       62.8       16.1        3.4       11.0       10.0        2.0        4.8        1.4        0.6       11.9        7.4
 
Number of Traders in Each Category                                    Total Traders:       295 
        12         16          6        110         38         45         43         42         26         23         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    29,778
Positions
         0     11,623          0     14,432      1,473      2,586          0     10,123          0          0          0          0     12,760      3,973
 
Changes from:       November 7, 2023                                 Total Change is:       -72
         0        -12          0        -77        -19        -18          0       -648          0          0          0          0         23        625
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       39.0        0.0       48.5        4.9        8.7        0.0       34.0        0.0        0.0        0.0        0.0       42.9       13.3
 
Number of Traders in Each Category                                    Total Traders:        28 
         0          .          0         16          .          6          0          6          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   197,469
Positions
   106,642     10,297      1,562     28,302    111,379      6,877     26,760     33,023      4,412      1,096          0          0     21,818     29,919
 
Changes from:       November 7, 2023                                 Total Change is:     4,973
     2,516     -5,697       -606     -5,554      9,666        989      7,602        174          1        -24          0          0         49        446
 
Percent of Open Interest Represented by Each Category of Trader
      54.0        5.2        0.8       14.3       56.4        3.5       13.6       16.7        2.2        0.6        0.0        0.0       11.0       15.2
 
Number of Traders in Each Category                                    Total Traders:       107 
        10          4          .         14         24         10         22         30         10          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   228,809
Positions
    20,915     61,768        187    118,049      2,497      1,230     73,903     53,905      4,004      3,647    102,530          0      6,874      2,688
 
Changes from:       November 7, 2023                                 Total Change is:    12,275
      -639      8,637        -13      8,433       -342        -54      1,270        -98      3,559       -216        357          0        -65        229
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       27.0        0.1       51.6        1.1        0.5       32.3       23.6        1.7        1.6       44.8        0.0        3.0        1.2
 
Number of Traders in Each Category                                    Total Traders:       157 
         6          7          .         26          6          5         53         29         13         14         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    68,030
Positions
     1,581     41,347        183     45,600      2,386         29     12,470     18,450        219      4,470      3,695          0      3,478      1,721
 
Changes from:       November 7, 2023                                 Total Change is:     6,436
       110      6,144         -7      4,693          0          2      1,306       -220         81        123        340          0        128         96
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       60.8        0.3       67.0        3.5        0.0       18.3       27.1        0.3        6.6        5.4        0.0        5.1        2.5
 
Number of Traders in Each Category                                    Total Traders:        80 
         .          5          .         15          5          .         23         11          .          7         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                                       
CFTC Code #112741                                                    Open Interest is    49,906
Positions
    32,411      4,570         89      2,400     26,325        153     10,503     11,693      1,086        143        733         14      3,107      5,243
 
Changes from:       November 7, 2023                                 Total Change is:    -1,095
       427       -283         -3     -1,387     -1,273        -44       -178        540         75        -45        130          0         60       -237
 
Percent of Open Interest Represented by Each Category of Trader
      64.9        9.2        0.2        4.8       52.7        0.3       21.0       23.4        2.2        0.3        1.5        0.0        6.2       10.5
 
Number of Traders in Each Category                                    Total Traders:        90 
        10          .          .          8         21          .         14         29          7          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                                 
CFTC Code #122741                                                    Open Interest is    19,089
Positions
       259      2,302          0     13,636        725         77      2,921     14,256        218        266          0          0      1,712      1,511
 
Changes from:       November 7, 2023                                 Total Change is:     1,054
         0        637          0      1,026         -2          0        325        527        -16          0          0          0       -281        -92
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       12.1        0.0       71.4        3.8        0.4       15.3       74.7        1.1        1.4        0.0        0.0        9.0        7.9
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          0          .          .          .         11         10          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                             
CFTC Code #12460+                                                    Open Interest is   101,030
Positions
    52,081     10,731        742     14,042     22,006        837      9,805     29,022      2,488     10,238     19,124          2     10,795     16,078
 
Changes from:       November 7, 2023                                 Total Change is:    -2,276
      -165        451        -30        -10       -387        305     -3,332     -3,964        901         21        614          0         34       -166
 
Percent of Open Interest Represented by Each Category of Trader
      51.6       10.6        0.7       13.9       21.8        0.8        9.7       28.7        2.5       10.1       18.9        0.0       10.7       15.9
 
Number of Traders in Each Category                                    Total Traders:       103 
        15         12          .         14         13          6         15         23         11          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                                     
CFTC Code #124603                                                    Open Interest is   101,030
Positions
    52,081     10,731        742     14,042     22,006        837      9,805     29,022      2,488     10,238     19,124          2     10,795     16,078
 
Changes from:       November 7, 2023                                 Total Change is:    -2,276
      -165        451        -30        -10       -387        305     -3,332     -3,964        901         21        614          0         34       -166
 
Percent of Open Interest Represented by Each Category of Trader
      51.6       10.6        0.7       13.9       21.8        0.8        9.7       28.7        2.5       10.1       18.9        0.0       10.7       15.9
 
Number of Traders in Each Category                                    Total Traders:       103 
        15         12          .         14         13          6         15         23         11          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    43,952
Positions
     7,850     22,873          0     24,547     10,090      4,486      2,891      5,221          0          0          0          0      4,178      1,282
 
Changes from:       November 7, 2023                                 Total Change is:     3,264
       643      2,430          0        608        837         97       -130       -153          0          0          0          0      2,046         53
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       52.0        0.0       55.8       23.0       10.2        6.6       11.9        0.0        0.0        0.0        0.0        9.5        2.9
 
Number of Traders in Each Category                                    Total Traders:        43 
         4          6          0         17          8          4          .          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $50.00)                                                                              
CFTC Code #13874+                                                    Open Interest is 2,208,240
Positions
   262,081    676,357     28,392  1,088,088    388,863    183,893    178,571    469,104     56,669    130,175    169,037      9,310    271,062    226,615
 
Changes from:       November 7, 2023                                 Total Change is:    13,616
    10,741     27,910      3,275     -3,622    -31,162      5,509     10,319     26,951        881    -20,339     -4,009        -68      6,920    -15,672
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       30.6        1.3       49.3       17.6        8.3        8.1       21.2        2.6        5.9        7.7        0.4       12.3       10.3
 
Number of Traders in Each Category                                    Total Traders:       507 
        33         37         22        163         70        101         80         77         66         28         16         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    22,879
Positions
     8,624     10,924          0      7,843      7,950        915      3,930        881          0          0          0          0      1,567      2,209
 
Changes from:       November 7, 2023                                 Total Change is:       -32
       166        -96          0          0          5          0         23       -112          0          0          0          0       -221        171
 
Percent of Open Interest Represented by Each Category of Trader
      37.7       47.7        0.0       34.3       34.7        4.0       17.2        3.9        0.0        0.0        0.0        0.0        6.8        9.7
 
Number of Traders in Each Category                                    Total Traders:        27 
         4          8          0          .          5          .          5          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    34,262
Positions
     2,860     26,419          7     22,954      5,196          0      5,277      1,189          0          0          0          0      3,164      1,451
 
Changes from:       November 7, 2023                                 Total Change is:     1,098
     1,367     -1,540          6        285      2,987          0        -88       -326          0          0          0          0       -472        -29
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       77.1        0.0       67.0       15.2        0.0       15.4        3.5        0.0        0.0        0.0        0.0        9.2        4.2
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          9          .         18          .          0          8          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                                       
CFTC Code #13874A                                                    Open Interest is 2,192,899
Positions
   261,903    675,210     28,392  1,085,968    388,978    183,516    180,185    471,217     50,470    134,460    168,887      5,024    262,981    221,205
 
Changes from:       November 7, 2023                                 Total Change is:    14,952
    10,753     27,526      3,275     -3,880    -31,152      5,553      7,531     25,718      4,075    -20,020     -4,009       -387      8,052    -15,647
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       30.8        1.3       49.5       17.7        8.4        8.2       21.5        2.3        6.1        7.7        0.2       12.0       10.1
 
Number of Traders in Each Category                                    Total Traders:       494 
        33         36         22        159         70         98         72         79         64         28         15         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    36,870
Positions
    26,313     33,351          0      8,134        317          0        411        912          0          0          0          0      2,012      2,290
 
Changes from:       November 7, 2023                                 Total Change is:       205
      -170      1,573          0         90     -1,625          0        -66          0          0          0          0          0        351        257
 
Percent of Open Interest Represented by Each Category of Trader
      71.4       90.5        0.0       22.1        0.9        0.0        1.1        2.5        0.0        0.0        0.0        0.0        5.5        6.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         7          5          0          5          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    14,961
Positions
     7,276     13,135          0      5,128          0         44        810        762          0          0          0          0      1,703      1,020
 
Changes from:       November 7, 2023                                 Total Change is:       -84
     1,713       -143          0     -1,439          0          0          0       -238          0          0          0          0       -358        297
 
Percent of Open Interest Represented by Each Category of Trader
      48.6       87.8        0.0       34.3        0.0        0.3        5.4        5.1        0.0        0.0        0.0        0.0       11.4        6.8
 
Number of Traders in Each Category                                    Total Traders:        21 
         7          6          0          4          0          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    32,001
Positions
    17,042      8,550         33     10,879      4,368        161      1,785     17,867         18          0          0          0      2,083      1,004
 
Changes from:       November 7, 2023                                 Total Change is:     1,193
     1,667          1          0        411      1,406          2     -1,032        -56         -3          0          0          0        148       -157
 
Percent of Open Interest Represented by Each Category of Trader
      53.3       26.7        0.1       34.0       13.6        0.5        5.6       55.8        0.1        0.0        0.0        0.0        6.5        3.1
 
Number of Traders in Each Category                                    Total Traders:        35 
         8          5          .          9          .          .          .          8          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE   ($5 X S&P 500 INDEX)                                                                            
CFTC Code #13874U                                                    Open Interest is   153,412
Positions
     1,779     11,465          0     23,176        831      1,793     44,831     39,849      1,012          0     44,347         11     80,810     54,104
 
Changes from:       November 7, 2023                                 Total Change is:   -13,361
      -122      3,841          0      2,626        -53       -484     -1,989    -17,540     -2,070          0      3,190          1    -11,323       -246
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        7.5        0.0       15.1        0.5        1.2       29.2       26.0        0.7        0.0       28.9        0.0       52.7       35.3
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          0         10          .          4         10          4          5          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE   (S&P 500 TOTAL RETURN INDEX x $25)                                                          
CFTC Code #13874W                                                    Open Interest is   413,996
Positions
   153,026    151,727    140,406          0     38,000          0     23,470      9,897     68,126     24,277          0          0      4,691      5,840
 
Changes from:       November 7, 2023                                 Total Change is:    16,736
    22,484     23,214    -13,409          0          0          0      2,045         65      5,690          0          0          0        -74      1,176
 
Percent of Open Interest Represented by Each Category of Trader
      37.0       36.6       33.9        0.0        9.2        0.0        5.7        2.4       16.5        5.9        0.0        0.0        1.1        1.4
 
Number of Traders in Each Category                                    Total Traders:        33 
         7         12         18          0          .          0          4          4         10          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    40,682
Positions
     5,445      2,033         15     23,186     23,441      2,434      1,538      2,785        357        250      1,400          0      7,457      8,217
 
Changes from:       November 7, 2023                                 Total Change is:     1,188
    -1,213        231          0      2,074     -2,349        -29       -654      1,098        134          0        478          0        876      1,625
 
Percent of Open Interest Represented by Each Category of Trader
      13.4        5.0        0.0       57.0       57.6        6.0        3.8        6.8        0.9        0.6        3.4        0.0       18.3       20.2
 
Number of Traders in Each Category                                    Total Traders:        67 
         7          .          .         28         15         13          5          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $20)                                                                           
CFTC Code #20974+                                                    Open Interest is   284,718
Positions
    46,759    100,323      2,789    101,016     16,433      7,180     46,765     45,174     14,069     23,299     53,489        835     42,007     44,427
 
Changes from:       November 7, 2023                                 Total Change is:     5,495
    -2,895     13,999        109     12,439     -6,597       -394    -15,347     -1,290      1,139      6,322      2,808        208      3,915     -4,486
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       35.2        1.0       35.5        5.8        2.5       16.4       15.9        4.9        8.2       18.8        0.3       14.8       15.6
 
Number of Traders in Each Category                                    Total Traders:       333 
        25         35         13         80         29         36         58         50         32         20         34          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                                                 
CFTC Code #209742                                                    Open Interest is   273,787
Positions
    47,225    100,185      2,059    100,730     16,433      7,155     46,141     51,049      6,913     23,158     51,304        794     39,612     37,895
 
Changes from:       November 7, 2023                                 Total Change is:     5,190
    -2,716     13,898         59     12,432     -6,597       -398    -15,675       -625        892      6,306      2,746        202      4,088     -4,987
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       36.6        0.8       36.8        6.0        2.6       16.9       18.6        2.5        8.5       18.7        0.3       14.5       13.8
 
Number of Traders in Each Category                                    Total Traders:       303 
        25         31         11         76         29         35         52         49         29         14         27          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX x $2)                                                                
CFTC Code #209747                                                    Open Interest is   109,309
Positions
     2,571      8,616         63      2,862          0        250     70,738      5,747      7,056      1,413     21,845        410     23,946     65,322
 
Changes from:       November 7, 2023                                 Total Change is:     3,045
    -1,283      1,519        -10         70          0         43      4,696     -5,236      1,047        156        617         58     -1,732      5,007
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        7.9        0.1        2.6        0.0        0.2       64.7        5.3        6.5        1.3       20.0        0.4       21.9       59.8
 
Number of Traders in Each Category                                    Total Traders:        51 
         .          5          .          5          0          .         16          8          5          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                                   
CFTC Code #239742                                                    Open Interest is   552,664
Positions
   116,319    108,150     13,548    187,143    167,073     38,739    141,736    139,434      5,930     26,149     53,435        239     22,861     26,116
 
Changes from:       November 7, 2023                                 Total Change is:     5,805
   -15,419     13,197      2,272      4,580    -19,429       -345      3,723      3,525        701     12,300      4,705         -5     -2,002      1,184
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       19.6        2.5       33.9       30.2        7.0       25.6       25.2        1.1        4.7        9.7        0.0        4.1        4.7
 
Number of Traders in Each Category                                    Total Traders:       375 
        32         18          6         83         74         45         61         74         35         14         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is    25,477
Positions
    11,729      9,993          0     12,597     14,164          0        358        523          0          0          0          0        793        797
 
Changes from:       November 7, 2023                                 Total Change is:       686
         0        930          0      1,080        -70          0          0          0          0          0          0          0       -394       -174
 
Percent of Open Interest Represented by Each Category of Trader
      46.0       39.2        0.0       49.4       55.6        0.0        1.4        2.1        0.0        0.0        0.0        0.0        3.1        3.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          6          0          8          6          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $0.5)                                                                  
CFTC Code #239747                                                    Open Interest is    24,467
Positions
       279        237          2      1,415        511         39     11,004      3,948        355        520      1,501          0     10,853     17,874
 
Changes from:       November 7, 2023                                 Total Change is:     1,114
        50        237          0        188       -137          0      2,655       -891       -265        -75        221          0     -1,439      1,949
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        1.0        0.0        5.8        2.1        0.2       45.0       16.1        1.5        2.1        6.1        0.0       44.4       73.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          .          .          .          4          6          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    16,210
Positions
     1,492      9,270          0      9,285          0          2      1,306      2,186         45        364      1,688          0      3,716      3,019
 
Changes from:       November 7, 2023                                 Total Change is:       773
         0       -301          0        593          0          0          0        374         23          0         50          0        157        627
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       57.2        0.0       57.3        0.0        0.0        8.1       13.5        0.3        2.2       10.4        0.0       22.9       18.6
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          4          0          9          0          .          .          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    66,736
Positions
    14,301     21,926      4,245     16,714      1,651        520     15,285      4,404      1,201      3,639        466          0     10,831     32,323
 
Changes from:       November 7, 2023                                 Total Change is:     8,740
       -26         66      3,589        727          0          8        640     -3,554        289        750       -306          0      2,763      8,648
 
Percent of Open Interest Represented by Each Category of Trader
      21.4       32.9        6.4       25.0        2.5        0.8       22.9        6.6        1.8        5.5        0.7        0.0       16.2       48.4
 
Number of Traders in Each Category                                    Total Traders:        60 
        11          7          .         11          .          5         16          7          5          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE  - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                                    
CFTC Code #244041                                                    Open Interest is   394,504
Positions
    35,744    195,576      1,636    277,011     67,017     34,396     15,446     30,864      2,460     16,847     54,353      1,173      9,791      7,029
 
Changes from:       November 7, 2023                                 Total Change is:    -5,538
     1,003      2,360          0     -3,716     -7,342        -18     -2,621     -2,799        -96       -344      2,973        -75        329       -541
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       49.6        0.4       70.2       17.0        8.7        3.9        7.8        0.6        4.3       13.8        0.3        2.5        1.8
 
Number of Traders in Each Category                                    Total Traders:       197 
        14         15          5         79         46         35         16         21         10          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                                     
CFTC Code #244042                                                    Open Interest is   995,355
Positions
    70,556    413,004     16,176    593,445    299,164    119,167    113,282    111,272      7,354     44,753     11,704      2,289     28,333     15,225
 
Changes from:       November 7, 2023                                 Total Change is:   -13,018
      -191        919     -1,494     -4,875    -12,513     -2,068     10,026      3,136          5    -15,615        426       -238      1,432     -1,191
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       41.5        1.6       59.6       30.1       12.0       11.4       11.2        0.7        4.5        1.2        0.2        2.8        1.5
 
Number of Traders in Each Category                                    Total Traders:       399 
        23         21          8        150         76         77         51         36         20         27         15          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   260,307
Positions
    14,384    183,993     38,466     52,992          0      1,848    121,637      5,171     24,093      6,180      6,449          0        707        287
 
Changes from:       November 7, 2023                                 Total Change is:     4,455
       705      3,692        606        379          0          0      3,289        112       -187        -48          0          0       -289        232
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       70.7       14.8       20.4        0.0        0.7       46.7        2.0        9.3        2.4        2.5        0.0        0.3        0.1
 
Number of Traders in Each Category                                    Total Traders:       106 
        10         25         16         17          0          .         35          6         12          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                     
CFTC Code #020601                                                    Open Interest is 1,354,137
Positions
    37,677    193,092      5,616    731,580    288,661    187,119     69,299    404,174     39,104     77,039     93,653        416    206,287    142,302
 
Changes from:       November 7, 2023                                 Total Change is:    -7,875
    -4,346      1,570     -1,397    -13,568     -3,708      5,464     -2,733     -8,619     -6,056      1,884      1,188         39     12,838      3,644
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       14.3        0.4       54.0       21.3       13.8        5.1       29.8        2.9        5.7        6.9        0.0       15.2       10.5
 
Number of Traders in Each Category                                    Total Traders:       208 
        10         19          7         62         40         64         18         39         18          6         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                               
CFTC Code #020604                                                    Open Interest is 1,584,880
Positions
     7,483     68,126      2,244    935,736    276,203    287,566     94,504    723,971     33,817     50,796     48,126         14    172,720    144,813
 
Changes from:       November 7, 2023                                 Total Change is:    11,897
    -1,522     17,817        647      6,715    -38,118      8,088     -5,955     15,288      4,641     -1,100       -722          0        383      4,256
 
Percent of Open Interest Represented by Each Category of Trader
       0.5        4.3        0.1       59.0       17.4       18.1        6.0       45.7        2.1        3.2        3.0        0.0       10.9        9.1
 
Number of Traders in Each Category                                    Total Traders:       176 
         .         12          5         77         28         59         11         33         14          8          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                                  
CFTC Code #042601                                                    Open Interest is 4,208,593
Positions
   137,678    367,475     30,929  1,888,861    503,644    290,222    969,636  2,592,085     91,954    507,003    171,712     28,230    264,080    132,342
 
Changes from:       November 7, 2023                                 Total Change is:    50,652
    -5,304     47,330     14,083    -74,452      5,459     23,998     35,834    -57,373     29,159     32,319     -2,841         -2     -4,983     -9,161
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        8.7        0.7       44.9       12.0        6.9       23.0       61.6        2.2       12.0        4.1        0.7        6.3        3.1
 
Number of Traders in Each Category                                    Total Traders:       461 
        33         25         15        154         40         90         84         65         49         48         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                 
CFTC Code #043602                                                    Open Interest is 4,743,217
Positions
   134,519    283,554     69,802  2,356,180  1,116,572    713,517    404,848  1,862,635    117,207    508,364    207,261      2,996    435,784    369,673
 
Changes from:       November 7, 2023                                 Total Change is:   116,981
    34,917    -32,984     19,127    -19,570     16,300      4,773     30,978    116,327     19,419     39,928    -36,249        491    -13,082      9,777
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        6.0        1.5       49.7       23.5       15.0        8.5       39.3        2.5       10.7        4.4        0.1        9.2        7.8
 
Number of Traders in Each Category                                    Total Traders:       435 
        21         34         16        136         56         99         63         78         59         24         23          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                
CFTC Code #043607                                                    Open Interest is 2,042,924
Positions
    71,991    171,467      4,425  1,006,200    554,407    305,695    244,636    622,348     29,741    165,669     91,642        979    213,588    262,220
 
Changes from:       November 7, 2023                                 Total Change is:    31,123
      -138     -1,570      3,143     -6,769    -17,793      1,871     20,177     31,189       -690      7,070     14,924        556      5,903       -507
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        8.4        0.2       49.3       27.1       15.0       12.0       30.5        1.5        8.1        4.5        0.0       10.5       12.8
 
Number of Traders in Each Category                                    Total Traders:       187 
         5         14          5         54         48         58         12         34         17          8         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE   1000 x Index Points                                                                                         
CFTC Code #04360Y                                                    Open Interest is     5,891
Positions
         0          0          0          0          0          0        840      1,109      3,275        613        424          6      1,157      1,077
 
Changes from:       November 7, 2023                                 Total Change is:      -128
         0          0          0          0          0          0       -594       -192        270         36        -40        -13        173       -153
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        0.0        0.0       14.3       18.8       55.6       10.4        7.2        0.1       19.6       18.3
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          0          0          0          0          0          4          .          .          7          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                  
CFTC Code #044601                                                    Open Interest is 6,084,468
Positions
   158,054    746,462     30,507  2,976,725    995,203    714,800  1,030,524  2,984,050    175,370    559,873    124,418      1,827    436,788    311,831
 
Changes from:       November 7, 2023                                 Total Change is:    64,634
   -13,425     24,107     10,121    -73,646     41,817     -2,643     78,666    -46,437     44,304     -2,645      5,458        686     23,216    -12,779
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       12.3        0.5       48.9       16.4       11.7       16.9       49.0        2.9        9.2        2.0        0.0        7.2        5.1
 
Number of Traders in Each Category                                    Total Traders:       398 
        18         36         16        151         34         99         53         70         46         24         12          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                             
CFTC Code #045601                                                    Open Interest is 1,766,824
Positions
   529,945    211,283    483,419     67,041     32,968     24,924    196,826    526,238    411,208      5,809      6,536     13,566     34,086     56,682
 
Changes from:       November 7, 2023                                 Total Change is:    36,617
    12,139    -16,555     61,257     29,391     -4,472     -8,290    -48,741      9,463     -9,702     -2,583      2,432      1,124      2,022      1,360
 
Percent of Open Interest Represented by Each Category of Trader
      30.0       12.0       27.4        3.8        1.9        1.4       11.1       29.8       23.3        0.3        0.4        0.8        1.9        3.2
 
Number of Traders in Each Category                                    Total Traders:       156 
        28         31         52          .          6          6         28         47         56          4          4          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE   (2,500 X CONTRACT GRADE IMM INDEX)                                                                    
CFTC Code #047745                                                    Open Interest is    27,526
Positions
    13,592     12,182      5,885        453         86        237        448      2,018      6,648        100        339         89         74         42
 
Changes from:       November 7, 2023                                 Total Change is:      -237
       801        454       -316          0        -31         21        -13        479       -677          0        -80        -99         46         12
 
Percent of Open Interest Represented by Each Category of Trader
      49.4       44.3       21.4        1.6        0.3        0.9        1.6        7.3       24.2        0.4        1.2        0.3        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        37 
        13          .          9          .          .          .          5         11         14          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                      
CFTC Code #134741                                                    Open Interest is10,540,400
Positions
 2,249,314  2,915,770  1,534,789    584,754    804,747    945,345  2,061,149  1,005,853  2,943,800     68,653    238,569    117,433     35,163     34,094
 
Changes from:       November 7, 2023                                 Total Change is:   -59,343
   -65,356     57,648    -38,012    -75,264    -12,934    -41,604     67,074    -73,484     58,260      9,938    -30,464     18,391      7,230      2,856
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       27.7       14.6        5.5        7.6        9.0       19.6        9.5       27.9        0.7        2.3        1.1        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:       891 
        62        120        140         35         88         59        131        167        193        103        114        111
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                      
CFTC Code #134742                                                    Open Interest is   843,526
Positions
   317,070    282,602    206,968    112,846      2,619      4,522     66,893    198,231    130,772      3,623     17,108        399        433        305
 
Changes from:       November 7, 2023                                 Total Change is:    48,431
    40,639     16,045     14,534    -11,485       -814      2,142        701     10,825        997        650      4,508        123        130         71
 
Percent of Open Interest Represented by Each Category of Trader
      37.6       33.5       24.5       13.4        0.3        0.5        7.9       23.5       15.5        0.4        2.0        0.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:       184 
        27         58         57          .          6          .         29         44         44         11          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                            
CFTC Code #342603                                                    Open Interest is    18,311
Positions
     3,775          0          0          0         38          0     13,190     13,067      1,311         35      3,872          0          0         23
 
Changes from:       November 7, 2023                                 Total Change is:       250
         0          0          0          0          0          0        344        344        -94          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      20.6        0.0        0.0        0.0        0.2        0.0       72.0       71.4        7.2        0.2       21.1        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          0          0          0          .          0          .          6          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                           
CFTC Code #343603                                                    Open Interest is    68,148
Positions
     2,546         95     31,585         40        208          0      3,900     16,254     19,415     10,662        571          0          0         20
 
Changes from:       November 7, 2023                                 Total Change is:       230
         0          0          0          0         40          0        230        190          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        0.1       46.3        0.1        0.3        0.0        5.7       23.9       28.5       15.6        0.8        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          .          .          .          0          .          5          .          7          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                            
CFTC Code #344605                                                    Open Interest is    31,047
Positions
     6,988          0      1,253          0        469          0      2,275     21,550      2,839     17,692      4,875          0          0         61
 
Changes from:       November 7, 2023                                 Total Change is:     1,973
         0          0          0          0          0          0         33      1,831          0      1,940        142          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      22.5        0.0        4.0        0.0        1.5        0.0        7.3       69.4        9.1       57.0       15.7        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          0          .          0          .          0          .          9          .          4          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    21,203
Positions
       834      5,539        166     10,886          0        263      3,958     10,635      1,360      1,347      1,714        780      1,609        746
 
Changes from:       November 7, 2023                                 Total Change is:      -546
        36        184         62        618          0        113       -824     -1,553        276     -1,489       -310        633         29         49
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       26.1        0.8       51.3        0.0        1.2       18.7       50.2        6.4        6.4        8.1        3.7        7.6        3.5
 
Number of Traders in Each Category                                    Total Traders:       131 
         5         11          .         17          0          .         40         36         19         10          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE   (Bitcoin X $0.10)                                                                                            
CFTC Code #133742                                                    Open Interest is    13,372
Positions
     3,402      7,638          0      1,633         38         59      2,088      3,872        113      2,577        640         23      3,477        989
 
Changes from:       November 7, 2023                                 Total Change is:     2,711
     1,933      1,849          0       -133        -26          2        716      1,049       -159        163         46         17        172        -67
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       57.1        0.0       12.2        0.3        0.4       15.6       29.0        0.8       19.3        4.8        0.2       26.0        7.4
 
Number of Traders in Each Category                                    Total Traders:        91 
         4          .          0          6          .          .         18          8          6         47          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Nano Bitcoin  - LMX LABS LLC   1/100 X Bitcoin Contract $300                                                                                               
CFTC Code #133LM1                                                    Open Interest is     5,773
Positions
         0      2,626        179          0          0          0        229      2,190          0      4,506        469          0        859        309
 
Changes from:       November 7, 2023                                 Total Change is:     2,393
      -467      2,626        179          0          0          0        199       -364        -13      2,308        -58          0        187         23
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       45.5        3.1        0.0        0.0        0.0        4.0       37.9        0.0       78.1        8.1        0.0       14.9        5.4
 
Number of Traders in Each Category                                    Total Traders:        45 
         0          .          .          0          0          0          .          .          0         36          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     5,385
Positions
       189        962         53      1,393         31         14      1,816      2,820        259        661        864          6        994        376
 
Changes from:       November 7, 2023                                 Total Change is:       775
        41         50         14        583         -4        -12        360        478        126       -385         96          3         45         24
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       17.9        1.0       25.9        0.6        0.3       33.7       52.4        4.8       12.3       16.0        0.1       18.5        7.0
 
Number of Traders in Each Category                                    Total Traders:        72 
         4          8          .          9          .          .         21         19          8          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER  - CHICAGO MERCANTILE EXCHANGE   (0.1 Index Points)                                                                                            
CFTC Code #146022                                                    Open Interest is    19,832
Positions
         0      6,432        125      2,184        417        600      2,387      8,475        914     12,771      2,441         60        791        368
 
Changes from:       November 7, 2023                                 Total Change is:     2,790
    -1,317      6,109     -1,564      1,594       -613          0        569     -1,321        249      3,064       -103          0        195         33
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       32.4        0.6       11.0        2.1        3.0       12.0       42.7        4.6       64.4       12.3        0.3        4.0        1.9
 
Number of Traders in Each Category                                    Total Traders:       100 
         0          .          .          .          .          .          7          5          .         68         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NANO ETHER - LMX LABS LLC   0.1 Ether or 1/10 X$2,000 = $200                                                                                               
CFTC Code #146LM1                                                    Open Interest is     4,502
Positions
         0      1,789        324          0          0          0         63      1,631         19      3,369        554          0        727        185
 
Changes from:       November 7, 2023                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       39.7        7.2        0.0        0.0        0.0        1.4       36.2        0.4       74.8       12.3        0.0       16.1        4.1
 
Number of Traders in Each Category                                    Total Traders:        34 
         0          .          .          0          0          0          .          .          .         25          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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USD INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                                 
CFTC Code #098662                                                    Open Interest is    38,842
Positions
         0     24,176          0     18,271        291        702     14,021      8,182        422      1,811      2,098          0      3,615      2,971
 
Changes from:       November 7, 2023                                 Total Change is:    -2,382
         0        -30          0        660       -392         -3     -1,577       -498       -416       -758       -801          0       -288       -242
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       62.2        0.0       47.0        0.7        1.8       36.1       21.1        1.1        4.7        5.4        0.0        9.3        7.6
 
Number of Traders in Each Category                                    Total Traders:       100 
         0          .          0         16          .          4         27         19          .         17         15          0
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Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   415,124
Positions
    60,117     57,588     14,205     86,804     79,175     56,351     78,686     85,757     70,681      6,954      6,342     18,392     22,934     26,633
 
Changes from:       November 7, 2023                                 Total Change is:    40,347
    12,933     11,423        863      2,305      4,753      5,046      9,100      2,160     15,752     -3,036      1,439      1,586     -4,202     -2,675
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       13.9        3.4       20.9       19.1       13.6       19.0       20.7       17.0        1.7        1.5        4.4        5.5        6.4
 
Number of Traders in Each Category                                    Total Traders:       221 
        15         11         16         23         35         24         49         48         72         12         16         23
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Traders in Financial Futures - Futures Only Positions as of November 14, 2023                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BBG COMMODITY - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                                    
CFTC Code #221602                                                    Open Interest is    64,335
Positions
    50,871     46,805          0     10,566      4,173        417      1,593     12,518        323        290         61          6        269         32
 
Changes from:       November 7, 2023                                 Total Change is:       -41
       189          0          0         34        100          0       -294       -240         91        -65          6          1          3          1
 
Percent of Open Interest Represented by Each Category of Trader
      79.1       72.8        0.0       16.4        6.5        0.6        2.5       19.5        0.5        0.5        0.1        0.0        0.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        39 
         7          .          0         11          4          .          4          7          .          .          .          .
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Updated November 17, 2023