USD Malaysian Crude Palm Oil C - CHICAGO MERCANTILE EXCHANGE         Code-037021
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       41,895
COMMITMENTS
     674    8,450    3,230   37,991   30,215   41,895   41,895        0        0

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     -3,956)
    -110     -690     -850   -2,996   -2,416   -3,956   -3,956        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6     20.2      7.7     90.7     72.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        6        5        9       13       17       22                  
 
 
EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE                   Code-047745
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 X CONTRACT GRADE IMM INDEX)                   OPEN INTEREST:       12,132
COMMITMENTS
     223    1,792    2,733    9,038    7,490   11,994   12,015      138      117

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:         10)
    -102      394     -396      459        7      -39        5       49        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     14.8     22.5     74.5     61.7     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        9       13       11       14       24       28                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       11,662
COMMITMENTS
      92    1,019    1,362    9,480    8,841   10,934   11,223      729      440

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     -2,064)
       1     -330      -97   -2,003   -1,607   -2,099   -2,034       36      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      8.7     11.7     81.3     75.8     93.8     96.2      6.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        7        7       26       28       34       35                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       37,475
COMMITMENTS
   3,679    6,579    9,563   20,957   15,672   34,198   31,814    3,276    5,660

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     -9,792)
  -1,006   -2,888   -2,435   -5,484   -3,566   -8,925   -8,889     -867     -903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8     17.6     25.5     55.9     41.8     91.3     84.9      8.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      17       15       13       38       28       61       50                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       13,947
COMMITMENTS
       0    1,659    2,411   10,221    9,147   12,632   13,217    1,315      731

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:       -727)
       0     -303      102   -1,000     -453     -898     -654      172      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     11.9     17.3     73.3     65.6     90.6     94.8      9.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       0        9        8       36       23       44       32                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,867
COMMITMENTS
   1,965    3,386    3,257    7,015    4,906   12,238   11,549      629    1,318

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:       -940)
    -470      -84       17     -496     -827     -949     -894        9      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     26.3     25.3     54.5     38.1     95.1     89.8      4.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        3        7       20       17       27       25                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      304,469
COMMITMENTS
  62,948   30,570  122,459   97,418  122,803  282,825  275,833   21,643   28,636

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     -2,868)
   2,351   -1,912   -3,189   -1,875    1,379   -2,713   -3,722     -155      854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7     10.0     40.2     32.0     40.3     92.9     90.6      7.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     118       67      134       99       98      284      251                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      391,688
COMMITMENTS
 135,665   20,819  120,513  102,691  201,265  358,870  342,597   32,818   49,090

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:       -271)
    -355    1,596     -353     -246   -1,677     -954     -434      683      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.6      5.3     30.8     26.2     51.4     91.6     87.5      8.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      442)
     156       64      126      148      186      358      337                  
 
 
LUMBER - CHICAGO MERCANTILE EXCHANGE                                 Code-058644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 27,500 BOARD FEET)                     OPEN INTEREST:        7,230
COMMITMENTS
   2,280    3,400      226    3,743    2,853    6,249    6,480      982      751

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:         42)
     171      382      -35      -66     -237       70      111      -28      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5     47.0      3.1     51.8     39.5     86.4     89.6     13.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      17       22        6       27       13       49       40                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       71,259
COMMITMENTS
  21,447    9,544   23,628   16,042   17,722   61,116   50,894   10,142   20,364

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     -7,641)
  -1,326      867   -4,612   -1,655   -1,889   -7,594   -5,634      -48   -2,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.1     13.4     33.2     22.5     24.9     85.8     71.4     14.2     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      74       69       85       65       78      189      196                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       24,776
COMMITMENTS
     375    3,835    4,021   19,734   14,630   24,130   22,485      645    2,291

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     -4,915)
    -134   -1,693     -351   -4,551   -2,818   -5,036   -4,862      121      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5     15.5     16.2     79.7     59.0     97.4     90.8      2.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5       10        8       27       32       36       46                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      206,745
COMMITMENTS
  42,747   71,484   15,305  113,755   82,346  171,808  169,135   34,937   37,610

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     15,351)
   1,524   10,485    3,519   10,639     -503   15,683   13,501     -332    1,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7     34.6      7.4     55.0     39.8     83.1     81.8     16.9     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      23       37       17       32       41       61       89                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,634
COMMITMENTS
  12,517   17,781      929   25,918   15,168   39,364   33,878   12,270   17,756

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:      4,072)
   3,548    4,788      501    2,280   -2,567    6,329    2,722   -2,257    1,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     34.4      1.8     50.2     29.4     76.2     65.6     23.8     34.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      14       10        5       13       13       27       28                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      246,538
COMMITMENTS
 100,666   33,180   11,315  127,455  199,124  239,436  243,618    7,102    2,920

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:      7,333)
  -9,622   -3,274    6,269   12,200    4,875    8,847    7,870   -1,514     -537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.8     13.5      4.6     51.7     80.8     97.1     98.8      2.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      66       33       15       44       38      118       79                  
 
 
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE                          Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      270,199
COMMITMENTS
  90,656   45,493   40,900  102,084  150,994  233,640  237,387   36,559   32,811

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:      3,452)
  -7,133   -4,183    4,184    3,775   -3,706      826   -3,705    2,626    7,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.6     16.8     15.1     37.8     55.9     86.5     87.9     13.5     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      30       19       21       43       61       81       95                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      298,672
COMMITMENTS
  31,411  136,798   18,085  211,824   97,345  261,320  252,229   37,352   46,443

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     26,801)
  10,541    9,993    3,703   13,231    8,994   27,476   22,690     -675    4,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5     45.8      6.1     70.9     32.6     87.5     84.5     12.5     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      27       47       17       59       59       95      114                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      880,232
COMMITMENTS
 240,481  103,168   78,405  467,842  645,291  786,728  826,864   93,504   53,368

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     23,491)
   4,302   16,290   11,600    4,926   -8,456   20,828   19,434    2,663    4,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3     11.7      8.9     53.1     73.3     89.4     93.9     10.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      94       48       42      139       96      245      174                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       29,558
COMMITMENTS
   5,157    4,752      818   11,976   17,447   17,951   23,017   11,607    6,541

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:         75)
    -400       17      403        2      -11        5      409       70     -334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     16.1      2.8     40.5     59.0     60.7     77.9     39.3     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        3        2       10       12       18       16                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       34,872
COMMITMENTS
  20,473    6,540      399   10,681   26,250   31,553   33,189    3,319    1,683

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:    -18,293)
  -2,571       84   -1,781  -13,814  -16,314  -18,166  -18,011     -127     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.7     18.8      1.1     30.6     75.3     90.5     95.2      9.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      30       20        4       18       16       50       38                  
 
 
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE                              Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       56,507
COMMITMENTS
  16,847   30,847    2,600   34,068   16,777   53,515   50,224    2,992    6,283

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:       -152)
  -3,707      -83      229    3,135     -859     -343     -713      191      561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.8     54.6      4.6     60.3     29.7     94.7     88.9      5.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      22       36        8       20       21       46       62                  
 
 
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                        Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       25,151
COMMITMENTS
   2,343   10,440       86   21,574   12,856   24,003   23,382    1,148    1,769

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:        564)
     677     -401        7     -160      734      524      340       40      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3     41.5      0.3     85.8     51.1     95.4     93.0      4.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10        8        3        6       11       18       20                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:       16,493
COMMITMENTS
  11,592    9,827    3,264      361    2,663   15,218   15,754    1,275      739

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     -1,187)
  -1,429   -1,893      271       21      424   -1,138   -1,198      -49       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    70.3     59.6     19.8      2.2     16.1     92.3     95.5      7.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      36       65       34        4       10       63       87                  
 
 
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE                          Code-133742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Bitcoin X $0.10)                                    OPEN INTEREST:       12,068
COMMITMENTS
   6,086    7,485    3,326      179        0    9,591   10,811    2,477    1,257

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:       -406)
     747      448   -1,246       12        0     -486     -797       80      391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.4     62.0     27.6      1.5      0.0     79.5     89.6     20.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      68       37       19        3        0       80       47                  
 
 
SOFR-3M - CHICAGO MERCANTILE EXCHANGE                                Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:   22,869,033
COMMITMENTS
 1854413  1561364 11272702  9706068  9993768 22833183 22827833   35,850   41,200

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:    380,979)
   4,834   91,591  260,274  117,520   35,716  382,629  387,582   -1,651   -6,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      6.8     49.3     42.4     43.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:    1,074)
     302      333      391      301      349      809      913                  
 
 
SOFR-1M - CHICAGO MERCANTILE EXCHANGE                                Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      797,779
COMMITMENTS
 124,861  295,211  105,441  567,176  396,806  797,478  797,458      301      321

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:   -251,346)
   2,073  -61,710  -67,456 -185,937 -122,283 -251,320 -251,449      -26      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     37.0     13.2     71.1     49.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      32       51       47       62       84      123      154                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $50.00)                             OPEN INTEREST:    3,211,554
COMMITMENTS
 238,367  374,441  724,913  1938819  1800720  2902099  2900074  309,454  311,480

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:    -44,417)
 -10,871   -7,213  -30,139    1,599    2,283  -39,411  -35,069   -5,006   -9,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4     11.7     22.6     60.4     56.1     90.4     90.3      9.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      573)
     120      102      132      280      260      469      431                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl             OPEN INTEREST:       22,836
COMMITMENTS
   1,597    4,291        0   19,613   16,500   21,210   20,791    1,626    2,045

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:        104)
     132     -102        0      430       54      562      -48     -458      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0     18.8      0.0     85.9     72.3     92.9     91.0      7.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        0       13       11       16       13                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       31,815
COMMITMENTS
   4,846      728        0   24,108   29,729   28,954   30,457    2,861    1,358

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:      1,708)
   1,018     -170        0      717    1,755    1,735    1,585      -27      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2      2.3      0.0     75.8     93.4     91.0     95.7      9.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        0       22       11       25       13                  
 
 
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE                         Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,184,653
COMMITMENTS
 240,490  386,392  704,141  1936443  1798667  2881075  2889200  303,578  295,453

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:    -45,750)
 -11,822   -8,131  -30,625    2,080    1,794  -40,367  -36,962   -5,383   -8,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6     12.1     22.1     60.8     56.5     90.5     90.7      9.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      560)
     114      101      126      276      256      455      423                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       38,242
COMMITMENTS
   3,521      520        0   32,954   35,900   36,475   36,420    1,767    1,822

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:        242)
     -42     -354        0      252      247      210     -107       32      349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      1.4      0.0     86.2     93.9     95.4     95.2      4.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        0       15       10       16       12                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In             OPEN INTEREST:       15,595
COMMITMENTS
     460      577        0   12,163   13,862   12,623   14,439    2,972    1,156

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:       -277)
       0        0        0     -153     -365     -153     -365     -124       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      3.7      0.0     78.0     88.9     80.9     92.6     19.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       12        7       13        8                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde             OPEN INTEREST:       47,436
COMMITMENTS
   3,193    2,820       57   42,569   42,674   45,819   45,551    1,617    1,885

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:        399)
     -39     -325        2      584      471      547      148     -148      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7      5.9      0.1     89.7     90.0     96.6     96.0      3.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        2        1       13       16       17       19                  
 
 
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX)                                 OPEN INTEREST:      269,010
COMMITMENTS
 166,520   68,240   19,966   23,763   20,536  210,249  108,742   58,761  160,268

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     13,331)
  13,696   13,363      674   -4,808    4,888    9,562   18,926    3,769   -5,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.9     25.4      7.4      8.8      7.6     78.2     40.4     21.8     59.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      11        4        9       13        9       27       19                  
 
 
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE         Code-13874W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25)                   OPEN INTEREST:      371,290
COMMITMENTS
  10,435    8,832   15,525  340,132  338,770  366,092  363,127    5,198    8,163

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:       -495)
     250        0   -1,250      505      755     -495     -495        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      2.4      4.2     91.6     91.2     98.6     97.8      1.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        6       22       24       29       31                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       38,527
COMMITMENTS
   5,480    3,925       86   24,366   29,898   29,932   33,909    8,595    4,618

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:        366)
    -179      728       57      385     -332      263      453      103      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2     10.2      0.2     63.2     77.6     77.7     88.0     22.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        6        4       37       21       44       29                  
 
 
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE                     Code-146021
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 Index Points)                                    OPEN INTEREST:        5,452
COMMITMENTS
   3,917    2,638    1,041       31    1,288    4,989    4,967      463      485

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:        593)
     748      273       48       -2      249      794      570     -201       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    71.9     48.4     19.1      0.6     23.6     91.5     91.1      8.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      38       30       19        1        5       42       52                  
 
 
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE                            Code-146022
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(0.1 Index Points)                                   OPEN INTEREST:       16,337
COMMITMENTS
  11,814   12,061    3,977      106        0   15,897   16,038      440      300

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:       -220)
   1,810    1,727   -1,972      -67        0     -230     -246       10       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.3     73.8     24.3      0.7      0.0     97.3     98.2      2.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      57       26       10        2        0       63       32                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $20)                             OPEN INTEREST:      343,385
COMMITMENTS
  64,809   49,196   68,214  162,616  170,862  295,639  288,272   47,746   55,113

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:      4,321)
    -730    2,468   -1,067    7,401    2,805    5,605    4,207   -1,284      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9     14.3     19.9     47.4     49.8     86.1     84.0     13.9     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
      80       77       70      136      126      254      237                  
 
 
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE                            Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      326,046
COMMITMENTS
  74,791   55,293   49,739  160,638  170,631  285,168  275,663   40,878   50,383

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:      3,653)
   2,171    5,247   -4,549    7,381    2,725    5,002    3,423   -1,349      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9     17.0     15.3     49.3     52.3     87.5     84.5     12.5     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      68       65       63      132      123      234      217                  
 
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE          Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2)                        OPEN INTEREST:      173,389
COMMITMENTS
  79,994  118,835    4,938   19,782    2,316  104,713  126,088   68,676   47,301

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:      6,675)
   6,194    7,411     -371      201      801    6,025    7,842      650   -1,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.1     68.5      2.8     11.4      1.3     60.4     72.7     39.6     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      20       16       13        7        6       31       31                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      256,354
COMMITMENTS
  53,037  138,583   24,803  152,742   56,225  230,583  219,612   25,771   36,742

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     17,127)
  -7,069    6,754    6,860   16,054    1,215   15,845   14,829    1,282    2,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7     54.1      9.7     59.6     21.9     89.9     85.7     10.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      27       41       19       30       35       67       85                  
 
 
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE                         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      520,138
COMMITMENTS
  51,072  122,872   13,153  428,104  357,390  492,329  493,415   27,809   26,722

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:      1,892)
    -984    3,616      711    1,084   -6,111      811   -1,783    1,081    3,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8     23.6      2.5     82.3     68.7     94.7     94.9      5.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      45       65       26      165      138      226      213                  
 
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE         Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50)                     OPEN INTEREST:       13,996
COMMITMENTS
   3,632      749        0    9,712   12,464   13,344   13,213      652      783

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:        169)
      11        8        0      623      123      634      131     -465       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0      5.4      0.0     69.4     89.1     95.3     94.4      4.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        0       11       10       14       12                  
 
 
MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE         Code-239747
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $0.5)                           OPEN INTEREST:       26,111
COMMITMENTS
   4,793   14,069    2,359    6,066    1,455   13,218   17,883   12,893    8,228

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:      3,871)
     432    1,184    1,982      -25     -634    2,389    2,532    1,482    1,339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4     53.9      9.0     23.2      5.6     50.6     68.5     49.4     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        8        3        5        4       11       14                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       24,684
COMMITMENTS
   4,015    4,157      679   15,537   16,736   20,231   21,572    4,453    3,112

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:      6,898)
     756      165      669    5,007    5,676    6,432    6,510      466      388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3     16.8      2.8     62.9     67.8     82.0     87.4     18.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        4        2       14        9       21       15                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       66,338
COMMITMENTS
  14,122    8,262    2,013   42,283   27,560   58,418   37,835    7,920   28,503

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     14,466)
   2,725       79    1,710    9,734    9,400   14,169   11,189      297    3,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3     12.5      3.0     63.7     41.5     88.1     57.0     11.9     43.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      16       10        7       33       22       52       37                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      217,772
COMMITMENTS
  90,032   11,247    8,543  118,895  197,928  217,470  217,718      302       54

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:       -390)
   2,020      305   -1,941     -469    1,246     -390     -390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.3      5.2      3.9     54.6     90.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      38        9       11       42       35       83       52                  



Updated September 8, 2023