USD Malaysian Crude Palm Oil C - CHICAGO MERCANTILE EXCHANGE                                            Code-037021
Commitments of Traders - Futures Only, March 05, 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  :    39,909:       920      3,621      8,399     30,570     27,789     39,889     39,809:        20        100
Old  :    39,909:       920      3,621      8,399     30,570     27,789     39,889     39,809:        20        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :    -5,751:    -2,720       -500        -61     -2,970     -5,290     -5,751     -5,851:         0        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        9.1       21.0       76.6       69.6       99.9       99.7:       0.1        0.3
Old  :     100.0:       2.3        9.1       21.0       76.6       69.6       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         3         10          5         13         15         21         25:
Old  :        31:         3         10          5         13         15         21         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.5       57.0       92.5       80.6       59.7       38.0       60.7       49.9
Old  :                 82.5       57.0       92.5       80.6       59.7       38.0       60.7       49.9
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, March 05, 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  :    39,986:     9,656      3,733     10,128     20,072     25,998     39,856     39,859:       130        127
Old  :    39,986:     9,656      3,733     10,128     20,072     25,998     39,856     39,859:       130        127
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :     3,482:       783       -412      1,226      1,405      2,604      3,414      3,418:        68         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        9.3       25.3       50.2       65.0       99.7       99.7:       0.3        0.3
Old  :     100.0:      24.1        9.3       25.3       50.2       65.0       99.7       99.7:       0.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         8         13         16         18         17         38         36:
Old  :        44:         8         13         16         18         17         38         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  :                 51.0       57.9       68.2       73.5       39.7       37.9       43.8       42.8
Old  :                 51.0       57.9       68.2       73.5       39.7       37.9       43.8       42.8
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, March 05, 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  :     8,833:       189      1,863         64      7,572      6,612      7,825      8,539:     1,008        294
Old  :     8,833:       189      1,863         64      7,572      6,612      7,825      8,539:     1,008        294
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :      -937:        56       -189        -41     -1,003       -639       -988       -869:        51        -68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       21.1        0.7       85.7       74.9       88.6       96.7:      11.4        3.3
Old  :     100.0:       2.1       21.1        0.7       85.7       74.9       88.6       96.7:      11.4        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         4          7          4         26         23         34         30:
Old  :        45:         4          7          4         26         23         34         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  :                 48.4       46.9       67.1       65.0       48.4       46.9       66.9       63.8
Old  :                 48.4       46.9       67.1       65.0       48.4       46.9       66.9       63.8
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, March 05, 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  :    21,787:     2,902      7,438      1,881     15,160      8,450     19,943     17,769:     1,844      4,018
Old  :    21,787:     2,902      7,438      1,881     15,160      8,450     19,943     17,769:     1,844      4,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :    -3,079:      -291     -1,462       -240     -2,446       -944     -2,977     -2,646:      -102       -433
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       34.1        8.6       69.6       38.8       91.5       81.6:       8.5       18.4
Old  :     100.0:      13.3       34.1        8.6       69.6       38.8       91.5       81.6:       8.5       18.4
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  :        72:         8         25         13         25         26         42         56:
Old  :        72:         8         25         13         25         26         42         56:
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  :                 56.6       24.2       72.2       39.5       48.9       21.4       59.8       34.3
Old  :                 56.6       24.2       72.2       39.5       48.9       21.4       59.8       34.3
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, March 05, 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  :     9,028:        45      2,902        190      7,938      5,639      8,173      8,731:       855        297
Old  :     9,028:        45      2,902        190      7,938      5,639      8,173      8,731:       855        297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :      -637:         7       -159         25       -552       -502       -520       -636:      -117         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5       32.1        2.1       87.9       62.5       90.5       96.7:       9.5        3.3
Old  :     100.0:       0.5       32.1        2.1       87.9       62.5       90.5       96.7:       9.5        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         2         10          4         33         23         39         33:
Old  :        52:         2         10          4         33         23         39         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  :                 28.8       40.1       49.2       65.0       28.8       37.4       49.2       59.7
Old  :                 28.8       40.1       49.2       65.0       28.8       37.4       49.2       59.7
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, March 05, 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  :     9,513:     1,658        449        284      7,384      7,838      9,326      8,571:       187        942
Old  :     9,513:     1,658        449        284      7,384      7,838      9,326      8,571:       187        942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :      -694:      -258         57       -137       -308       -676       -703       -756:         9         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        4.7        3.0       77.6       82.4       98.0       90.1:       2.0        9.9
Old  :     100.0:      17.4        4.7        3.0       77.6       82.4       98.0       90.1:       2.0        9.9
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  :        22:         4          2          3          9          9         14         13:
Old  :        22:         4          2          3          9          9         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.7       84.7       91.8       89.7       72.7       82.1       90.9       87.0
Old  :                 72.7       84.7       91.8       89.7       72.7       82.1       90.9       87.0
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, March 05, 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  :   256,984:    97,267     63,439     50,571     87,255    115,891    235,093    229,901:    21,891     27,083
Old  :   233,695:    90,950     62,095     42,278     82,179    104,740    215,407    209,113:    18,288     24,582
Other:    23,289:    13,218      8,245      1,392      5,076     11,151     19,686     20,788:     3,603      2,501
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :    12,234:     3,230     -1,312      3,276      4,597      8,248     11,103     10,212:     1,131      2,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       24.7       19.7       34.0       45.1       91.5       89.5:       8.5       10.5
Old  :     100.0:      38.9       26.6       18.1       35.2       44.8       92.2       89.5:       7.8       10.5
Other:     100.0:      56.8       35.4        6.0       21.8       47.9       84.5       89.3:      15.5       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:       116         68        101         64         90        235        217:
Old  :       299:       111         77         98         52         89        219        216:
Other:       109:        31         19         17         32         43         70         74:
     :----------------------------------------------------------------------------------------------------
     :             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       18.1       29.9       29.4       16.4       16.9       25.2       25.8
Old  :                 18.5       17.8       29.8       28.7       17.8       15.2       26.9       25.3
Other:                 43.2       42.6       55.8       53.6       43.1       41.6       55.1       52.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, March 05, 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  :   317,436:   121,684     52,771     56,284    107,248    171,339    285,216    280,394:    32,220     37,042
Old  :   317,436:   121,684     52,771     56,284    107,248    171,339    285,216    280,394:    32,220     37,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :    12,660:     6,939      4,025      2,796      1,437      5,063     11,172     11,884:     1,488        776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3       16.6       17.7       33.8       54.0       89.8       88.3:      10.2       11.7
Old  :     100.0:      38.3       16.6       17.7       33.8       54.0       89.8       88.3:      10.2       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       383:       134         56        105        116        151        302        281:
Old  :       383:       134         56        105        116        151        302        281:
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  :                 12.0       16.7       19.9       27.5       11.8       14.7       19.1       22.7
Old  :                 12.0       16.7       19.9       27.5       11.8       14.7       19.1       22.7
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, March 05, 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  :     8,104:     4,317        865        210      2,511      6,409      7,038      7,484:     1,066        620
Old  :     8,104:     4,317        865        210      2,511      6,409      7,038      7,484:     1,066        620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :      -105:       651       -475        -89       -936        321       -374       -243:       269        138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.3       10.7        2.6       31.0       79.1       86.8       92.3:      13.2        7.7
Old  :     100.0:      53.3       10.7        2.6       31.0       79.1       86.8       92.3:      13.2        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  :        82:        29         14         11         21         24         59         43:
Old  :        82:        29         14         11         21         24         59         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       44.9       43.0       58.7       28.8       43.7       42.6       56.0
Old  :                 29.2       44.9       43.0       58.7       28.8       43.7       42.6       56.0
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, March 05, 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  :    58,417:    18,599     13,361     14,235     15,115     13,822     47,949     41,418:    10,468     16,999
Old  :    58,417:    18,599     13,361     14,235     15,115     13,822     47,949     41,418:    10,468     16,999
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :     2,682:     1,434        860        362       -138      1,284      1,658      2,506:     1,024        176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       22.9       24.4       25.9       23.7       82.1       70.9:      17.9       29.1
Old  :     100.0:      31.8       22.9       24.4       25.9       23.7       82.1       70.9:      17.9       29.1
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  :       254:        72         58         82         64         74        191        182:
Old  :       254:        72         58         82         64         74        191        182:
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  :                 15.5       11.9       25.4       19.9       12.9        8.6       19.6       12.9
Old  :                 15.5       11.9       25.4       19.9       12.9        8.6       19.6       12.9
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, March 05, 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  :     3,216:       131        967         49      2,388      1,823      2,568      2,839:       648        377
Old  :     3,216:       131        967         49      2,388      1,823      2,568      2,839:       648        377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :      -507:       -27       -161         15       -451       -298       -463       -444:       -44        -63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       30.1        1.5       74.3       56.7       79.9       88.3:      20.1       11.7
Old  :     100.0:       4.1       30.1        1.5       74.3       56.7       79.9       88.3:      20.1       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          3          3         10          8         15         13:
Old  :        20:         3          3          3         10          8         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.5       61.3       74.3       83.2       53.5       61.3       71.5       81.3
Old  :                 53.5       61.3       74.3       83.2       53.5       61.3       71.5       81.3
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, March 05, 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  :    17,783:       685      5,182      1,006     15,546     10,741     17,237     16,929:       546        854
Old  :    17,783:       685      5,182      1,006     15,546     10,741     17,237     16,929:       546        854
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :    -2,013:       -21     -1,402         60     -2,030       -656     -1,991     -1,998:       -22        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       29.1        5.7       87.4       60.4       96.9       95.2:       3.1        4.8
Old  :     100.0:       3.9       29.1        5.7       87.4       60.4       96.9       95.2:       3.1        4.8
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  :        58:         8         17          7         20         21         30         43:
Old  :        58:         8         17          7         20         21         30         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.4       48.0       75.0       66.9       53.4       38.4       65.7       55.8
Old  :                 57.4       48.0       75.0       66.9       53.4       38.4       65.7       55.8
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, March 05, 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  :   183,697:    42,590     62,427      6,603    106,182     82,615    155,375    151,645:    28,322     32,052
Old  :   183,697:    42,590     62,427      6,603    106,182     82,615    155,375    151,645:    28,322     32,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :    17,213:     1,432     19,891      1,554     15,636     -8,504     18,622     12,941:    -1,409      4,272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       34.0        3.6       57.8       45.0       84.6       82.6:      15.4       17.4
Old  :     100.0:      23.2       34.0        3.6       57.8       45.0       84.6       82.6:      15.4       17.4
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  :       111:        22         33         10         33         38         58         78:
Old  :       111:        22         33         10         33         38         58         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  :                 42.5       22.8       55.4       34.9       42.1       22.6       54.5       34.7
Old  :                 42.5       22.8       55.4       34.9       42.1       22.6       54.5       34.7
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, March 05, 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  :    76,166:    16,935     34,486        444     49,507     20,330     66,886     55,260:     9,280     20,906
Old  :    76,166:    16,935     34,486        444     49,507     20,330     66,886     55,260:     9,280     20,906
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :    10,959:     1,078      6,648         61      8,791      3,323      9,930     10,032:     1,029        927
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       45.3        0.6       65.0       26.7       87.8       72.6:      12.2       27.4
Old  :     100.0:      22.2       45.3        0.6       65.0       26.7       87.8       72.6:      12.2       27.4
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  :        57:        13         17          3         15         16         29         35:
Old  :        57:        13         17          3         15         16         29         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.5       25.5       65.9       37.8       47.4       25.5       65.7       37.8
Old  :                 47.5       25.5       65.9       37.8       47.4       25.5       65.7       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, March 05, 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  :   294,670:   171,871     65,285      4,270    109,795    222,511    285,936    292,066:     8,734      2,604
Old  :   294,670:   171,871     65,285      4,270    109,795    222,511    285,936    292,066:     8,734      2,604
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :    38,615:    25,753     12,981      2,040     10,068     23,889     37,861     38,910:       754       -295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.3       22.2        1.4       37.3       75.5       97.0       99.1:       3.0        0.9
Old  :     100.0:      58.3       22.2        1.4       37.3       75.5       97.0       99.1:       3.0        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        95         21         10         52         39        151         66:
Old  :       195:        95         21         10         52         39        151         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  :                 35.9       66.8       49.7       81.9       35.9       66.1       49.7       80.8
Old  :                 35.9       66.8       49.7       81.9       35.9       66.1       49.7       80.8
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, March 05, 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  :   221,726:   102,279     43,894     15,196     71,655    135,778    189,130    194,868:    32,596     26,858
Old  :   221,726:   102,279     43,894     15,196     71,655    135,778    189,130    194,868:    32,596     26,858
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :    10,898:    10,309     -1,718      3,148     -4,107      8,426      9,350      9,856:     1,548      1,042
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.1       19.8        6.9       32.3       61.2       85.3       87.9:      14.7       12.1
Old  :     100.0:      46.1       19.8        6.9       32.3       61.2       85.3       87.9:      14.7       12.1
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  :       115:        27         20         15         27         53         63         80:
Old  :       115:        27         20         15         27         53         63         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       27.4       51.2       42.8       31.2       24.4       49.2       39.0
Old  :                 31.2       27.4       51.2       42.8       31.2       24.4       49.2       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, March 05, 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  :   314,586:    54,671    173,514     12,406    200,129     86,604    267,206    272,524:    47,380     42,062
Old  :   314,586:    54,671    173,514     12,406    200,129     86,604    267,206    272,524:    47,380     42,062
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :     4,953:     3,410    -10,452      1,755     -4,296     14,161        869      5,464:     4,084       -511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       55.2        3.9       63.6       27.5       84.9       86.6:      15.1       13.4
Old  :     100.0:      17.4       55.2        3.9       63.6       27.5       84.9       86.6:      15.1       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        30         54         14         52         50         91        109:
Old  :       167:        30         54         14         52         50         91        109:
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       25.3       51.5       39.4       40.3       25.3       49.4       39.1
Old  :                 41.4       25.3       51.5       39.4       40.3       25.3       49.4       39.1
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, March 05, 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  :   707,108:   200,025    133,714     20,780    404,771    501,537    625,576    656,031:    81,532     51,077
Old  :   707,108:   200,025    133,714     20,780    404,771    501,537    625,576    656,031:    81,532     51,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :    -8,437:    -5,209     -8,666      1,920     -6,346        519     -9,635     -6,227:     1,198     -2,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       18.9        2.9       57.2       70.9       88.5       92.8:      11.5        7.2
Old  :     100.0:      28.3       18.9        2.9       57.2       70.9       88.5       92.8:      11.5        7.2
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  :       308:        89         57         40        122         90        228        171:
Old  :       308:        89         57         40        122         90        228        171:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       42.4       27.9       59.2       16.3       42.3       26.1       59.0
Old  :                 17.4       42.4       27.9       59.2       16.3       42.3       26.1       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE                                               Code-299741
Commitments of Traders - Futures Only, March 05, 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  :    30,289:     6,188     10,442         20     12,689     12,329     18,897     22,791:    11,392      7,498
Old  :    30,289:     6,188     10,442         20     12,689     12,329     18,897     22,791:    11,392      7,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :        51:       208       -150         20       -238          6        -10       -124:        61        175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       34.5        0.1       41.9       40.7       62.4       75.2:      37.6       24.8
Old  :     100.0:      20.4       34.5        0.1       41.9       40.7       62.4       75.2:      37.6       24.8
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  :        24:         7          4          1         11          7         18         12:
Old  :        24:         7          4          1         11          7         18         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  :                 25.0       65.0       40.4       73.3       24.5       65.0       38.5       70.4
Old  :                 25.0       65.0       40.4       73.3       24.5       65.0       38.5       70.4
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, March 05, 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  :    23,467:     6,102      5,602        385      5,910     10,556     12,397     16,543:    11,070      6,924
Old  :    23,467:     6,102      5,602        385      5,910     10,556     12,397     16,543:    11,070      6,924
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :       958:      -337       -366        346        148        633        157        613:       801        345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       23.9        1.6       25.2       45.0       52.8       70.5:      47.2       29.5
Old  :     100.0:      26.0       23.9        1.6       25.2       45.0       52.8       70.5:      47.2       29.5
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  :        21:         4          6          3          6          9         13         15:
Old  :        21:         4          6          3          6          9         13         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       36.6       50.7       55.8       38.3       36.4       46.4       52.6
Old  :                 39.8       36.6       50.7       55.8       38.3       36.4       46.4       52.6
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, March 05, 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  :    48,871:    24,679     16,399          1     20,562     31,724     45,242     48,124:     3,629        747
Old  :    48,871:    24,679     16,399          1     20,562     31,724     45,242     48,124:     3,629        747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :   -24,039:    -9,871       -625     -3,369    -11,091    -19,521    -24,331    -23,515:       292       -524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.5       33.6        0.0       42.1       64.9       92.6       98.5:       7.4        1.5
Old  :     100.0:      50.5       33.6        0.0       42.1       64.9       92.6       98.5:       7.4        1.5
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  :        79:        34         14          1         19         13         54         27:
Old  :        79:        34         14          1         19         13         54         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       68.8       55.1       83.4       41.3       68.5       55.1       83.1
Old  :                 41.3       68.8       55.1       83.4       41.3       68.5       55.1       83.1
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, March 05, 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  :    50,123:    21,899     14,671      2,524     21,419     29,205     45,842     46,400:     4,281      3,723
Old  :    50,123:    21,899     14,671      2,524     21,419     29,205     45,842     46,400:     4,281      3,723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :     1,660:    -2,043        786        497      3,945       -694      2,399        589:      -739      1,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.7       29.3        5.0       42.7       58.3       91.5       92.6:       8.5        7.4
Old  :     100.0:      43.7       29.3        5.0       42.7       58.3       91.5       92.6:       8.5        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  :        93:        26         25         10         20         32         52         61:
Old  :        93:        26         25         10         20         32         52         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       37.1       53.9       56.2       35.2       34.0       52.4       50.0
Old  :                 35.2       37.1       53.9       56.2       35.2       34.0       52.4       50.0
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, March 05, 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  :    14,517:    10,661      7,874        292      2,141      4,439     13,094     12,605:     1,423      1,912
Old  :    14,517:    10,661      7,874        292      2,141      4,439     13,094     12,605:     1,423      1,912
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :       -70:       891        719          7     -1,393       -971       -495       -245:       425        175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.4       54.2        2.0       14.7       30.6       90.2       86.8:       9.8       13.2
Old  :     100.0:      73.4       54.2        2.0       14.7       30.6       90.2       86.8:       9.8       13.2
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  :        26:         9          6          3          2         10         11         19:
Old  :        26:         9          6          3          2         10         11         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  :                 73.5       61.2       85.6       75.3       73.5       61.2       84.6       75.3
Old  :                 73.5       61.2       85.6       75.3       73.5       61.2       84.6       75.3
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, March 05, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (5 Bitcoins)                                                               :
     :          :                                                                            :
All  :    27,747:    22,356     23,708      2,186      1,500      1,040     26,042     26,934:     1,705        813
Old  :    27,747:    22,356     23,708      2,186      1,500      1,040     26,042     26,934:     1,705        813
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :     2,518:     2,322      1,707        476       -259        241      2,539      2,424:       -21         94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.6       85.4        7.9        5.4        3.7       93.9       97.1:       6.1        2.9
Old  :     100.0:      80.6       85.4        7.9        5.4        3.7       93.9       97.1:       6.1        2.9
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  :       130:        70         50         32          5          6         91         73:
Old  :       130:        70         50         32          5          6         91         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       35.6       63.0       55.5       55.3       35.1       61.9       54.3
Old  :                 56.1       35.6       63.0       55.5       55.3       35.1       61.9       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE                                                             Code-133742
Commitments of Traders - Futures Only, March 05, 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  :    38,184:    32,515     34,990        795        310      1,160     33,620     36,945:     4,564      1,239
Old  :    38,184:    32,515     34,990        795        310      1,160     33,620     36,945:     4,564      1,239
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :    20,651:    19,998     20,276        260         55          0     20,313     20,536:       338        115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.2       91.6        2.1        0.8        3.0       88.0       96.8:      12.0        3.2
Old  :     100.0:      85.2       91.6        2.1        0.8        3.0       88.0       96.8:      12.0        3.2
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  :       142:       109         30         13          3          1        119         37:
Old  :       142:       109         30         13          3          1        119         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  :                 65.2       85.3       70.7       93.2       65.2       84.8       70.6       92.1
Old  :                 65.2       85.3       70.7       93.2       65.2       84.8       70.6       92.1
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, March 05, 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  :10,783,746: 1,702,242  1,588,712  2,933,843  6,123,629  6,230,355 10,759,714 10,752,910:    24,032     30,836
Old  :10,783,746: 1,702,242  1,588,712  2,933,843  6,123,629  6,230,355 10,759,714 10,752,910:    24,032     30,836
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :   -20,414:  -123,716    136,728   -102,808    208,768    -51,472    -17,756    -17,552:    -2,658     -2,862
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       14.7       27.2       56.8       57.8       99.8       99.7:       0.2        0.3
Old  :     100.0:      15.8       14.7       27.2       56.8       57.8       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:       226        296        264        267        295        651        740:
Old  :       914:       226        296        264        267        295        651        740:
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  :                 16.4       20.1       27.9       33.8       10.3       13.9       17.1       19.0
Old  :                 16.4       20.1       27.9       33.8       10.3       13.9       17.1       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOFR-1M - CHICAGO MERCANTILE EXCHANGE                                                                   Code-134742
Commitments of Traders - Futures Only, March 05, 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  :   907,957:   192,517    292,516    136,410    578,803    478,700    907,730    907,626:       227        331
Old  :   907,957:   192,517    292,516    136,410    578,803    478,700    907,730    907,626:       227        331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :  -263,863:   -31,094    -32,414    -57,828   -173,851   -173,882   -262,773   -264,124:    -1,090        261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       32.2       15.0       63.7       52.7      100.0      100.0:       0.0        0.0
Old  :     100.0:      21.2       32.2       15.0       63.7       52.7      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  :       186:        38         53         50         69         80        133        157:
Old  :       186:        38         53         50         69         80        133        157:
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  :                 26.6       23.2       43.9       39.1       20.2       19.5       33.7       29.5
Old  :                 26.6       23.2       43.9       39.1       20.2       19.5       33.7       29.5
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, March 05, 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  : 2,401,166:   284,325    483,294    101,682  1,744,733  1,624,632  2,130,740  2,209,607:   270,427    191,559
Old  : 2,401,166:   284,325    483,294    101,682  1,744,733  1,624,632  2,130,740  2,209,607:   270,427    191,559
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :    35,897:   -11,997    -32,900     21,417     25,446     46,759     34,866     35,276:     1,032        622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       20.1        4.2       72.7       67.7       88.7       92.0:      11.3        8.0
Old  :     100.0:      11.8       20.1        4.2       72.7       67.7       88.7       92.0:      11.3        8.0
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  :       523:        91         86         60        260        230        385        345:
Old  :       523:        91         86         60        260        230        385        345:
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  :                 10.1       24.3       17.1       34.9        9.1       23.3       15.4       31.3
Old  :                 10.1       24.3       17.1       34.9        9.1       23.3       15.4       31.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE                                            Code-138748
Commitments of Traders - Futures Only, March 05, 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  :    23,605:     2,656      1,507          0     18,735     21,199     21,391     22,706:     2,214        899
Old  :    23,605:     2,656      1,507          0     18,735     21,199     21,391     22,706:     2,214        899
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :      -838:      -296        358          0       -784       -890     -1,080       -532:       242       -306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        6.4        0.0       79.4       89.8       90.6       96.2:       9.4        3.8
Old  :     100.0:      11.3        6.4        0.0       79.4       89.8       90.6       96.2:       9.4        3.8
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  :        27:         2          3          0         11         12         13         15:
Old  :        27:         2          3          0         11         12         13         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.1       73.7       84.3       85.7       60.1       73.7       84.3       85.7
Old  :                 60.1       73.7       84.3       85.7       60.1       73.7       84.3       85.7
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, March 05, 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  :    28,111:     2,621        671          0     23,150     26,474     25,771     27,145:     2,340        966
Old  :    28,111:     2,621        671          0     23,150     26,474     25,771     27,145:     2,340        966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :       405:       293        671          0        480        409        773      1,080:      -368       -675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        2.4        0.0       82.4       94.2       91.7       96.6:       8.3        3.4
Old  :     100.0:       9.3        2.4        0.0       82.4       94.2       91.7       96.6:       8.3        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         4          2          0         17         12         21         14:
Old  :        34:         4          2          0         17         12         21         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  :                 48.1       72.6       72.0       88.4       48.1       72.6       72.0       88.4
Old  :                 48.1       72.6       72.0       88.4       48.1       72.6       72.0       88.4
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, March 05, 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  : 2,377,697:   285,210    489,650     86,286  1,741,608  1,620,932  2,113,104  2,196,868:   264,593    180,829
Old  : 2,377,697:   285,210    489,650     86,286  1,741,608  1,620,932  2,113,104  2,196,868:   264,593    180,829
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :    33,357:   -13,328    -33,111     20,632     24,916     45,454     32,220     32,975:     1,137        382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       20.6        3.6       73.2       68.2       88.9       92.4:      11.1        7.6
Old  :     100.0:      12.0       20.6        3.6       73.2       68.2       88.9       92.4:      11.1        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       509:        90         79         54        256        227        374        334:
Old  :       509:        90         79         54        256        227        374        334:
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  :                 10.2       24.5       16.9       35.2        9.2       23.6       15.5       31.6
Old  :                 10.2       24.5       16.9       35.2        9.2       23.6       15.5       31.6
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, March 05, 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  :    44,785:       511      1,054         30     41,584     42,348     42,125     43,432:     2,660      1,353
Old  :    44,785:       511      1,054         30     41,584     42,348     42,125     43,432:     2,660      1,353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :     1,329:       176        211          4        857      1,261      1,037      1,476:       292       -147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        2.4        0.1       92.9       94.6       94.1       97.0:       5.9        3.0
Old  :     100.0:       1.1        2.4        0.1       92.9       94.6       94.1       97.0:       5.9        3.0
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  :        33:         1          4          1         15         13         17         17:
Old  :        33:         1          4          1         15         13         17         17:
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       77.8       86.1       91.3       72.7       77.8       86.1       91.3
Old  :                 72.7       77.8       86.1       91.3       72.7       77.8       86.1       91.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE                                               Code-13874F
Commitments of Traders - Futures Only, March 05, 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 Industrial Ind                                   :
     :          :                                                                            :
All  :    18,320:         0      1,413          0     15,540     15,459     15,540     16,872:     2,780      1,448
Old  :    18,320:         0      1,413          0     15,540     15,459     15,540     16,872:     2,780      1,448
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.7        0.0       84.8       84.4       84.8       92.1:      15.2        7.9
Old  :     100.0:       0.0        7.7        0.0       84.8       84.4       84.8       92.1:      15.2        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          3          0         11          6         11          9:
Old  :        20:         0          3          0         11          6         11          9:
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  :                 65.5       81.8       79.8       90.9       65.5       81.8       79.8       90.9
Old  :                 65.5       81.8       79.8       90.9       65.5       81.8       79.8       90.9
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, March 05, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Utilities Inde                                   :
     :          :                                                                            :
All  :    39,324:     1,857      4,339          0     35,358     33,319     37,215     37,658:     2,109      1,666
Old  :    39,324:     1,857      4,339          0     35,358     33,319     37,215     37,658:     2,109      1,666
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :     1,293:         8       -223          0      1,559      1,813      1,567      1,590:      -274       -297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       11.0        0.0       89.9       84.7       94.6       95.8:       5.4        4.2
Old  :     100.0:       4.7       11.0        0.0       89.9       84.7       94.6       95.8:       5.4        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  :        40:         4          5          0         15         18         19         23:
Old  :        40:         4          5          0         15         18         19         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.1       68.5       82.1       81.6       69.1       68.5       81.7       81.6
Old  :                 69.1       68.5       82.1       81.6       69.1       68.5       81.7       81.6
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, March 05, 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  :    17,782:     3,575        956          0     12,986     16,414     16,561     17,370:     1,221        412
Old  :    17,782:     3,575        956          0     12,986     16,414     16,561     17,370:     1,221        412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :      -273:      -279       -110          0        -12       -152       -291       -262:        18        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        5.4        0.0       73.0       92.3       93.1       97.7:       6.9        2.3
Old  :     100.0:      20.1        5.4        0.0       73.0       92.3       93.1       97.7:       6.9        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  :        22:         4          1          0         10          7         14          8:
Old  :        22:         4          1          0         10          7         14          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.5       80.9       84.4       97.7       68.5       80.9       84.4       97.7
Old  :                 68.5       80.9       84.4       97.7       68.5       80.9       84.4       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, March 05, 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  :   234,694:   129,648     74,939     15,459     31,249     36,995    176,356    127,393:    58,338    107,301
Old  :   234,694:   129,648     74,939     15,459     31,249     36,995    176,356    127,393:    58,338    107,301
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :    25,402:    18,685      7,483      2,472      5,298     13,050     26,455     23,005:    -1,053      2,397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.2       31.9        6.6       13.3       15.8       75.1       54.3:      24.9       45.7
Old  :     100.0:      55.2       31.9        6.6       13.3       15.8       75.1       54.3:      24.9       45.7
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:        11         10         11         15          8         31         24:
Old  :        39:        11         10         11         15          8         31         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  :                 57.1       36.2       64.1       47.8       52.1       35.1       59.1       42.9
Old  :                 57.1       36.2       64.1       47.8       52.1       35.1       59.1       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE                                            Code-13874W
Commitments of Traders - Futures Only, March 05, 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  :   401,549:    24,162     16,616     15,480    360,105    366,493    399,747    398,589:     1,802      2,960
Old  :   401,549:    24,162     16,616     15,480    360,105    366,493    399,747    398,589:     1,802      2,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :      -832:     1,350        151       -500     -2,202       -749     -1,352     -1,098:       520        266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        4.1        3.9       89.7       91.3       99.6       99.3:       0.4        0.7
Old  :     100.0:       6.0        4.1        3.9       89.7       91.3       99.6       99.3:       0.4        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          8         23         25         31         36:
Old  :        39:         4          4          8         23         25         31         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  :                 53.8       35.7       77.4       58.0       36.5       32.6       46.1       45.3
Old  :                 53.8       35.7       77.4       58.0       36.5       32.6       46.1       45.3
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, March 05, 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  :    38,313:     6,499      2,624         18     23,630     31,301     30,147     33,943:     8,166      4,370
Old  :    38,313:     6,499      2,624         18     23,630     31,301     30,147     33,943:     8,166      4,370
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :    -1,187:       543     -1,428          0     -1,469       -131       -926     -1,559:      -261        372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        6.8        0.0       61.7       81.7       78.7       88.6:      21.3       11.4
Old  :     100.0:      17.0        6.8        0.0       61.7       81.7       78.7       88.6:      21.3       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:         8          4          4         43         26         52         33:
Old  :        69:         8          4          4         43         26         52         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  :                 18.3       48.3       30.0       62.3       18.3       47.8       30.0       61.4
Old  :                 18.3       48.3       30.0       62.3       18.3       47.8       30.0       61.4
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, March 05, 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  :     7,471:     4,820      6,343        762        844         77      6,426      7,182:     1,045        289
Old  :     7,471:     4,820      6,343        762        844         77      6,426      7,182:     1,045        289
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :       907:       504        495        410         37         12        951        917:       -44        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.5       84.9       10.2       11.3        1.0       86.0       96.1:      14.0        3.9
Old  :     100.0:      64.5       84.9       10.2       11.3        1.0       86.0       96.1:      14.0        3.9
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  :        78:        42         28         10          5          2         52         36:
Old  :        78:        42         28         10          5          2         52         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  :                 24.1       39.5       39.5       62.6       22.0       39.5       35.4       62.1
Old  :                 24.1       39.5       39.5       62.6       22.0       39.5       35.4       62.1
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, March 05, 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  :    47,400:    42,434     43,995      3,132        120          0     45,686     47,127:     1,714        273
Old  :    47,400:    42,434     43,995      3,132        120          0     45,686     47,127:     1,714        273
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :    20,150:    18,289     18,467      1,639         70          0     19,998     20,106:       152         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.5       92.8        6.6        0.3        0.0       96.4       99.4:       3.6        0.6
Old  :     100.0:      89.5       92.8        6.6        0.3        0.0       96.4       99.4:       3.6        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:       106         25          6          2          0        112         27:
Old  :       133:       106         25          6          2          0        112         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.0       92.5       70.4       96.2       61.0       87.0       67.5       90.1
Old  :                 61.0       92.5       70.4       96.2       61.0       87.0       67.5       90.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, March 05, 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  :   309,873:    69,488     69,335     32,889    161,680    172,013    264,056    274,236:    45,816     35,637
Old  :   309,873:    69,488     69,335     32,889    161,680    172,013    264,056    274,236:    45,816     35,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :     2,321:   -10,418      1,508      1,624      7,894        304       -900      3,436:     3,221     -1,115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       22.4       10.6       52.2       55.5       85.2       88.5:      14.8       11.5
Old  :     100.0:      22.4       22.4       10.6       52.2       55.5       85.2       88.5:      14.8       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       320:        78         67         38        121         98        221        183:
Old  :       320:        78         67         38        121         98        221        183:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       22.5       31.2       35.3       16.9       20.5       25.6       30.9
Old  :                 18.9       22.5       31.2       35.3       16.9       20.5       25.6       30.9
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, March 05, 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  :   289,047:    82,245     81,610      4,112    161,131    171,282    247,488    257,004:    41,559     32,043
Old  :   289,047:    82,245     81,610      4,112    161,131    171,282    247,488    257,004:    41,559     32,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :       972:    -8,422      1,189       -467      7,770        219     -1,119        941:     2,091         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       28.2        1.4       55.7       59.3       85.6       88.9:      14.4       11.1
Old  :     100.0:      28.5       28.2        1.4       55.7       59.3       85.6       88.9:      14.4       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  :       291:        69         57         28        115         94        198        165:
Old  :       291:        69         57         28        115         94        198        165:
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       24.1       31.5       36.4       19.2       24.0       29.7       35.8
Old  :                 19.7       24.1       31.5       36.4       19.2       24.0       29.7       35.8
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, March 05, 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  :   208,258:   155,140    159,954      5,059      5,485      7,307    165,684    172,320:    42,574     35,938
Old  :   208,258:   155,140    159,954      5,059      5,485      7,307    165,684    172,320:    42,574     35,938
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :    13,485:       263     23,415        682      1,243        849      2,188     24,946:    11,297    -11,461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.5       76.8        2.4        2.6        3.5       79.6       82.7:      20.4       17.3
Old  :     100.0:      74.5       76.8        2.4        2.6        3.5       79.6       82.7:      20.4       17.3
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  :        48:        18         17         11          8          7         31         30:
Old  :        48:        18         17         11          8          7         31         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  :                 72.3       72.0       74.9       76.7       71.2       71.5       73.5       75.5
Old  :                 72.3       72.0       74.9       76.7       71.2       71.5       73.5       75.5
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, March 05, 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  :   234,196:    53,966    138,709      8,630    151,903     56,158    214,499    203,497:    19,697     30,699
Old  :   234,196:    53,966    138,709      8,630    151,903     56,158    214,499    203,497:    19,697     30,699
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :    29,204:     4,326      9,893      1,960     22,611     16,643     28,897     28,496:       307        708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       59.2        3.7       64.9       24.0       91.6       86.9:       8.4       13.1
Old  :     100.0:      23.0       59.2        3.7       64.9       24.0       91.6       86.9:       8.4       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        25         34         15         34         34         66         76:
Old  :       110:        25         34         15         34         34         66         76:
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  :                 45.7       42.9       59.6       54.6       45.7       42.7       58.9       54.1
Old  :                 45.7       42.9       59.6       54.6       45.7       42.7       58.9       54.1
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, March 05, 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  :   517,143:    61,500     84,323      6,005    418,598    406,354    486,103    496,682:    31,040     20,461
Old  :   517,143:    61,500     84,323      6,005    418,598    406,354    486,103    496,682:    31,040     20,461
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :     2,128:    -2,957      1,638        -16      5,494      1,206      2,521      2,828:      -393       -700
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       16.3        1.2       80.9       78.6       94.0       96.0:       6.0        4.0
Old  :     100.0:      11.9       16.3        1.2       80.9       78.6       94.0       96.0:       6.0        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       343:        50         56         23        169        128        235        191:
Old  :       343:        50         56         23        169        128        235        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  :                 15.4       27.5       26.7       38.0       15.3       27.5       26.4       37.7
Old  :                 15.4       27.5       26.7       38.0       15.3       27.5       26.4       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, March 05, 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  :    31,906:     3,677        704          0     27,187     30,492     30,864     31,196:     1,042        710
Old  :    31,906:     3,677        704          0     27,187     30,492     30,864     31,196:     1,042        710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :       554:      -116        -18          0        395        627        279        609:       275        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        2.2        0.0       85.2       95.6       96.7       97.8:       3.3        2.2
Old  :     100.0:      11.5        2.2        0.0       85.2       95.6       96.7       97.8:       3.3        2.2
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  :        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  :                 76.8       80.9       89.9       90.8       76.8       80.9       89.9       90.8
Old  :                 76.8       80.9       89.9       90.8       76.8       80.9       89.9       90.8
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, March 05, 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  :    39,156:    17,119     25,149        319     10,781      3,299     28,219     28,767:    10,937     10,389
Old  :    39,156:    17,119     25,149        319     10,781      3,299     28,219     28,767:    10,937     10,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :     3,216:     3,454      2,269        153        660      2,068      4,267      4,490:    -1,051     -1,274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.7       64.2        0.8       27.5        8.4       72.1       73.5:      27.9       26.5
Old  :     100.0:      43.7       64.2        0.8       27.5        8.4       72.1       73.5:      27.9       26.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         8         12          6          6          5         18         19:
Old  :        27:         8         12          6          6          5         18         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  :                 56.9       55.9       67.8       64.6       56.8       55.6       67.3       64.2
Old  :                 56.9       55.9       67.8       64.6       56.8       55.6       67.3       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, March 05, 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  :    25,567:     2,524      6,720      2,854     14,604     12,308     19,982     21,882:     5,585      3,685
Old  :    25,567:     2,524      6,720      2,854     14,604     12,308     19,982     21,882:     5,585      3,685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :     7,324:       855       -243      2,854      2,630      3,524      6,339      6,135:       985      1,189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       26.3       11.2       57.1       48.1       78.2       85.6:      21.8       14.4
Old  :     100.0:       9.9       26.3       11.2       57.1       48.1       78.2       85.6:      21.8       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         7          5          4         15          8         24         16:
Old  :        31:         7          5          4         15          8         24         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  :                 35.4       44.5       53.3       67.2       34.7       40.3       44.8       60.9
Old  :                 35.4       44.5       53.3       67.2       34.7       40.3       44.8       60.9
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, March 05, 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  :    65,865:    18,481      9,364      6,669     31,892     23,433     57,042     39,466:     8,823     26,399
Old  :    65,865:    18,481      9,364      6,669     31,892     23,433     57,042     39,466:     8,823     26,399
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :    12,474:    -1,046     -2,337      6,274      6,493      3,266     11,721      7,203:       753      5,271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       14.2       10.1       48.4       35.6       86.6       59.9:      13.4       40.1
Old  :     100.0:      28.1       14.2       10.1       48.4       35.6       86.6       59.9:      13.4       40.1
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  :        63:        20          8         14         26         20         50         39:
Old  :        63:        20          8         14         26         20         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  :                 24.5       31.9       40.5       41.2       22.9       24.5       35.8       30.9
Old  :                 24.5       31.9       40.5       41.2       22.9       24.5       35.8       30.9
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, March 05, 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  :   216,044:   104,326     10,812     12,474     96,049    191,613    212,849    214,899:     3,195      1,145
Old  :   216,044:   104,326     10,812     12,474     96,049    191,613    212,849    214,899:     3,195      1,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :     2,833:     1,201        -38        418      1,220      2,454      2,839      2,834:        -6         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.3        5.0        5.8       44.5       88.7       98.5       99.5:       1.5        0.5
Old  :     100.0:      48.3        5.0        5.8       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          4          9         33         25         63         37:
Old  :        73:        27          4          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  :                 27.5       49.5       43.4       72.9       23.7       46.3       36.5       63.8
Old  :                 27.5       49.5       43.4       72.9       23.7       46.3       36.5       63.8
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, March 05, 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  :    57,186:       950     23,531         25     56,189     33,630     57,164     57,186:        22          0
Old  :    57,186:       950     23,531         25     56,189     33,630     57,164     57,186:        22          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2024                    :
     :       101:         0        484          0        101       -383        101        101:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7       41.1        0.0       98.3       58.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.7       41.1        0.0       98.3       58.8      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  :                 95.3       74.2       98.7       95.2       90.8       73.6       91.3       88.1
Old  :                 95.3       74.2       98.7       95.2       90.8       73.6       91.3       88.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 05, 2024