USD Malaysian Crude Palm Oil C - CHICAGO MERCANTILE EXCHANGE                                            Code-037021
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 25 METRIC TONS)                                              :
     :          :                                                                            :
All  :    45,660:     3,640      4,121      8,460     33,540     33,079     45,640     45,660:        20          0
Old  :    45,660:     3,640      4,121      8,460     33,540     33,079     45,640     45,660:        20          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :     2,920:     1,180        940       -360      2,180      2,340      3,000      2,920:       -80          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        9.0       18.5       73.5       72.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       8.0        9.0       18.5       73.5       72.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         5          6          3         12         14         19         21:
Old  :        28:         5          6          3         12         14         19         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.7       58.7       91.1       84.4       60.1       43.1       63.4       59.7
Old  :                 79.7       58.7       91.1       84.4       60.1       43.1       63.4       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE                                                      Code-047745
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 X CONTRACT GRADE IMM INDEX)                                         :
     :          :                                                                            :
All  :    36,504:     8,873      4,145      8,902     18,667     23,394     36,442     36,441:        62         63
Old  :    36,504:     8,873      4,145      8,902     18,667     23,394     36,442     36,441:        62         63
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :      -136:      -685        -96         24        527        -49       -134       -121:        -2        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       11.4       24.4       51.1       64.1       99.8       99.8:       0.2        0.2
Old  :     100.0:      24.3       11.4       24.4       51.1       64.1       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         9         13         16         18         16         39         36:
Old  :        45:         9         13         16         18         16         39         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       62.1       70.5       76.2       40.8       40.5       46.9       46.0
Old  :                 53.2       62.1       70.5       76.2       40.8       40.5       46.9       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     9,770:       133      2,052        105      8,575      7,251      8,813      9,408:       957        362
Old  :     9,770:       133      2,052        105      8,575      7,251      8,813      9,408:       957        362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :       338:         0        -36         21        399        429        420        414:       -82        -76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       21.0        1.1       87.8       74.2       90.2       96.3:       9.8        3.7
Old  :     100.0:       1.4       21.0        1.1       87.8       74.2       90.2       96.3:       9.8        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         1          7          6         27         26         34         33:
Old  :        45:         1          7          6         27         26         34         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       46.7       67.3       66.1       50.0       46.4       67.0       63.6
Old  :                 50.0       46.7       67.3       66.1       50.0       46.4       67.0       63.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    24,866:     3,193      8,900      2,121     17,606      9,394     22,920     20,415:     1,946      4,451
Old  :    24,866:     3,193      8,900      2,121     17,606      9,394     22,920     20,415:     1,946      4,451
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :      -182:      -570       -275        261        144       -239       -165       -253:       -17         71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       35.8        8.5       70.8       37.8       92.2       82.1:       7.8       17.9
Old  :     100.0:      12.8       35.8        8.5       70.8       37.8       92.2       82.1:       7.8       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        11         21         14         29         27         48         54:
Old  :        73:        11         21         14         29         27         48         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.5       24.4       71.3       41.3       49.5       22.3       60.1       36.0
Old  :                 55.5       24.4       71.3       41.3       49.5       22.3       60.1       36.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     9,665:        38      3,061        165      8,490      6,141      8,693      9,367:       972        298
Old  :     9,665:        38      3,061        165      8,490      6,141      8,693      9,367:       972        298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :       501:         3        168         42        284        284        329        494:       172          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4       31.7        1.7       87.8       63.5       89.9       96.9:      10.1        3.1
Old  :     100.0:       0.4       31.7        1.7       87.8       63.5       89.9       96.9:      10.1        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         2          8          4         34         24         40         32:
Old  :        51:         2          8          4         34         24         40         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       39.6       49.8       64.5       29.9       36.9       49.8       60.9
Old  :                 29.9       39.6       49.8       64.5       29.9       36.9       49.8       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    10,207:     1,916        392        421      7,692      8,514     10,029      9,327:       178        880
Old  :    10,207:     1,916        392        421      7,692      8,514     10,029      9,327:       178        880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :        74:         9        -20         -4         36         77         41         53:        33         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8        3.8        4.1       75.4       83.4       98.3       91.4:       1.7        8.6
Old  :     100.0:      18.8        3.8        4.1       75.4       83.4       98.3       91.4:       1.7        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          2          5         10         10         15         16:
Old  :        24:         4          2          5         10         10         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.5       83.2       90.7       89.5       70.4       81.1       89.9       86.9
Old  :                 70.5       83.2       90.7       89.5       70.4       81.1       89.9       86.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   244,750:    94,037     64,751     47,295     82,658    107,643    223,990    219,689:    20,760     25,061
Old  :   224,712:    88,834     63,480     39,382     78,784     98,830    207,000    201,692:    17,712     23,020
Other:    20,038:    11,776      7,844      1,340      3,874      8,813     16,990     17,997:     3,048      2,041
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :    19,371:    11,275     -1,515      5,221      1,078     14,466     17,574     18,172:     1,797      1,199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4       26.5       19.3       33.8       44.0       91.5       89.8:       8.5       10.2
Old  :     100.0:      39.5       28.2       17.5       35.1       44.0       92.1       89.8:       7.9       10.2
Other:     100.0:      58.8       39.1        6.7       19.3       44.0       84.8       89.8:      15.2       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:       119         67        102         64         90        239        218:
Old  :       304:       116         75         97         55         90        224        218:
Other:        98:        24         20         19         28         36         62         69:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       18.4       29.0       29.7       16.0       17.7       25.1       26.6
Old  :                 17.3       17.9       28.9       28.7       17.2       15.9       26.9       25.8
Other:                 50.1       47.3       59.4       57.8       49.7       47.0       58.1       56.9
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   304,776:   114,745     48,746     53,488    105,811    166,276    274,044    268,510:    30,732     36,266
Old  :   304,776:   114,745     48,746     53,488    105,811    166,276    274,044    268,510:    30,732     36,266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :    14,213:     8,270      4,151      6,884       -712      2,627     14,442     13,662:      -229        551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6       16.0       17.5       34.7       54.6       89.9       88.1:      10.1       11.9
Old  :     100.0:      37.6       16.0       17.5       34.7       54.6       89.9       88.1:      10.1       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       392:       134         63        112        116        152        312        286:
Old  :       392:       134         63        112        116        152        312        286:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       17.0       21.0       27.6       12.6       14.8       19.9       22.5
Old  :                 12.8       17.0       21.0       27.6       12.6       14.8       19.9       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LUMBER - CHICAGO MERCANTILE EXCHANGE                                                                    Code-058644
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 27,500 BOARD FEET)                                           :
     :          :                                                                            :
All  :     8,209:     3,666      1,340        299      3,447      6,088      7,412      7,727:       797        482
Old  :     8,209:     3,666      1,340        299      3,447      6,088      7,412      7,727:       797        482
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :      -302:        82       -350        107       -393        -56       -204       -299:       -98         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.7       16.3        3.6       42.0       74.2       90.3       94.1:       9.7        5.9
Old  :     100.0:      44.7       16.3        3.6       42.0       74.2       90.3       94.1:       9.7        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        30         16          9         24         23         60         44:
Old  :        86:        30         16          9         24         23         60         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       44.1       49.2       57.9       33.9       43.1       47.8       55.3
Old  :                 33.9       44.1       49.2       57.9       33.9       43.1       47.8       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    55,735:    17,165     12,501     13,873     15,253     12,538     46,291     38,912:     9,444     16,823
Old  :    55,735:    17,165     12,501     13,873     15,253     12,538     46,291     38,912:     9,444     16,823
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :     2,943:     2,298      1,370        829       -872       -407      2,255      1,792:       688      1,151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       22.4       24.9       27.4       22.5       83.1       69.8:      16.9       30.2
Old  :     100.0:      30.8       22.4       24.9       27.4       22.5       83.1       69.8:      16.9       30.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:        70         60         80         59         64        182        172:
Old  :       244:        70         60         80         59         64        182        172:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       12.0       25.5       19.9       13.2        8.6       20.0       12.8
Old  :                 15.9       12.0       25.5       19.9       13.2        8.6       20.0       12.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                                                                  Code-052645
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     3,723:       158      1,128         34      2,839      2,121      3,031      3,283:       692        440
Old  :     3,723:       158      1,128         34      2,839      2,121      3,031      3,283:       692        440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       30.3        0.9       76.3       57.0       81.4       88.2:      18.6       11.8
Old  :     100.0:       4.2       30.3        0.9       76.3       57.0       81.4       88.2:      18.6       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          3          2         11          8         15         12:
Old  :        20:         3          3          2         11          8         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       64.6       73.9       84.3       55.3       64.6       70.7       80.3
Old  :                 55.3       64.6       73.9       84.3       55.3       64.6       70.7       80.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    19,796:       706      6,584        946     17,576     11,397     19,228     18,927:       568        869
Old  :    19,796:       706      6,584        946     17,576     11,397     19,228     18,927:       568        869
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :        66:       145       -713         64       -149        769         60        120:         6        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       33.3        4.8       88.8       57.6       97.1       95.6:       2.9        4.4
Old  :     100.0:       3.6       33.3        4.8       88.8       57.6       97.1       95.6:       2.9        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:         7         17          8         25         21         36         42:
Old  :        61:         7         17          8         25         21         36         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.2       46.1       75.6       65.3       55.8       38.0       68.5       55.5
Old  :                 56.2       46.1       75.6       65.3       55.8       38.0       68.5       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   166,484:    41,158     42,536      5,049     90,546     91,119    136,753    138,704:    29,731     27,780
Old  :   166,484:    41,158     42,536      5,049     90,546     91,119    136,753    138,704:    29,731     27,780
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :     8,818:     4,050      4,565      1,888      2,341      4,259      8,279     10,712:       539     -1,894
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       25.5        3.0       54.4       54.7       82.1       83.3:      17.9       16.7
Old  :     100.0:      24.7       25.5        3.0       54.4       54.7       82.1       83.3:      17.9       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        19         30          9         28         38         52         72:
Old  :       102:        19         30          9         28         38         52         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       23.3       59.8       36.2       46.9       23.3       57.6       35.8
Old  :                 47.4       23.3       59.8       36.2       46.9       23.3       57.6       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    65,207:    15,857     27,838        383     40,716     17,007     56,956     45,228:     8,251     19,979
Old  :    65,207:    15,857     27,838        383     40,716     17,007     56,956     45,228:     8,251     19,979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :     5,177:     2,821      4,879        257      3,261       -972      6,339      4,164:    -1,162      1,013
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       42.7        0.6       62.4       26.1       87.3       69.4:      12.7       30.6
Old  :     100.0:      24.3       42.7        0.6       62.4       26.1       87.3       69.4:      12.7       30.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        14         16          3         14         14         29         32:
Old  :        55:        14         16          3         14         14         29         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       26.2       61.3       39.8       42.4       26.2       61.1       39.8
Old  :                 42.5       26.2       61.3       39.8       42.4       26.2       61.1       39.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   256,055:   146,118     52,304      2,230     99,727    198,622    248,075    253,156:     7,980      2,899
Old  :   256,055:   146,118     52,304      2,230     99,727    198,622    248,075    253,156:     7,980      2,899
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :     1,569:     4,590      6,771       -571     -2,369     -4,804      1,650      1,396:       -81        173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.1       20.4        0.9       38.9       77.6       96.9       98.9:       3.1        1.1
Old  :     100.0:      57.1       20.4        0.9       38.9       77.6       96.9       98.9:       3.1        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        75         25          9         43         36        122         66:
Old  :       170:        75         25          9         43         36        122         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       68.4       55.7       82.6       40.5       68.3       55.7       82.2
Old  :                 40.5       68.4       55.7       82.6       40.5       68.3       55.7       82.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE                                                             Code-096742
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   210,828:    91,970     45,612     12,048     75,762    127,352    179,780    185,012:    31,048     25,816
Old  :   210,828:    91,970     45,612     12,048     75,762    127,352    179,780    185,012:    31,048     25,816
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :    11,553:     4,368      4,322      3,290      2,861      5,445     10,519     13,057:     1,034     -1,504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.6       21.6        5.7       35.9       60.4       85.3       87.8:      14.7       12.2
Old  :     100.0:      43.6       21.6        5.7       35.9       60.4       85.3       87.8:      14.7       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        19         24         12         28         49         55         78:
Old  :       109:        19         24         12         28         49         55         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       26.8       50.4       40.5       29.6       23.5       48.7       36.1
Old  :                 29.6       26.8       50.4       40.5       29.6       23.5       48.7       36.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   309,633:    51,261    183,966     10,651    204,425     72,443    266,337    267,060:    43,296     42,573
Old  :   309,633:    51,261    183,966     10,651    204,425     72,443    266,337    267,060:    43,296     42,573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :     4,195:    -2,601      9,326       -246      5,364       -764      2,517      8,316:     1,678     -4,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       59.4        3.4       66.0       23.4       86.0       86.3:      14.0       13.7
Old  :     100.0:      16.6       59.4        3.4       66.0       23.4       86.0       86.3:      14.0       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        26         61         12         50         46         82        113:
Old  :       166:        26         61         12         50         46         82        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       26.9       53.9       42.3       43.9       26.9       52.9       42.1
Old  :                 43.9       26.9       53.9       42.3       43.9       26.9       52.9       42.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   715,545:   205,234    142,380     18,860    411,117    501,018    635,211    662,258:    80,334     53,287
Old  :   715,545:   205,234    142,380     18,860    411,117    501,018    635,211    662,258:    80,334     53,287
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :    -6,754:    -7,960     -2,798      3,895     -5,066     -4,616     -9,131     -3,519:     2,377     -3,235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       19.9        2.6       57.5       70.0       88.8       92.6:      11.2        7.4
Old  :     100.0:      28.7       19.9        2.6       57.5       70.0       88.8       92.6:      11.2        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:        90         57         37        121         91        227        169:
Old  :       308:        90         57         37        121         91        227        169:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       41.7       29.4       58.3       17.4       41.7       27.6       58.2
Old  :                 18.4       41.7       29.4       58.3       17.4       41.7       27.6       58.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE                                               Code-299741
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    30,238:     5,980     10,592          0     12,927     12,323     18,907     22,915:    11,331      7,323
Old  :    30,238:     5,980     10,592          0     12,927     12,323     18,907     22,915:    11,331      7,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :      -179:      -544         16          0        396          2       -148         18:       -31       -197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       35.0        0.0       42.8       40.8       62.5       75.8:      37.5       24.2
Old  :     100.0:      19.8       35.0        0.0       42.8       40.8       62.5       75.8:      37.5       24.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         7          4          0         11          7         18         11:
Old  :        24:         7          4          0         11          7         18         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       65.6       41.5       73.9       25.7       65.6       39.5       71.0
Old  :                 26.1       65.6       41.5       73.9       25.7       65.6       39.5       71.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE                                                Code-399741
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    22,509:     6,439      5,968         39      5,762      9,923     12,240     15,930:    10,269      6,579
Old  :    22,509:     6,439      5,968         39      5,762      9,923     12,240     15,930:    10,269      6,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :       796:       177         65          0        120         94        297        159:       499        637
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       26.5        0.2       25.6       44.1       54.4       70.8:      45.6       29.2
Old  :     100.0:      28.6       26.5        0.2       25.6       44.1       54.4       70.8:      45.6       29.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         5          5          2          6          9         13         14:
Old  :        21:         5          5          2          6          9         13         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       38.2       53.6       56.7       41.4       38.0       52.1       55.9
Old  :                 42.9       38.2       53.6       56.7       41.4       38.0       52.1       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    72,910:    34,550     17,024      3,370     31,653     51,245     69,573     71,639:     3,337      1,271
Old  :    72,910:    34,550     17,024      3,370     31,653     51,245     69,573     71,639:     3,337      1,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :    14,628:     2,093      1,089      3,195      9,034     10,173     14,322     14,457:       306        171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.4       23.3        4.6       43.4       70.3       95.4       98.3:       4.6        1.7
Old  :     100.0:      47.4       23.3        4.6       43.4       70.3       95.4       98.3:       4.6        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        35         15          6         22         15         61         32:
Old  :        84:        35         15          6         22         15         61         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       63.7       59.4       84.5       31.0       52.1       47.4       68.3
Old  :                 37.5       63.7       59.4       84.5       31.0       52.1       47.4       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                                 Code-112741
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    48,463:    23,942     13,885      2,027     17,474     29,899     43,443     45,811:     5,020      2,652
Old  :    48,463:    23,942     13,885      2,027     17,474     29,899     43,443     45,811:     5,020      2,652
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :     7,513:     4,184        753       -244      3,133      7,759      7,073      8,268:       440       -755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.4       28.7        4.2       36.1       61.7       89.6       94.5:      10.4        5.5
Old  :     100.0:      49.4       28.7        4.2       36.1       61.7       89.6       94.5:      10.4        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        26         24          5         20         23         49         49:
Old  :        89:        26         24          5         20         23         49         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       43.5       53.9       60.0       36.2       40.3       53.8       56.7
Old  :                 36.2       43.5       53.9       60.0       36.2       40.3       53.8       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                                                           Code-122741
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF ZAR 500,000)                                                 :
     :          :                                                                            :
All  :    14,587:     9,770      7,155        285      3,534      5,410     13,589     12,850:       998      1,737
Old  :    14,587:     9,770      7,155        285      3,534      5,410     13,589     12,850:       998      1,737
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :     5,496:     5,732      4,220        208       -274      1,076      5,666      5,504:      -170         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.0       49.1        2.0       24.2       37.1       93.2       88.1:       6.8       11.9
Old  :     100.0:      67.0       49.1        2.0       24.2       37.1       93.2       88.1:       6.8       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        10         10          3          4         12         15         24:
Old  :        35:        10         10          3          4         12         15         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.4       51.3       85.3       67.8       70.6       51.3       83.9       67.8
Old  :                 71.4       51.3       85.3       67.8       70.6       51.3       83.9       67.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                                                   Code-133741
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (5 Bitcoins)                                                               :
     :          :                                                                            :
All  :    25,229:    20,034     22,001      1,710      1,759        799     23,503     24,510:     1,726        719
Old  :    25,229:    20,034     22,001      1,710      1,759        799     23,503     24,510:     1,726        719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :      -301:       410        279       -610       -103        139       -303       -192:         2       -109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.4       87.2        6.8        7.0        3.2       93.2       97.2:       6.8        2.8
Old  :     100.0:      79.4       87.2        6.8        7.0        3.2       93.2       97.2:       6.8        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        73         47         27          4          4         91         65:
Old  :       129:        73         47         27          4          4         91         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.6       40.3       60.3       59.5       51.8       40.2       59.5       58.2
Old  :                 52.6       40.3       60.3       59.5       51.8       40.2       59.5       58.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE                                                             Code-133742
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Bitcoin X $0.10)                                                          :
     :          :                                                                            :
All  :    17,533:    12,517     14,714        535        255      1,160     13,307     16,409:     4,226      1,124
Old  :    17,533:    12,517     14,714        535        255      1,160     13,307     16,409:     4,226      1,124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :    -3,053:    -1,890     -1,678     -1,294          1          0     -3,183     -2,972:       130        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.4       83.9        3.1        1.5        6.6       75.9       93.6:      24.1        6.4
Old  :     100.0:      71.4       83.9        3.1        1.5        6.6       75.9       93.6:      24.1        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        92         30          8          3          1        100         34:
Old  :       125:        92         30          8          3          1        100         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       76.8       48.2       86.9       41.3       75.2       47.8       84.9
Old  :                 41.4       76.8       48.2       86.9       41.3       75.2       47.8       84.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOFR-3M - CHICAGO MERCANTILE EXCHANGE                                                                   Code-134741
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($2,500 x Contract IMM Index)                                              :
     :          :                                                                            :
All  :10,804,160: 1,825,958  1,451,984  3,036,651  5,914,861  6,281,827 10,777,470 10,770,462:    26,690     33,698
Old  :10,804,160: 1,825,958  1,451,984  3,036,651  5,914,861  6,281,827 10,777,470 10,770,462:    26,690     33,698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :   174,994:   100,592     95,008   -156,751    233,210    237,981    177,051    176,238:    -2,057     -1,244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       13.4       28.1       54.7       58.1       99.8       99.7:       0.2        0.3
Old  :     100.0:      16.9       13.4       28.1       54.7       58.1       99.8       99.7:       0.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       914:       234        298        253        269        295        654        731:
Old  :       914:       234        298        253        269        295        654        731:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       20.1       27.8       33.5       10.6       14.0       16.2       19.5
Old  :                 16.5       20.1       27.8       33.5       10.6       14.0       16.2       19.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOFR-1M - CHICAGO MERCANTILE EXCHANGE                                                                   Code-134742
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($4,167 x Contract IMM Index)                                              :
     :          :                                                                            :
All  : 1,171,820:   223,611    324,930    194,238    752,654    652,582  1,170,503  1,171,750:     1,317         70
Old  : 1,171,820:   223,611    324,930    194,238    752,654    652,582  1,170,503  1,171,750:     1,317         70
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :   213,378:    66,848     97,827     35,344    110,601     80,555    212,793    213,726:       585       -348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       27.7       16.6       64.2       55.7       99.9      100.0:       0.1        0.0
Old  :     100.0:      19.1       27.7       16.6       64.2       55.7       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        41         55         54         75         90        144        172:
Old  :       200:        41         55         54         75         90        144        172:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       22.8       45.6       36.7       20.8       20.7       36.9       30.2
Old  :                 24.5       22.8       45.6       36.7       20.8       20.7       36.9       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $50.00)                                                   :
     :          :                                                                            :
All  : 2,365,269:   296,322    516,194     80,265  1,719,287  1,577,873  2,095,874  2,174,332:   269,395    190,937
Old  : 2,365,269:   296,322    516,194     80,265  1,719,287  1,577,873  2,095,874  2,174,332:   269,395    190,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :    23,386:    24,028     28,212      3,335     -5,498     -3,715     21,865     27,832:     1,521     -4,446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       21.8        3.4       72.7       66.7       88.6       91.9:      11.4        8.1
Old  :     100.0:      12.5       21.8        3.4       72.7       66.7       88.6       91.9:      11.4        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       518:        89         88         55        259        221        378        335:
Old  :       518:        89         88         55        259        221        378        335:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.3       25.1       16.9       34.8        9.2       23.8       15.6       31.6
Old  :                 10.3       25.1       16.9       34.8        9.2       23.8       15.6       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE                                            Code-138748
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Consumer Stapl                                   :
     :          :                                                                            :
All  :    24,443:     2,952      1,149          0     19,519     22,089     22,471     23,238:     1,972      1,205
Old  :    24,443:     2,952      1,149          0     19,519     22,089     22,471     23,238:     1,972      1,205
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :      -257:       864        227          0     -1,104       -532       -240       -305:       -17         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        4.7        0.0       79.9       90.4       91.9       95.1:       8.1        4.9
Old  :     100.0:      12.1        4.7        0.0       79.9       90.4       91.9       95.1:       8.1        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          3          0         12         12         15         15:
Old  :        28:         3          3          0         12         12         15         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       78.0       80.8       87.9       58.0       78.0       80.8       87.9
Old  :                 58.0       78.0       80.8       87.9       58.0       78.0       80.8       87.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                                                   Code-138749
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Energy Index p                                   :
     :          :                                                                            :
All  :    27,706:     2,328          0          0     22,670     26,065     24,998     26,065:     2,708      1,641
Old  :    27,706:     2,328          0          0     22,670     26,065     24,998     26,065:     2,708      1,641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :       250:      -130       -201          0        -28        894       -158        693:       408       -443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        0.0        0.0       81.8       94.1       90.2       94.1:       9.8        5.9
Old  :     100.0:       8.4        0.0        0.0       81.8       94.1       90.2       94.1:       9.8        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         3          0          0         17         12         20         12:
Old  :        31:         3          0          0         17         12         20         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       74.3       71.0       89.1       47.4       74.3       71.0       89.1
Old  :                 47.4       74.3       71.0       89.1       47.4       74.3       71.0       89.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE                                                            Code-13874A
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,344,340:   298,538    522,761     65,654  1,716,692  1,575,478  2,080,884  2,163,893:   263,456    180,447
Old  : 2,344,340:   298,538    522,761     65,654  1,716,692  1,575,478  2,080,884  2,163,893:   263,456    180,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :    21,387:    26,668     32,361     -1,196     -5,429     -3,290     20,043     27,875:     1,344     -6,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       22.3        2.8       73.2       67.2       88.8       92.3:      11.2        7.7
Old  :     100.0:      12.7       22.3        2.8       73.2       67.2       88.8       92.3:      11.2        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       505:        84         82         51        257        221        370        326:
Old  :       505:        84         82         51        257        221        370        326:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.4       25.2       17.0       35.1        9.3       24.0       15.7       31.9
Old  :                 10.4       25.2       17.0       35.1        9.3       24.0       15.7       31.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874C
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($250 x S&P Select Sector Financial Inde                                   :
     :          :                                                                            :
All  :    43,456:       335        843         26     40,727     41,087     41,088     41,956:     2,368      1,500
Old  :    43,456:       335        843         26     40,727     41,087     41,088     41,956:     2,368      1,500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :       514:        87       -127          4      1,022        860      1,113        737:      -599       -223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        1.9        0.1       93.7       94.5       94.6       96.5:       5.4        3.5
Old  :     100.0:       0.8        1.9        0.1       93.7       94.5       94.6       96.5:       5.4        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         1          3          1         15         12         17         15:
Old  :        31:         1          3          1         15         12         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.3       79.5       87.9       92.2       74.3       79.5       87.9       92.2
Old  :                 74.3       79.5       87.9       92.2       74.3       79.5       87.9       92.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874J
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Utilities Inde                                   :
     :          :                                                                            :
All  :    38,031:     1,849      4,562          0     33,799     31,506     35,648     36,068:     2,383      1,963
Old  :    38,031:     1,849      4,562          0     33,799     31,506     35,648     36,068:     2,383      1,963
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :       -71:        51        132          0         -6      1,887         45      2,019:      -116     -2,090
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9       12.0        0.0       88.9       82.8       93.7       94.8:       6.3        5.2
Old  :     100.0:       4.9       12.0        0.0       88.9       82.8       93.7       94.8:       6.3        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         3          5          0         15         16         18         21:
Old  :        37:         3          5          0         15         16         18         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.3       70.8       83.3       84.1       70.3       70.8       82.9       84.1
Old  :                 70.3       70.8       83.3       84.1       70.3       70.8       82.9       84.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P COMMUNICATION INDEX - CHICAGO MERCANTILE EXCHANGE                                            Code-13874P
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($250 x S&P Select Sector Communication                                    :
     :          :                                                                            :
All  :    10,173:         0      3,167          0      9,179      6,578      9,179      9,745:       994        428
Old  :    10,173:         0      3,167          0      9,179      6,578      9,179      9,745:       994        428
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       31.1        0.0       90.2       64.7       90.2       95.8:       9.8        4.2
Old  :     100.0:       0.0       31.1        0.0       90.2       64.7       90.2       95.8:       9.8        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          5          0         11          5         11         10:
Old  :        21:         0          5          0         11          5         11         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.7       72.1       83.6       91.1       72.7       72.1       83.6       91.1
Old  :                 72.7       72.1       83.6       91.1       72.7       72.1       83.6       91.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P REAL ESTATE INDEX - CHICAGO MERCANTILE EXCHANGE                                              Code-13874R
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($250 x S&P Real Estate Select Sector In                                   :
     :          :                                                                            :
All  :    18,055:     3,854      1,066          0     12,998     16,566     16,852     17,632:     1,203        423
Old  :    18,055:     3,854      1,066          0     12,998     16,566     16,852     17,632:     1,203        423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :         9:       239        -19          0         42          0        281        -19:      -272         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        5.9        0.0       72.0       91.8       93.3       97.7:       6.7        2.3
Old  :     100.0:      21.3        5.9        0.0       72.0       91.8       93.3       97.7:       6.7        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         5          1          0         10          7         15          8:
Old  :        23:         5          1          0         10          7         15          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.3       79.9       83.0       97.7       67.3       79.9       83.0       97.7
Old  :                 67.3       79.9       83.0       97.7       67.3       79.9       83.0       97.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874U
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X S&P 500 INDEX)                                                       :
     :          :                                                                            :
All  :   209,292:   110,963     67,456     12,987     25,951     23,945    149,901    104,388:    59,391    104,904
Old  :   209,292:   110,963     67,456     12,987     25,951     23,945    149,901    104,388:    59,391    104,904
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :    19,989:    21,242      6,148     -2,328       -694     -4,248     18,220       -428:     1,769     20,417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.0       32.2        6.2       12.4       11.4       71.6       49.9:      28.4       50.1
Old  :     100.0:      53.0       32.2        6.2       12.4       11.4       71.6       49.9:      28.4       50.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        10         10          7         13          5         27         18:
Old  :        34:        10         10          7         13          5         27         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       33.8       62.0       43.8       50.3       32.1       56.4       39.1
Old  :                 55.9       33.8       62.0       43.8       50.3       32.1       56.4       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE                                            Code-13874W
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 TOTAL RETURN INDEX x $25)                                         :
     :          :                                                                            :
All  :   402,381:    22,812     16,465     15,980    362,307    367,242    401,099    399,687:     1,282      2,694
Old  :   402,381:    22,812     16,465     15,980    362,307    367,242    401,099    399,687:     1,282      2,694
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :       480:       500       -500     -1,585      3,306      4,811      2,221      2,726:    -1,741     -2,246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        4.1        4.0       90.0       91.3       99.7       99.3:       0.3        0.7
Old  :     100.0:       5.7        4.1        4.0       90.0       91.3       99.7       99.3:       0.3        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         4          4          9         23         25         32         36:
Old  :        39:         4          4          9         23         25         32         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       36.0       77.7       58.4       35.8       32.6       45.7       45.2
Old  :                 54.2       36.0       77.7       58.4       35.8       32.6       45.7       45.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    39,500:     5,956      4,052         18     25,099     31,432     31,073     35,502:     8,427      3,998
Old  :    39,500:     5,956      4,052         18     25,099     31,432     31,073     35,502:     8,427      3,998
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :       869:      -149        926         -7        960        152        804      1,071:        65       -202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       10.3        0.0       63.5       79.6       78.7       89.9:      21.3       10.1
Old  :     100.0:      15.1       10.3        0.0       63.5       79.6       78.7       89.9:      21.3       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:         7          7          4         42         27         50         37:
Old  :        72:         7          7          4         42         27         50         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       46.3       30.8       58.8       19.4       45.9       30.8       57.6
Old  :                 19.5       46.3       30.8       58.8       19.4       45.9       30.8       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE                                                        Code-146021
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (50 Index Points)                                                          :
     :          :                                                                            :
All  :     6,564:     4,316      5,848        352        807         65      5,475      6,265:     1,089        299
Old  :     6,564:     4,316      5,848        352        807         65      5,475      6,265:     1,089        299
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :      -185:        53        162       -228        -52         15       -227        -51:        42       -134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.8       89.1        5.4       12.3        1.0       83.4       95.4:      16.6        4.6
Old  :     100.0:      65.8       89.1        5.4       12.3        1.0       83.4       95.4:      16.6        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        41         30         11          4          2         50         39:
Old  :        78:        41         30         11          4          2         50         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       40.8       35.2       62.6       19.5       40.6       34.0       62.4
Old  :                 19.7       40.8       35.2       62.6       19.5       40.6       34.0       62.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE                                                               Code-146022
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (0.1 Index Points)                                                         :
     :          :                                                                            :
All  :    27,250:    24,145     25,528      1,493         50          0     25,688     27,021:     1,562        229
Old  :    27,250:    24,145     25,528      1,493         50          0     25,688     27,021:     1,562        229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :     4,026:     4,803      4,851       -826          0          0      3,977      4,025:        49          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.6       93.7        5.5        0.2        0.0       94.3       99.2:       5.7        0.8
Old  :     100.0:      88.6       93.7        5.5        0.2        0.0       94.3       99.2:       5.7        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        94         18          5          1          0         99         19:
Old  :       113:        94         18          5          1          0         99         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       89.4       58.3       96.1       46.7       84.5       55.2       90.6
Old  :                 47.7       89.4       58.3       96.1       46.7       84.5       55.2       90.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $20)                                                   :
     :          :                                                                            :
All  :   307,552:    79,907     67,827     31,265    153,785    171,709    264,957    270,800:    42,596     36,752
Old  :   307,552:    79,907     67,827     31,265    153,785    171,709    264,957    270,800:    42,596     36,752
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :     2,580:    -3,072     11,076      4,368      4,862     -9,812      6,157      5,632:    -3,577     -3,052
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       22.1       10.2       50.0       55.8       86.2       88.1:      13.8       11.9
Old  :     100.0:      26.0       22.1       10.2       50.0       55.8       86.2       88.1:      13.8       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       314:        73         59         41        122        100        220        178:
Old  :       314:        73         59         41        122        100        220        178:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       24.5       27.9       37.5       15.8       22.6       24.7       33.6
Old  :                 17.7       24.5       27.9       37.5       15.8       22.6       24.7       33.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE                                                               Code-209742
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   288,075:    90,667     80,421      4,579    153,361    171,063    248,607    256,063:    39,468     32,012
Old  :   288,075:    90,667     80,421      4,579    153,361    171,063    248,607    256,063:    39,468     32,012
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :       945:    -1,778     13,537        950      4,765     -9,965      3,937      4,522:    -2,992     -3,577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       27.9        1.6       53.2       59.4       86.3       88.9:      13.7       11.1
Old  :     100.0:      31.5       27.9        1.6       53.2       59.4       86.3       88.9:      13.7       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:        70         50         30        118         95        205        158:
Old  :       293:        70         50         30        118         95        205        158:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       26.2       27.8       39.0       17.5       25.9       27.4       38.7
Old  :                 18.0       26.2       27.8       39.0       17.5       25.9       27.4       38.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-209747
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX x $2)                                              :
     :          :                                                                            :
All  :   194,773:   154,877    136,539      4,377      4,242      6,458    163,496    147,374:    31,277     47,399
Old  :   194,773:   154,877    136,539      4,377      4,242      6,458    163,496    147,374:    31,277     47,399
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :    16,349:    20,917      9,254        314        965      1,529     22,196     11,097:    -5,847      5,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.5       70.1        2.2        2.2        3.3       83.9       75.7:      16.1       24.3
Old  :     100.0:      79.5       70.1        2.2        2.2        3.3       83.9       75.7:      16.1       24.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        13         18         10          7          7         24         31:
Old  :        43:        13         18         10          7          7         24         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.9       65.6       79.7       70.3       76.2       65.2       78.6       69.5
Old  :                 76.9       65.6       79.7       70.3       76.2       65.2       78.6       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   204,992:    49,640    128,816      6,670    129,292     39,515    185,602    175,001:    19,390     29,991
Old  :   204,992:    49,640    128,816      6,670    129,292     39,515    185,602    175,001:    19,390     29,991
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :      -664:       540     -2,159      1,183     -2,402        432       -679       -544:        15       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       62.8        3.3       63.1       19.3       90.5       85.4:       9.5       14.6
Old  :     100.0:      24.2       62.8        3.3       63.1       19.3       90.5       85.4:       9.5       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        27         30         13         35         30         67         68:
Old  :       106:        27         30         13         35         30         67         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.1       44.5       61.0       57.6       45.1       44.3       60.8       57.3
Old  :                 45.1       44.5       61.0       57.6       45.1       44.3       60.8       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE                                                            Code-239742
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $50)                                                  :
     :          :                                                                            :
All  :   515,015:    64,457     82,685      6,021    413,104    405,148    483,582    493,854:    31,433     21,161
Old  :   515,015:    64,457     82,685      6,021    413,104    405,148    483,582    493,854:    31,433     21,161
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :    11,608:     5,424       -553        174      5,481     17,252     11,079     16,873:       529     -5,265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       16.1        1.2       80.2       78.7       93.9       95.9:       6.1        4.1
Old  :     100.0:      12.5       16.1        1.2       80.2       78.7       93.9       95.9:       6.1        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       348:        52         55         19        169        130        234        191:
Old  :       348:        52         55         19        169        130        234        191:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.2       27.7       25.0       37.7       13.5       27.7       24.1       37.7
Old  :                 14.2       27.7       25.0       37.7       13.5       27.7       24.1       37.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE                                            Code-239744
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 1000 VALUE INDEX x $50)                                           :
     :          :                                                                            :
All  :    31,352:     3,793        722          0     26,792     29,865     30,585     30,587:       767        765
Old  :    31,352:     3,793        722          0     26,792     29,865     30,585     30,587:       767        765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :    -1,370:       339         -7          0     -1,714     -1,064     -1,375     -1,071:         5       -299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        2.3        0.0       85.5       95.3       97.6       97.6:       2.4        2.4
Old  :     100.0:      12.1        2.3        0.0       85.5       95.3       97.6       97.6:       2.4        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          2          0         10         12         14         14:
Old  :        28:         4          2          0         10         12         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.1       80.4       90.5       90.4       77.1       80.4       90.5       90.4
Old  :                 77.1       80.4       90.5       90.4       77.1       80.4       90.5       90.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE                                            Code-239747
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $0.5)                                                 :
     :          :                                                                            :
All  :    35,940:    13,665     22,880        166     10,121      1,231     23,952     24,277:    11,988     11,663
Old  :    35,940:    13,665     22,880        166     10,121      1,231     23,952     24,277:    11,988     11,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :      -113:    -3,320        828         15      1,927         81     -1,378        924:     1,265     -1,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       63.7        0.5       28.2        3.4       66.6       67.5:      33.4       32.5
Old  :     100.0:      38.0       63.7        0.5       28.2        3.4       66.6       67.5:      33.4       32.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         7          9          3          3          2         12         12:
Old  :        20:         7          9          3          3          2         12         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       55.9       64.9       64.4       55.6       55.6       64.4       64.1
Old  :                 55.8       55.9       64.9       64.4       55.6       55.6       64.4       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    18,243:     1,669      6,963          0     11,974      8,784     13,643     15,747:     4,600      2,496
Old  :    18,243:     1,669      6,963          0     11,974      8,784     13,643     15,747:     4,600      2,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :     1,112:      -183      1,391         -2        853       -213        668      1,176:       444        -64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       38.2        0.0       65.6       48.1       74.8       86.3:      25.2       13.7
Old  :     100.0:       9.1       38.2        0.0       65.6       48.1       74.8       86.3:      25.2       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         5          6          0         11          6         16         12:
Old  :        27:         5          6          0         11          6         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       54.6       61.1       79.6       50.3       54.6       61.1       79.6
Old  :                 50.3       54.6       61.1       79.6       50.3       54.6       61.1       79.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    53,391:    19,527     11,701        395     25,399     20,167     45,321     32,263:     8,070     21,128
Old  :    53,391:    19,527     11,701        395     25,399     20,167     45,321     32,263:     8,070     21,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :     2,834:     2,514        565         67        529       -869      3,110       -237:      -276      3,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6       21.9        0.7       47.6       37.8       84.9       60.4:      15.1       39.6
Old  :     100.0:      36.6       21.9        0.7       47.6       37.8       84.9       60.4:      15.1       39.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        21          9          5         22         18         45         30:
Old  :        64:        21          9          5         22         18         45         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       36.9       40.0       46.6       24.4       34.6       38.0       44.3
Old  :                 25.8       36.9       40.0       46.6       24.4       34.6       38.0       44.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-43874A
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                     :
     :          :                                                                            :
All  :   213,211:   103,125     10,850     12,056     94,829    189,159    210,010    212,065:     3,201      1,146
Old  :   213,211:   103,125     10,850     12,056     94,829    189,159    210,010    212,065:     3,201      1,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :    -1,040:     2,098        167     -1,913     -1,508        478     -1,323     -1,268:       283        228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.4        5.1        5.7       44.5       88.7       98.5       99.5:       1.5        0.5
Old  :     100.0:      48.4        5.1        5.7       44.5       88.7       98.5       99.5:       1.5        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        27          5          9         33         25         63         37:
Old  :        73:        27          5          9         33         25         63         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       49.3       43.6       72.8       23.8       45.9       36.6       63.3
Old  :                 28.2       49.3       43.6       72.8       23.8       45.9       36.6       63.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE                                            Code-43874Q
Commitments of Traders - Futures Only, February 27, 2024                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 QUARTERLY DIVIDEND INDEX X $100                                   :
     :          :                                                                            :
All  :    57,085:       950     23,047         25     56,088     34,013     57,063     57,085:        22          0
Old  :    57,085:       950     23,047         25     56,088     34,013     57,063     57,085:        22          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2024                    :
     :       880:         0        373          0        880        507        880        880:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7       40.4        0.0       98.3       59.6      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.7       40.4        0.0       98.3       59.6      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         3          3          2         10         12         15         15:
Old  :        21:         3          3          2         10         12         15         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.4       74.4       98.7       94.5       90.9       73.8       91.4       87.4
Old  :                 95.4       74.4       98.7       94.5       90.9       73.8       91.4       87.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 27, 2024