Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   213,873
Positions
   106,039     20,382      8,490     34,933     84,138      7,314     10,051     47,693      9,248      8,983      1,845        425     28,390     34,338
 
Changes from:       December 5, 2023                                 Total Change is:    16,082
     2,252        -94      7,736      1,009      1,448      2,461      1,072      1,126      3,172     -1,398        -51        424       -646       -140
 
Percent of Open Interest Represented by Each Category of Trader
      49.6        9.5        4.0       16.3       39.3        3.4        4.7       22.3        4.3        4.2        0.9        0.2       13.3       16.1
 
Number of Traders in Each Category                                    Total Traders:       109 
        12          .          6         13         30         11         15         26         13          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    65,186
Positions
    23,061      9,040      4,605     11,799     19,056          4      6,786     10,182      4,672      1,471          0          0     12,788     17,627
 
Changes from:       December 5, 2023                                 Total Change is:     4,830
    -3,098      1,551      3,208      2,285     -1,516        -40       -545       -371      2,887          0          0          0        133       -889
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       13.9        7.1       18.1       29.2        0.0       10.4       15.6        7.2        2.3        0.0        0.0       19.6       27.0
 
Number of Traders in Each Category                                    Total Traders:        48 
         5          4          7          4         10          .         10         12          6          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                                    
CFTC Code #096742                                                    Open Interest is   243,677
Positions
    39,181     20,856     29,024     56,934     90,641      5,843     53,463     33,414     14,594          0      3,187          0     44,638     46,118
 
Changes from:       December 5, 2023                                 Total Change is:    24,804
       -62     -6,240     17,758    -10,404       -206      1,657      1,515     -3,729     -1,677          0       -574          0     16,017     17,815
 
Percent of Open Interest Represented by Each Category of Trader
      16.1        8.6       11.9       23.4       37.2        2.4       21.9       13.7        6.0        0.0        1.3        0.0       18.3       18.9
 
Number of Traders in Each Category                                    Total Traders:       114 
         .          8          4         13         29         14         27         27         18          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   257,581
Positions
    83,812     29,779      4,082     62,909     67,019     10,052     29,395     90,842     17,180     11,347      1,427          0     38,804     37,200
 
Changes from:       December 5, 2023                                 Total Change is:    -9,901
    -6,425     15,649      2,102     -1,730    -17,185      6,200    -10,518    -13,535      2,938        627       -109          0     -3,095     -5,961
 
Percent of Open Interest Represented by Each Category of Trader
      32.5       11.6        1.6       24.4       26.0        3.9       11.4       35.3        6.7        4.4        0.6        0.0       15.1       14.4
 
Number of Traders in Each Category                                    Total Traders:       146 
        13          5          6         21         29         12         25         39         14         11          .          0
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Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   792,149
Positions
    21,100    459,903     28,344    462,262     99,438     30,745     83,174     66,533     24,713     35,563     11,255      5,998    100,250     65,220
 
Changes from:       December 5, 2023                                 Total Change is:    35,534
     1,105    -19,950     23,012    -16,261      6,578      8,393      6,894      2,361     -4,031        457      1,667      1,644     14,321     15,860
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       58.1        3.6       58.4       12.6        3.9       10.5        8.4        3.1        4.5        1.4        0.8       12.7        8.2
 
Number of Traders in Each Category                                    Total Traders:       294 
        12         16          8        112         35         47         42         41         25         24         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    33,255
Positions
         0     11,935        829     14,784      4,373      2,280        448      4,276        394          0          0          0     14,520      9,168
 
Changes from:       December 5, 2023                                 Total Change is:     3,746
         0        -40        829       -179        616          0         23     -1,917        -21          0          0          0      3,094      4,279
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       35.9        2.5       44.5       13.1        6.9        1.3       12.9        1.2        0.0        0.0        0.0       43.7       27.6
 
Number of Traders in Each Category                                    Total Traders:        26 
         0          .          .         14          .          6          .          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    23,391
Positions
       870        841      2,208      4,657      8,147        659      2,951        269      2,171          0      2,743          0      9,875      6,353
 
Changes from:       December 5, 2023                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        3.6        9.4       19.9       34.8        2.8       12.6        1.2        9.3        0.0       11.7        0.0       42.2       27.2
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .          5          6          4          .          .          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   208,927
Positions
    99,472     24,243     19,459     30,990    105,036      4,602     18,674     19,369     11,279      2,040          0          0     22,411     24,939
 
Changes from:       December 5, 2023                                 Total Change is:    13,358
      -459        770     17,703       -216      2,525       -331     -3,643    -12,288      3,897        635          0          0     -4,228      1,082
 
Percent of Open Interest Represented by Each Category of Trader
      47.6       11.6        9.3       14.8       50.3        2.2        8.9        9.3        5.4        1.0        0.0        0.0       10.7       11.9
 
Number of Traders in Each Category                                    Total Traders:       101 
         8          6          4         17         22         11         26         16         13          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   269,074
Positions
    24,539     87,620      8,686    138,107      4,172      1,465     79,643     56,047      6,594      2,737    102,126        428      6,875      1,936
 
Changes from:       December 5, 2023                                 Total Change is:    12,021
       864      3,977      4,151      2,748       -570        509      3,523      4,853        -98        -82     -1,448        403          3        244
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       32.6        3.2       51.3        1.6        0.5       29.6       20.8        2.5        1.0       38.0        0.2        2.6        0.7
 
Number of Traders in Each Category                                    Total Traders:       166 
         4         10          5         32         10          5         53         27         15         13         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    68,646
Positions
     4,446     56,297        101     40,735      2,839         11     16,969      4,847        188      2,429      2,887          0      3,767      1,476
 
Changes from:       December 5, 2023                                 Total Change is:    -3,841
     2,890     -3,376        -45     -9,261          0          3      2,264       -603        188       -210        108          0        330       -116
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       82.0        0.1       59.3        4.1        0.0       24.7        7.1        0.3        3.5        4.2        0.0        5.5        2.2
 
Number of Traders in Each Category                                    Total Traders:        74 
         .          6          .         18          6          .         23          6          .          6          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                                       
CFTC Code #112741                                                    Open Interest is    58,308
Positions
    27,242      8,993        954      9,326     21,405      1,901      8,564     15,864      4,954        838         87         14      4,515      4,136
 
Changes from:       December 5, 2023                                 Total Change is:     3,576
    -4,155      1,731        851      1,312     -3,677      1,675        635       -568      3,570         75       -475          0       -387        469
 
Percent of Open Interest Represented by Each Category of Trader
      46.7       15.4        1.6       16.0       36.7        3.3       14.7       27.2        8.5        1.4        0.1        0.0        7.7        7.1
 
Number of Traders in Each Category                                    Total Traders:        77 
         9          5          4         14         14          4         14         16         12          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                                 
CFTC Code #122741                                                    Open Interest is    12,138
Positions
       459      1,501      1,280        854      1,694         77      7,363      5,458        374        171          0          0      1,560      1,754
 
Changes from:       December 5, 2023                                 Total Change is:        90
         0       -476      1,148       -989        -28          0        561       -594       -281          0       -237          0       -349        558
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       12.4       10.5        7.0       14.0        0.6       60.7       45.0        3.1        1.4        0.0        0.0       12.9       14.5
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          .          .          .          4          .         10          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                             
CFTC Code #12460+                                                    Open Interest is   112,076
Positions
    32,634     28,656     15,999     20,101      7,980      1,570     17,818     24,271      8,021      1,231      7,227        400     14,302     17,952
 
Changes from:       December 5, 2023                                 Total Change is:    17,206
    -3,646      2,236     13,538      2,608     -2,085       -346     -1,858     -4,842      5,525          0      1,286        311      1,074      1,583
 
Percent of Open Interest Represented by Each Category of Trader
      29.1       25.6       14.3       17.9        7.1        1.4       15.9       21.7        7.2        1.1        6.4        0.4       12.8       16.0
 
Number of Traders in Each Category                                    Total Traders:       102 
        12         19         13         19          7          6         19         18         17          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                                     
CFTC Code #124603                                                    Open Interest is   112,076
Positions
    32,634     28,656     15,999     20,101      7,980      1,570     17,818     24,271      8,021      1,231      7,227        400     14,302     17,952
 
Changes from:       December 5, 2023                                 Total Change is:    17,206
    -3,646      2,236     13,538      2,608     -2,085       -346     -1,858     -4,842      5,525          0      1,286        311      1,074      1,583
 
Percent of Open Interest Represented by Each Category of Trader
      29.1       25.6       14.3       17.9        7.1        1.4       15.9       21.7        7.2        1.1        6.4        0.4       12.8       16.0
 
Number of Traders in Each Category                                    Total Traders:       102 
        12         19         13         19          7          6         19         18         17          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    59,221
Positions
     5,164     29,992     16,874     30,232      4,527      1,601      2,945      5,469          0          0          0          0      2,405        758
 
Changes from:       December 5, 2023                                 Total Change is:    15,954
      -766      1,590     16,874      2,905     -2,664       -397     -1,152        760          0          0          0          0     -1,510       -209
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       50.6       28.5       51.0        7.6        2.7        5.0        9.2        0.0        0.0        0.0        0.0        4.1        1.3
 
Number of Traders in Each Category                                    Total Traders:        38 
         4          6          5         18          .          .          .          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $50.00)                                                                              
CFTC Code #13874+                                                    Open Interest is 2,690,306
Positions
   348,874    783,882    164,020  1,151,484    324,580    204,407    184,974    545,510    142,959     91,192    160,076     90,520    311,877    274,351
 
Changes from:       December 5, 2023                                 Total Change is:   359,750
    52,956     28,121    103,068    -12,984    -22,035     30,129     24,795     34,943     47,368     -7,953      4,682     78,870     43,501     54,604
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       29.1        6.1       42.8       12.1        7.6        6.9       20.3        5.3        3.4        6.0        3.4       11.6       10.2
 
Number of Traders in Each Category                                    Total Traders:       517 
        37         39         39        174         64        106         82         80         90         20         18         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    27,107
Positions
     9,507     13,405      1,847      7,282      6,381        915      4,859      2,144          0          0          0          0      2,697      2,415
 
Changes from:       December 5, 2023                                 Total Change is:     3,278
      -153      1,090      1,847        393        -40          0       -216        191          0          0          0          0      1,407        190
 
Percent of Open Interest Represented by Each Category of Trader
      35.1       49.5        6.8       26.9       23.5        3.4       17.9        7.9        0.0        0.0        0.0        0.0        9.9        8.9
 
Number of Traders in Each Category                                    Total Traders:        28 
         4          8          4          4          .          .          5          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    36,384
Positions
     4,683     20,271      6,335     17,533      4,596          0      3,613      1,810          0          0          0          0      4,220      3,372
 
Changes from:       December 5, 2023                                 Total Change is:       -35
       133    -10,091      6,335     -7,274      1,319          0       -424        322          0          0          0          0      1,195      2,080
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       55.7       17.4       48.2       12.6        0.0        9.9        5.0        0.0        0.0        0.0        0.0       11.6        9.3
 
Number of Traders in Each Category                                    Total Traders:        44 
         5         10          4         17          .          0          7          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                                       
CFTC Code #13874A                                                    Open Interest is 2,670,454
Positions
   348,874    782,317    163,895  1,149,493    324,579    203,990    186,308    552,599    129,566     91,192    159,960     90,520    306,616    263,028
 
Changes from:       December 5, 2023                                 Total Change is:   356,054
    52,956     27,682    102,953    -12,844    -22,040     30,126     25,954     38,821     41,009    -12,641      5,194     83,559     44,982     48,750
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       29.3        6.1       43.0       12.2        7.6        7.0       20.7        4.9        3.4        6.0        3.4       11.5        9.8
 
Number of Traders in Each Category                                    Total Traders:       506 
        37         38         39        171         64        105         75         81         84         20         18         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    45,046
Positions
    24,697     32,593      8,287      7,723        299          0      1,285      1,783        516          0          0          0      2,538      1,568
 
Changes from:       December 5, 2023                                 Total Change is:     8,819
       531        -70      8,287        746          0          0        -35        423        516          0          0          0     -1,226       -337
 
Percent of Open Interest Represented by Each Category of Trader
      54.8       72.4       18.4       17.1        0.7        0.0        2.9        4.0        1.1        0.0        0.0        0.0        5.6        3.5
 
Number of Traders in Each Category                                    Total Traders:        25 
         6          8          6          4          .          0          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    33,109
Positions
     2,849     19,890        270     16,225          0         44        925        707     11,226          0          0          0      1,570        972
 
Changes from:       December 5, 2023                                 Total Change is:    14,273
      -169      2,831        270      2,570          0          0        453        -56     11,226          0          0          0        -77          2
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       60.1        0.8       49.0        0.0        0.1        2.8        2.1       33.9        0.0        0.0        0.0        4.7        2.9
 
Number of Traders in Each Category                                    Total Traders:        23 
         6          7          .          4          0          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Technology Index price)                                              
CFTC Code #13874I                                                    Open Interest is    19,607
Positions
     5,537     14,133      1,359      7,167          0          0        358        346      2,634          0          0          0      2,552      1,135
 
Changes from:       December 5, 2023                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       72.1        6.9       36.6        0.0        0.0        1.8        1.8       13.4        0.0        0.0        0.0       13.0        5.8
 
Number of Traders in Each Category                                    Total Traders:        20 
         4          6          .          6          0          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    50,118
Positions
    20,512      9,888      8,064     11,976      8,242        162      1,157     17,074      5,420          0          0          0      2,827      1,268
 
Changes from:       December 5, 2023                                 Total Change is:    13,408
      -760        368      8,064         38       -618          0        -13        363      5,391          0          0          0        688       -160
 
Percent of Open Interest Represented by Each Category of Trader
      40.9       19.7       16.1       23.9       16.4        0.3        2.3       34.1       10.8        0.0        0.0        0.0        5.6        2.5
 
Number of Traders in Each Category                                    Total Traders:        34 
         8          5          4          9          .          .          .          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE   ($5 X S&P 500 INDEX)                                                                            
CFTC Code #13874U                                                    Open Interest is   198,519
Positions
     1,156     16,809         92     20,825        931      3,252     92,269     34,727     28,315          0      1,161          0     52,610    113,232
 
Changes from:       December 5, 2023                                 Total Change is:    36,956
     1,156      5,545        -11     -1,404         44         31     25,900     -1,292     26,103          0    -51,997         -6    -14,813     58,539
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        8.5        0.0       10.5        0.5        1.6       46.5       17.5       14.3        0.0        0.6        0.0       26.5       57.0
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          .         10          .          5         12          5          9          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE   (S&P 500 TOTAL RETURN INDEX x $25)                                                          
CFTC Code #13874W                                                    Open Interest is   451,812
Positions
   158,738    166,434    158,115      1,634     38,000          0     32,835     13,172     72,674     25,277          0        250      2,289      3,167
 
Changes from:       December 5, 2023                                 Total Change is:    13,869
     1,918     -1,347     14,101          0          0          0     -1,985      1,275       -165          0          0          0          0          5
 
Percent of Open Interest Represented by Each Category of Trader
      35.1       36.8       35.0        0.4        8.4        0.0        7.3        2.9       16.1        5.6        0.0        0.1        0.5        0.7
 
Number of Traders in Each Category                                    Total Traders:        37 
         7         13         19          .          .          0          4          5         10          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    44,865
Positions
     4,431      4,996      5,678     22,879     22,018      1,959      1,185      3,048        289          0      1,025         59      8,385      5,793
 
Changes from:       December 5, 2023                                 Total Change is:     6,461
       -95        667      5,678        185       -644        -97        232      1,102          0          0       -485         58        500        182
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       11.1       12.7       51.0       49.1        4.4        2.6        6.8        0.6        0.0        2.3        0.1       18.7       12.9
 
Number of Traders in Each Category                                    Total Traders:        65 
         6          7          5         29         13         11          .          6          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $20)                                                                           
CFTC Code #20974+                                                    Open Interest is   348,789
Positions
    59,248     97,991     40,971     99,939     18,643     11,969     56,010     89,780     18,119     13,920     19,071      1,588     47,026     50,656
 
Changes from:       December 5, 2023                                 Total Change is:    60,556
     5,412    -10,358     37,306     -7,685        838      6,505      8,473     22,553      1,152      5,015     -7,000      1,511      2,867      8,051
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       28.1       11.7       28.7        5.3        3.4       16.1       25.7        5.2        4.0        5.5        0.5       13.5       14.5
 
Number of Traders in Each Category                                    Total Traders:       312 
        24         32         29         73         29         35         54         49         40         11         36          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                                                 
CFTC Code #209742                                                    Open Interest is   337,236
Positions
    59,632     97,900     40,155     99,764     18,643     11,906     54,937     95,751     10,972     13,816     18,568      1,516     44,538     41,825
 
Changes from:       December 5, 2023                                 Total Change is:    59,490
     5,568    -10,314     37,160     -7,563        838      6,449      8,567     23,425       -395      4,998     -4,844      1,514      3,192      5,657
 
Percent of Open Interest Represented by Each Category of Trader
      17.7       29.0       11.9       29.6        5.5        3.5       16.3       28.4        3.3        4.1        5.5        0.4       13.2       12.4
 
Number of Traders in Each Category                                    Total Traders:       284 
        24         30         27         70         29         34         47         50         37          7         25          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX x $2)                                                                
CFTC Code #209747                                                    Open Interest is   115,529
Positions
     3,878      8,633        438      2,340        590         37     76,209      5,774      5,990      1,039      5,034        720     24,878     88,313
 
Changes from:       December 5, 2023                                 Total Change is:    10,657
      -482        633        381       -628        590        -32     11,396      3,611      3,131        174    -21,559        -33     -3,250     23,935
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        7.5        0.4        2.0        0.5        0.0       66.0        5.0        5.2        0.9        4.4        0.6       21.5       76.4
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          .          .          4          .          .         15          6          7          4         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                                   
CFTC Code #239742                                                    Open Interest is   639,607
Positions
    96,397    122,284     50,091    205,373    157,026     37,126    136,790    165,981     35,655     24,127     24,821     14,506     39,542     32,117
 
Changes from:       December 5, 2023                                 Total Change is:    82,200
      -483      2,347     34,949       -315    -13,928      3,307     -1,979     10,407     30,146     -9,938     -8,645     14,506     12,007      9,111
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       19.1        7.8       32.1       24.6        5.8       21.4       26.0        5.6        3.8        3.9        2.3        6.2        5.0
 
Number of Traders in Each Category                                    Total Traders:       361 
        29         26         27         91         60         49         52         69         43         18         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is    43,686
Positions
    12,739     11,249      4,233     12,561     13,605          0        358        601        481          0          0          0     13,314     13,517
 
Changes from:       December 5, 2023                                 Total Change is:    17,219
       465        168      4,233       -512       -328          0          0         78        481          0          0          0     12,552     12,587
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       25.7        9.7       28.8       31.1        0.0        0.8        1.4        1.1        0.0        0.0        0.0       30.5       30.9
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          6          .          9          4          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $0.5)                                                                  
CFTC Code #239747                                                    Open Interest is    25,618
Positions
       260        781          8      1,123        193        186      8,512      1,725      3,735      1,210      1,186        156     10,428     17,648
 
Changes from:       December 5, 2023                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        3.0        0.0        4.4        0.8        0.7       33.2        6.7       14.6        4.7        4.6        0.6       40.7       68.9
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          .          .          .          5          .          4          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    14,756
Positions
         0      7,931          0      9,932          0         10      1,352      2,984          0        364      1,243          0      3,098      2,588
 
Changes from:       December 5, 2023                                 Total Change is:    -5,158
    -1,492     -2,207     -2,402        -63          0         -1          0        382        -94          0        126       -251       -855       -711
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       53.7        0.0       67.3        0.0        0.1        9.2       20.2        0.0        2.5        8.4        0.0       21.0       17.5
 
Number of Traders in Each Category                                    Total Traders:        24 
         0          5          0         10          0          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    40,280
Positions
     6,635     19,315        198     11,947      2,245        693     10,600      3,513        219      2,490        766          0      7,498     13,331
 
Changes from:       December 5, 2023                                 Total Change is:   -25,397
    -9,267     -2,682     -4,052       -747        407        117     -7,437     -1,719     -3,164         70        300        -26       -891    -14,578
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       48.0        0.5       29.7        5.6        1.7       26.3        8.7        0.5        6.2        1.9        0.0       18.6       33.1
 
Number of Traders in Each Category                                    Total Traders:        57 
        11          .          .         13          .          5         15          5          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE  - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                                    
CFTC Code #244041                                                    Open Interest is   456,081
Positions
    35,997    223,103     44,648    288,865     63,167     30,174     23,199     24,120      5,875     15,227     57,043      2,256      9,840      5,695
 
Changes from:       December 5, 2023                                 Total Change is:    50,454
       223     -1,621     43,290      5,002      1,790       -274        827     -1,787      3,343     -1,248      5,650      1,112     -1,821     -1,049
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       48.9        9.8       63.3       13.8        6.6        5.1        5.3        1.3        3.3       12.5        0.5        2.2        1.2
 
Number of Traders in Each Category                                    Total Traders:       197 
        13         17         18         82         40         36         22         16         13          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                                     
CFTC Code #244042                                                    Open Interest is 1,329,859
Positions
    87,150    458,133    248,397    605,324    266,077    109,936    107,219    118,368     20,034     56,920     33,610     16,132     78,747     59,172
 
Changes from:       December 5, 2023                                 Total Change is:   335,823
     8,972     14,635    234,112     24,851      1,792     -1,596     -5,734      2,251     12,809       -270     14,590     13,408     49,271     43,822
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       34.4       18.7       45.5       20.0        8.3        8.1        8.9        1.5        4.3        2.5        1.2        5.9        4.4
 
Number of Traders in Each Category                                    Total Traders:       400 
        23         21         24        158         63         77         54         38         35         27         14          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   275,689
Positions
    15,052    193,267     40,573     58,025          0      1,688    123,431      5,388     28,284      8,386      6,416          0        250         73
 
Changes from:       December 5, 2023                                 Total Change is:     3,376
    -2,348     -3,387      3,759        549          0          0     -1,682       -116      3,123        -28          0          0          3         -3
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       70.1       14.7       21.0        0.0        0.6       44.8        2.0       10.3        3.0        2.3        0.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:       108 
        11         24         17         17          0          .         37          5         12         10          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                     
CFTC Code #020601                                                    Open Interest is 1,308,164
Positions
    30,226    175,253      1,742    733,052    265,530    183,791     71,779    409,295     24,125     78,766     99,429        231    184,452    148,768
 
Changes from:       December 5, 2023                                 Total Change is:     8,733
      -319    -14,244       -750     16,602     11,747     -5,066      3,672     26,211        513      2,047    -13,255       -368     -7,598      3,945
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       13.4        0.1       56.0       20.3       14.0        5.5       31.3        1.8        6.0        7.6        0.0       14.1       11.4
 
Number of Traders in Each Category                                    Total Traders:       202 
        12         17          .         65         33         59         18         39         13          4         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                               
CFTC Code #020604                                                    Open Interest is 1,580,128
Positions
    12,946     84,546      1,478    961,935    281,156    276,908     92,627    704,122     18,859     45,149     57,527        845    169,381    154,687
 
Changes from:       December 5, 2023                                 Total Change is:    -3,555
      -413      3,409        423      6,145     -2,329     -1,511       -384     -8,833       -961     -2,084      2,819        149     -4,919      3,279
 
Percent of Open Interest Represented by Each Category of Trader
       0.8        5.4        0.1       60.9       17.8       17.5        5.9       44.6        1.2        2.9        3.6        0.1       10.7        9.8
 
Number of Traders in Each Category                                    Total Traders:       168 
         4         10          4         73         33         56         10         27         12          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                                  
CFTC Code #042601                                                    Open Interest is 3,950,417
Positions
   133,681    330,624     12,090  1,757,040    473,390    327,964    833,089  2,411,905     70,025    536,867    181,119     18,284    261,377    125,016
 
Changes from:       December 5, 2023                                 Total Change is:  -161,117
   -27,991    -37,717      3,355   -115,321      9,737     26,638    -35,971   -146,749     -1,924        819     -8,765     -2,201     -8,521     -3,491
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        8.4        0.3       44.5       12.0        8.3       21.1       61.1        1.8       13.6        4.6        0.5        6.6        3.2
 
Number of Traders in Each Category                                    Total Traders:       452 
        29         25         10        154         42         87         78         62         32         51         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                 
CFTC Code #043602                                                    Open Interest is 4,475,716
Positions
   110,248    354,617     25,349  2,324,392  1,118,439    702,765    302,710  1,628,607     99,250    516,691    188,625      1,557    392,754    356,507
 
Changes from:       December 5, 2023                                 Total Change is:   -60,702
    -7,773     70,876    -23,694     -6,342     21,651     -2,063    -64,974    -66,005       -671     66,434    -55,272        970    -22,589     -6,494
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        7.9        0.6       51.9       25.0       15.7        6.8       36.4        2.2       11.5        4.2        0.0        8.8        8.0
 
Number of Traders in Each Category                                    Total Traders:       417 
        21         37          9        128         60        106         56         72         40         25         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                
CFTC Code #043607                                                    Open Interest is 1,981,739
Positions
    68,339    144,806      3,506    948,238    634,877    295,228    265,727    531,467     13,812    182,774     87,999      1,080    203,035    268,964
 
Changes from:       December 5, 2023                                 Total Change is:    -9,670
    -3,350    -16,810        778    -39,536     37,980     13,421      5,011     -8,939     -2,584     10,405    -35,369         42      6,143      1,811
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        7.3        0.2       47.8       32.0       14.9       13.4       26.8        0.7        9.2        4.4        0.1       10.2       13.6
 
Number of Traders in Each Category                                    Total Traders:       190 
         5         13          4         55         54         61         13         29         12          9         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE   1000 x Index Points                                                                                         
CFTC Code #04360Y                                                    Open Interest is     4,111
Positions
         0          0          0          0          0          0      2,010      2,305        186        759        622          0      1,156        998
 
Changes from:       December 5, 2023                                 Total Change is:       835
         0          0          0          0          0          0        574        616         71         32        142          0        158          6
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        0.0        0.0       48.9       56.1        4.5       18.5       15.1        0.0       28.1       24.3
 
Number of Traders in Each Category                                    Total Traders:        26 
         0          0          0          0          0          0          .          .          .          9         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                  
CFTC Code #044601                                                    Open Interest is 5,737,034
Positions
   118,143    634,592     19,718  2,930,211  1,026,959    671,637    886,212  2,889,757     74,286    608,734    125,241        477    427,616    294,367
 
Changes from:       December 5, 2023                                 Total Change is:   -38,215
   -22,729     18,428      7,803    -16,374     19,917    -29,463     -8,097    -25,847     -9,255     50,905    -12,392        143    -11,148     -7,549
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       11.1        0.3       51.1       17.9       11.7       15.4       50.4        1.3       10.6        2.2        0.0        7.5        5.1
 
Number of Traders in Each Category                                    Total Traders:       384 
        16         30          9        150         30         99         47         71         33         26         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                             
CFTC Code #045601                                                    Open Interest is 1,493,915
Positions
   452,771    177,503    388,335     32,343      9,102     36,987    209,103    499,888    323,648      9,134      3,332     11,157     30,437     43,963
 
Changes from:       December 5, 2023                                 Total Change is:    11,843
    21,824      1,545      8,303        594     -7,098      6,164    -25,691     -2,496      5,016     -4,828     -1,635        121        340      1,923
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       11.9       26.0        2.2        0.6        2.5       14.0       33.5       21.7        0.6        0.2        0.7        2.0        2.9
 
Number of Traders in Each Category                                    Total Traders:       145 
        33         26         53          4          4          6         29         41         49          4          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE   (2,500 X CONTRACT GRADE IMM INDEX)                                                                    
CFTC Code #047745                                                    Open Interest is    33,066
Positions
    15,095     12,723      9,096        326        162        218      1,133      3,302      6,975        100        442         89         34         59
 
Changes from:       December 5, 2023                                 Total Change is:     1,852
     1,675      1,691      1,596          0         34          3        380        381     -1,778          0          0          0        -24        -75
 
Percent of Open Interest Represented by Each Category of Trader
      45.7       38.5       27.5        1.0        0.5        0.7        3.4       10.0       21.1        0.3        1.3        0.3        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        46 
        14          5         11          .          .          .          9         12         18          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                      
CFTC Code #134741                                                    Open Interest is11,214,870
Positions
 2,202,122  2,715,298  1,927,942    177,368    760,641  1,044,383  2,274,136    963,071  3,367,250    103,982    315,453     91,200     26,487     29,632
 
Changes from:       December 5, 2023                                 Total Change is:   242,487
   -82,437     35,102    159,692    -24,262    -83,078     22,475     95,730    -10,944    141,064     -2,926     44,969    -13,872    -52,977    -52,921
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       24.2       17.2        1.6        6.8        9.3       20.3        8.6       30.0        0.9        2.8        0.8        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:       886 
        68        114        141         41         81         57        152        159        190         95        122         96
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                      
CFTC Code #134742                                                    Open Interest is   904,890
Positions
   243,897    222,140    191,550    123,209      3,049     19,722    186,182    338,555    114,319     25,306     14,809        458        247        288
 
Changes from:       December 5, 2023                                 Total Change is:    39,533
    30,792      5,762     15,506     -9,599        236      4,499     -9,178      3,534     11,275       -672      1,770        -67     -3,023     -2,982
 
Percent of Open Interest Represented by Each Category of Trader
      27.0       24.5       21.2       13.6        0.3        2.2       20.6       37.4       12.6        2.8        1.6        0.1        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:       183 
        32         50         53          .          5          4         24         53         48          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                           
CFTC Code #343603                                                    Open Interest is    68,241
Positions
     2,546         25     31,585         40        168          0      3,820     16,996     19,055     11,195        272          0          0        140
 
Changes from:       December 5, 2023                                 Total Change is:        54
         0          0          0          0       -115          0         40        216       -210        224         43          0          0        120
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        0.0       46.3        0.1        0.2        0.0        5.6       24.9       27.9       16.4        0.4        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .          .          .          0          .          6          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                            
CFTC Code #344605                                                    Open Interest is    34,355
Positions
     6,808          0      1,253          0        427          0        298     21,911      6,207     19,789      4,495          0          0         62
 
Changes from:       December 5, 2023                                 Total Change is:     2,564
       -50          0          0          0        -42          0        -52       -488      3,368       -702       -274          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      19.8        0.0        3.6        0.0        1.2        0.0        0.9       63.8       18.1       57.6       13.1        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          0          .          0          .          0          .          9          .          6          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    21,211
Positions
       734      6,292        291     11,469          0        286      3,435     11,606      1,219      1,760        379        363      1,654        775
 
Changes from:       December 5, 2023                                 Total Change is:    -1,824
        87       -147        165       -266          0         47       -955       -929        243     -1,270     -1,312        112         13         -3
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       29.7        1.4       54.1        0.0        1.3       16.2       54.7        5.7        8.3        1.8        1.7        7.8        3.7
 
Number of Traders in Each Category                                    Total Traders:       121 
         5         11          .         18          0          .         30         37         17         12          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE   (Bitcoin X $0.10)                                                                                            
CFTC Code #133742                                                    Open Interest is    11,848
Positions
       842      4,009         18      1,496         63         53      3,177      5,254        146      2,504      1,025         26      3,586      1,254
 
Changes from:       December 5, 2023                                 Total Change is:       613
       -26        626         -2          3         38         21        717        185          7         -6         50          1       -102       -313
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       33.8        0.2       12.6        0.5        0.4       26.8       44.3        1.2       21.1        8.7        0.2       30.3       10.6
 
Number of Traders in Each Category                                    Total Traders:        99 
         4          .          .          6          .          .         20         10          5         40         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Nano Bitcoin  - LMX LABS LLC   1/100 X Bitcoin Contract $300                                                                                               
CFTC Code #133LM1                                                    Open Interest is    13,765
Positions
         0      3,408          0          0          0          0        176        380        331      6,123      3,367          0      7,135      6,279
 
Changes from:       December 5, 2023                                 Total Change is:     6,564
    -1,607      3,408          0          0          0          0        -31     -1,959        328      1,698       -914          0      6,176      5,701
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       24.8        0.0        0.0        0.0        0.0        1.3        2.8        2.4       44.5       24.5        0.0       51.8       45.6
 
Number of Traders in Each Category                                    Total Traders:        83 
         0          .          0          0          0          0          .          .          .         53         25          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     5,193
Positions
       214      1,124         59      1,586         31         12      1,915      2,774        195        279        666         33        900        299
 
Changes from:       December 5, 2023                                 Total Change is:    -1,180
       -20         18        -17       -125          3          0       -376       -850        164       -641       -310          4       -169       -192
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       21.6        1.1       30.5        0.6        0.2       36.9       53.4        3.8        5.4       12.8        0.6       17.3        5.8
 
Number of Traders in Each Category                                    Total Traders:        73 
         4          6          .         11          .          .         24         19          5          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MICRO ETHER  - CHICAGO MERCANTILE EXCHANGE   (0.1 Index Points)                                                                                            
CFTC Code #146022                                                    Open Interest is    25,777
Positions
       901     14,043        215      3,517        832        427      6,968      4,001      2,731      9,785      3,164         50      1,183        314
 
Changes from:       December 5, 2023                                 Total Change is:     1,575
        94      4,790       -180      1,375        227          0      3,040     -2,058     -1,146     -1,637        -72        -15         44         29
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       54.5        0.8       13.6        3.2        1.7       27.0       15.5       10.6       38.0       12.3        0.2        4.6        1.2
 
Number of Traders in Each Category                                    Total Traders:       103 
         .          .          .          .          .          .         12          5          .         61         19          .
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Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NANO ETHER - LMX LABS LLC   0.1 Ether or 1/10 X$2,000 = $200                                                                                               
CFTC Code #146LM1                                                    Open Interest is     7,535
Positions
         0      4,837        377          0          0          0        480        100        377      4,578      1,075          0      1,723        769
 
Changes from:       December 5, 2023                                 Total Change is:      -478
         0      2,524         38          0          0          0         -1     -1,036        361        318       -831          0     -1,194     -1,534
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       64.2        5.0        0.0        0.0        0.0        6.4        1.3        5.0       60.8       14.3        0.0       22.9       10.2
 
Number of Traders in Each Category                                    Total Traders:        54 
         0          .          .          0          0          0          .          .          .         37         12          0
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Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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USD INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                                 
CFTC Code #098662                                                    Open Interest is    41,345
Positions
         0     24,414          0      9,400        991        634     23,997      7,499      2,195      2,003      2,927          0      3,116      2,685
 
Changes from:       December 5, 2023                                 Total Change is:       894
         0        -20          0     -1,467       -178        -50      2,891      2,148       -495       -210         78          0        225       -589
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       59.0        0.0       22.7        2.4        1.5       58.0       18.1        5.3        4.8        7.1        0.0        7.5        6.5
 
Number of Traders in Each Category                                    Total Traders:        99 
         0          .          0         14          .          4         26         19         13         13         20          0
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Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   427,229
Positions
    60,501     48,266     20,620     77,119     90,978     60,852     79,591     87,503     67,374     12,192      3,248     17,740     31,240     30,648
 
Changes from:       December 5, 2023                                 Total Change is:    20,518
     2,182     14,960      1,550     -4,419     -3,248     -3,191      8,462     -2,501      7,489      1,540        240      3,408      3,497      1,811
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       11.3        4.8       18.1       21.3       14.2       18.6       20.5       15.8        2.9        0.8        4.2        7.3        7.2
 
Number of Traders in Each Category                                    Total Traders:       221 
        20         10         21         24         33         28         47         44         55         17         10         28
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Traders in Financial Futures - Futures Only Positions as of December 12, 2023                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BBG COMMODITY - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                                    
CFTC Code #221602                                                    Open Interest is    65,888
Positions
    50,911     46,805          0     11,034      4,526         48      2,078     13,228        660        489        144          0        668        477
 
Changes from:       December 5, 2023                                 Total Change is:     1,476
         0          0          0        240        152          0        366        444        486         29        -41          0        355        435
 
Percent of Open Interest Represented by Each Category of Trader
      77.3       71.0        0.0       16.7        6.9        0.1        3.2       20.1        1.0        0.7        0.2        0.0        1.0        0.7
 
Number of Traders in Each Category                                    Total Traders:        42 
         7          .          0         11          4          .          6          5          .          6          .          0
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Updated December 15, 2023