Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   157,666
Positions
    50,603     21,707         30     47,579     63,585      3,816     12,661     32,549      3,123      9,751      2,271        911     29,192     29,674
 
Changes from:       February 13, 2024                                Total Change is:    -3,853
    -1,547      2,221       -297        572      5,456        219     -1,481     -9,198       -162       -391       -332        285     -1,051     -2,045
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       13.8        0.0       30.2       40.3        2.4        8.0       20.6        2.0        6.2        1.4        0.6       18.5       18.8
 
Number of Traders in Each Category                                    Total Traders:       100 
         6          8          .         14         28          7         14         21         11          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    60,030
Positions
    19,435      6,074         68     17,216     23,097        294     11,627     11,405        126      1,851          0          0      9,413     18,966
 
Changes from:       February 13, 2024                                Total Change is:     4,961
     3,806        338         -5      1,117      1,635        -50        543      3,202         12        196          0          0       -658       -171
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       10.1        0.1       28.7       38.5        0.5       19.4       19.0        0.2        3.1        0.0        0.0       15.7       31.6
 
Number of Traders in Each Category                                    Total Traders:        55 
         7          4          .          6         12          .         11         12          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   199,275
Positions
    30,901     21,372      7,826     54,020     92,397      5,892     61,267     31,441      9,291          0      3,672         64     30,014     27,320
 
Changes from:       February 13, 2024                                Total Change is:       205
        91      4,935      1,247      1,259     -3,481       -607     -4,026      1,566     -2,132       -471        116        -43      4,887     -1,396
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       10.7        3.9       27.1       46.4        3.0       30.7       15.8        4.7        0.0        1.8        0.0       15.1       13.7
 
Number of Traders in Each Category                                    Total Traders:       110 
         5          8          .         11         33         11         23         24         10          0          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   305,438
Positions
   131,315     16,133        135     60,681    125,848      5,483     37,801     97,272      9,978     18,395      3,863         32     41,618     46,694
 
Changes from:       February 13, 2024                                Total Change is:       846
    11,037       -915          2     -7,433      3,239        324     -5,179     -4,077      1,870      1,764        502         32     -1,571       -131
 
Percent of Open Interest Represented by Each Category of Trader
      43.0        5.3        0.0       19.9       41.2        1.8       12.4       31.8        3.3        6.0        1.3        0.0       13.6       15.3
 
Number of Traders in Each Category                                    Total Traders:       157 
        13          5          .         23         34         10         26         42         15         10          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   722,299
Positions
    31,638    387,684      1,872    444,982    142,138     31,787     87,583     77,256     10,695     31,755     10,315      4,030     77,957     56,522
 
Changes from:       February 13, 2024                                Total Change is:   -17,806
     1,615     -4,837         17    -19,685      6,093        347       -687    -16,799       -896        397       -808        126        960     -1,049
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       53.7        0.3       61.6       19.7        4.4       12.1       10.7        1.5        4.4        1.4        0.6       10.8        7.8
 
Number of Traders in Each Category                                    Total Traders:       302 
        14         18          5        109         41         46         45         42         23         25          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    30,417
Positions
       485     10,956          0     15,833      8,884      1,449      1,288      1,608          0          0          0          0     11,362      7,520
 
Changes from:       February 13, 2024                                Total Change is:       609
         0         15          0        -96      1,073         -7        239         47          0          0          0          0        473       -519
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       36.0        0.0       52.1       29.2        4.8        4.2        5.3        0.0        0.0        0.0        0.0       37.4       24.7
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          0         15          .          5          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    21,713
Positions
     3,845        901         23      6,581      9,981        481      1,009      2,261          4          0      2,120          0      9,770      5,942
 
Changes from:       February 13, 2024                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      17.7        4.1        0.1       30.3       46.0        2.2        4.6       10.4        0.0        0.0        9.8        0.0       45.0       27.4
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          4          8          4          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   205,656
Positions
    97,629      2,510        261     32,787    133,648      5,074     41,522     30,938      2,689      6,319        425          0     19,375     30,111
 
Changes from:       February 13, 2024                                Total Change is:     6,171
     2,321        756        -56     -1,472      3,554        493      4,050      1,349        322       -542        -29          0      1,055       -218
 
Percent of Open Interest Represented by Each Category of Trader
      47.5        1.2        0.1       15.9       65.0        2.5       20.2       15.0        1.3        3.1        0.2        0.0        9.4       14.6
 
Number of Traders in Each Category                                    Total Traders:       104 
        12          .          .         16         24          9         22         22         12          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   254,486
Positions
     5,060     97,935      1,852    155,390      4,308      1,694     77,329     49,765      2,449      2,635     93,741         16      8,061      2,726
 
Changes from:       February 13, 2024                                Total Change is:   -10,771
     2,348     -4,325        -80     -4,637        905        339     -3,459     -2,947     -5,251       -685        671          0        654        -83
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       38.5        0.7       61.1        1.7        0.7       30.4       19.6        1.0        1.0       36.8        0.0        3.2        1.1
 
Number of Traders in Each Category                                    Total Traders:       174 
         4          8          .         32          8          5         68         26         12         12         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    58,282
Positions
     7,824     33,879        218     29,519      4,077          3     13,734     16,325        107      3,846      2,573          0      3,031      1,100
 
Changes from:       February 13, 2024                                Total Change is:     2,611
       800        -14         65      2,131      1,548       -100       -333      1,720         78        150       -548          0       -180       -138
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       58.1        0.4       50.6        7.0        0.0       23.6       28.0        0.2        6.6        4.4        0.0        5.2        1.9
 
Number of Traders in Each Category                                    Total Traders:        88 
         7          5          .         16          7          .         25         14          .          9          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    40,950
Positions
     4,576      7,401          8     10,830     17,396      2,611     16,605      8,601        897        843        629          0      4,580      3,407
 
Changes from:       February 13, 2024                                Total Change is:      -877
      -650      2,195          0     -1,526     -2,726        608        817     -1,155        119         -6        396          0       -239       -314
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       18.1        0.0       26.4       42.5        6.4       40.5       21.0        2.2        2.1        1.5        0.0       11.2        8.3
 
Number of Traders in Each Category                                    Total Traders:        83 
         5          7          .         12         14          6         21         18          7          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     9,091
Positions
         0      2,813          0      3,737      1,648         77      4,109      2,569          0          0        239          0      1,168      1,745
 
Changes from:       February 13, 2024                                Total Change is:    -1,032
         0        190          0     -1,243       -587          0        -29       -517          0          0        239          0        240       -357
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       30.9        0.0       41.1       18.1        0.8       45.2       28.3        0.0        0.0        2.6        0.0       12.8       19.2
 
Number of Traders in Each Category                                    Total Traders:        29 
         0          5          0          .          4          .          8          9          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   104,742
Positions
    33,066     58,783      1,160     21,194      4,899      3,513     25,658     16,105      2,824      1,879      3,464        105     15,342     13,890
 
Changes from:       February 13, 2024                                Total Change is:      -971
       848     -1,043       -490      2,418         70       -962        -49      2,539       -852       -782        247         61     -1,163       -541
 
Percent of Open Interest Represented by Each Category of Trader
      31.6       56.1        1.1       20.2        4.7        3.4       24.5       15.4        2.7        1.8        3.3        0.1       14.6       13.3
 
Number of Traders in Each Category                                    Total Traders:       120 
        12         17          9         20          6          5         35         18         19          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   102,374
Positions
    32,993     58,647      1,156     21,194      4,899      3,513     25,430     16,778      1,387      1,933      3,396         14     14,754     12,584
 
Changes from:       February 13, 2024                                Total Change is:    -1,063
       849     -1,059       -490      2,418         70       -962        446      3,160     -1,490       -718        247         -3     -1,113       -536
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       57.3        1.1       20.7        4.8        3.4       24.8       16.4        1.4        1.9        3.3        0.0       14.4       12.3
 
Number of Traders in Each Category                                    Total Traders:       105 
        11         16          8         20          6          5         26         17         14          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    53,896
Positions
    20,486     39,616          0     26,355      6,678      1,667      2,726      4,803          0          0          0          0      2,662      1,132
 
Changes from:       February 13, 2024                                Total Change is:    -1,953
    -1,664     -3,209          0       -395        474          0        235        655          0          0          0          0       -129        127
 
Percent of Open Interest Represented by Each Category of Trader
      38.0       73.5        0.0       48.9       12.4        3.1        5.1        8.9        0.0        0.0        0.0        0.0        4.9        2.1
 
Number of Traders in Each Category                                    Total Traders:        38 
         5          6          0         17          4          .          .          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 DJIA (x$0.5) - CHICAGO BOARD OF TRADE   ($0.5 X DJIA INDEX)                                                                                   
CFTC Code #124608                                                    Open Interest is    23,683
Positions
       734      1,358         39          0          0          0     16,298      7,280        359        370      1,592          0      5,883     13,055
 
Changes from:       February 13, 2024                                Total Change is:       916
        -8        158          0          0          0          0      1,219        -42        206          0        643          0       -501        -49
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        5.7        0.2        0.0        0.0        0.0       68.8       30.7        1.5        1.6        6.7        0.0       24.8       55.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .          0          0          0         11          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,341,883
Positions
   296,068    853,958     68,660  1,179,284    232,485    160,325    150,669    563,369     89,375    125,798    174,498      3,830    267,874    195,384
 
Changes from:       February 13, 2024                                Total Change is:   -13,763
    -3,081    -16,607      8,419     -3,698    -11,106      2,896    -28,049      9,541     11,761     -5,348     -9,791     -4,388      7,724     -4,488
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       36.5        2.9       50.4        9.9        6.8        6.4       24.1        3.8        5.4        7.5        0.2       11.4        8.3
 
Number of Traders in Each Category                                    Total Traders:       513 
        31         38         22        174         58         99         69         96         59         22         24         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    24,700
Positions
    13,758     12,484          0      3,470     10,375         66      5,417        618          0          0          0          0      1,989      1,157
 
Changes from:       February 13, 2024                                Total Change is:      -834
       691       -800          0     -1,716        552          1        -70       -613          0          0          0          0        260         26
 
Percent of Open Interest Represented by Each Category of Trader
      55.7       50.5        0.0       14.0       42.0        0.3       21.9        2.5        0.0        0.0        0.0        0.0        8.1        4.7
 
Number of Traders in Each Category                                    Total Traders:        28 
         8          5          0          .          6          .          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    27,456
Positions
     7,164     20,621          0     12,024      3,766        257      5,711        728          0          0          0          0      2,300      2,084
 
Changes from:       February 13, 2024                                Total Change is:     3,146
       977        842          0        731      1,532          0      1,558        177          0          0          0          0       -120        595
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       75.1        0.0       43.8       13.7        0.9       20.8        2.7        0.0        0.0        0.0        0.0        8.4        7.6
 
Number of Traders in Each Category                                    Total Traders:        35 
         7          8          0         13          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,322,953
Positions
   295,614    853,963     68,347  1,177,894    232,595    159,790    150,382    567,646     79,320    125,677    170,540      3,817    262,112    186,935
 
Changes from:       February 13, 2024                                Total Change is:   -16,011
    -3,081    -16,740      8,403     -3,665    -11,124      2,830    -28,214      9,583     10,077     -5,350    -10,118     -4,384      7,373     -4,538
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       36.8        2.9       50.7       10.0        6.9        6.5       24.4        3.4        5.4        7.3        0.2       11.3        8.0
 
Number of Traders in Each Category                                    Total Traders:       500 
        30         37         21        172         58         98         67         92         54         22         21          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    42,942
Positions
    27,558     39,384          0     11,599        531          0        796      1,282         22          0          0          0      2,967      1,723
 
Changes from:       February 13, 2024                                Total Change is:     1,737
         0      1,543          0      1,249         11          0         -2          3         22          0          0          0        468        158
 
Percent of Open Interest Represented by Each Category of Trader
      64.2       91.7        0.0       27.0        1.2        0.0        1.9        3.0        0.1        0.0        0.0        0.0        6.9        4.0
 
Number of Traders in Each Category                                    Total Traders:        31 
         5          9          0          9          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    38,102
Positions
     8,088     15,946          0      8,492     14,490        159     18,853      3,443         11          0          0          0      2,499      4,053
 
Changes from:       February 13, 2024                                Total Change is:     3,245
       154     -1,979          0       -217      3,013          0      3,106         46          0          0          0          0        202      2,165
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       41.9        0.0       22.3       38.0        0.4       49.5        9.0        0.0        0.0        0.0        0.0        6.6       10.6
 
Number of Traders in Each Category                                    Total Traders:        37 
         6          6          0          9          5          .          .          8          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 REAL ESTATE INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Real Estate Select Sector Index)                                                  
CFTC Code #13874R                                                    Open Interest is    18,046
Positions
     7,385     14,762          0      7,994      1,448          0      1,192      1,441          0          0          0          0      1,475        395
 
Changes from:       February 13, 2024                                Total Change is:      -208
       426       -297          0         47          0          0       -490        338          0          0          0          0       -191       -249
 
Percent of Open Interest Represented by Each Category of Trader
      40.9       81.8        0.0       44.3        8.0        0.0        6.6        8.0        0.0        0.0        0.0        0.0        8.2        2.2
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          5          0          6          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   189,303
Positions
     7,640      3,048         27     17,971      2,972      1,278     88,354     42,710     15,072      1,209     39,579        130     57,622     84,487
 
Changes from:       February 13, 2024                                Total Change is:    22,481
       163      1,487          0        437        945       -111     15,997     13,929      2,498         25      3,274        -37      3,509        496
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        1.6        0.0        9.5        1.6        0.7       46.7       22.6        8.0        0.6       20.9        0.1       30.4       44.6
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          .         10          .          6          9          7          6          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   401,901
Positions
   159,207    148,775    128,299      1,634     38,000          0     19,839     17,265     64,372     25,277          0        250      3,023      4,940
 
Changes from:       February 13, 2024                                Total Change is:     3,150
     1,350          0        248          0          0          0       -599          0      2,152          0          0          0         -1        750
 
Percent of Open Interest Represented by Each Category of Trader
      39.6       37.0       31.9        0.4        9.5        0.0        4.9        4.3       16.0        6.3        0.0        0.1        0.8        1.2
 
Number of Traders in Each Category                                    Total Traders:        38 
        12         10         19          .          .          0          .          5          9          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    38,631
Positions
     5,189      7,694        132     21,249     22,128      2,097      1,599      2,173          3          0        204          0      8,362      4,200
 
Changes from:       February 13, 2024                                Total Change is:      -271
        42      1,213          3       -723        -22       -206         84       -551          0          0       -190          0        529       -518
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       19.9        0.3       55.0       57.3        5.4        4.1        5.6        0.0        0.0        0.5        0.0       21.6       10.9
 
Number of Traders in Each Category                                    Total Traders:        66 
         7          5          .         30         15         12          .          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   304,972
Positions
    45,414    111,057      5,951    118,017     22,397      5,063     49,608     82,696     27,309      7,100     10,358        338     46,172     39,804
 
Changes from:       February 13, 2024                                Total Change is:    -7,913
    -1,964     -9,838       -252     -3,469        948        547     -3,520     -5,189      2,248     -2,905      4,591       -277      1,678       -692
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       36.4        2.0       38.7        7.3        1.7       16.3       27.1        9.0        2.3        3.4        0.1       15.1       13.1
 
Number of Traders in Each Category                                    Total Traders:       320 
        26         26         13         83         28         28         48         63         35         24         20          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   287,130
Positions
    45,838    112,052      4,093    117,737     22,345      5,050     58,626     93,252      6,159      7,116      8,539         51     42,460     35,589
 
Changes from:       February 13, 2024                                Total Change is:    -8,816
    -1,899     -9,556       -599     -3,495        896        545     -2,497     -4,841        880     -3,269      4,075         42      1,476       -258
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       39.0        1.4       41.0        7.8        1.8       20.4       32.5        2.1        2.5        3.0        0.0       14.8       12.4
 
Number of Traders in Each Category                                    Total Traders:       292 
        26         24          9         81         27         27         44         58         31         17         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   178,424
Positions
    14,319      8,607         23      2,804        517        130    117,901    102,521      3,419      2,156     20,512        548     37,124     42,147
 
Changes from:       February 13, 2024                                Total Change is:     9,031
     2,828        659          0        264        517         15      2,329      9,082      1,118        353      1,873        104      2,020     -4,337
 
Percent of Open Interest Represented by Each Category of Trader
       8.0        4.8        0.0        1.6        0.3        0.1       66.1       57.5        1.9        1.2       11.5        0.3       20.8       23.6
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          .          .          5          .          .         10         10          6          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   503,407
Positions
    93,234    146,356      7,125    208,209    136,713     35,296     78,993    114,767      6,669     42,672     29,750        305     30,904     26,426
 
Changes from:       February 13, 2024                                Total Change is:    -3,335
    -4,618      5,781      1,671      6,513     -9,055        619     -7,900     -2,415     -2,780      4,964        843          5     -1,809      1,996
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       29.1        1.4       41.4       27.2        7.0       15.7       22.8        1.3        8.5        5.9        0.1        6.1        5.2
 
Number of Traders in Each Category                                    Total Traders:       347 
        36         19          7         99         59         41         44         66         24          9         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    32,722
Positions
    17,384     16,509          0     13,710     14,321          0        866        828          0          0          0          0        762      1,064
 
Changes from:       February 13, 2024                                Total Change is:     1,138
         0      1,103          0      1,332        -34          0        100          0          0          0          0          0       -294         69
 
Percent of Open Interest Represented by Each Category of Trader
      53.1       50.5        0.0       41.9       43.8        0.0        2.6        2.5        0.0        0.0        0.0        0.0        2.3        3.3
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          9          0          9          4          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    36,053
Positions
       209        695          0        964        200        175     16,879     20,507        101      6,952      1,625         50     10,723     12,700
 
Changes from:       February 13, 2024                                Total Change is:     2,162
       209         74          0       -201          0          0      1,653      3,767        -31      2,279       -412          0     -1,747     -1,236
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        1.9        0.0        2.7        0.6        0.5       46.8       56.9        0.3       19.3        4.5        0.1       29.7       35.2
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          0          .          .          .          4          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    17,131
Positions
         0      8,777          0     11,190          0          5      1,355      2,360          2        423      3,427          0      4,156      2,560
 
Changes from:       February 13, 2024                                Total Change is:       237
         0         11          0        409          0         -4       -104        124          2          0        -46          0        -66        150
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       51.2        0.0       65.3        0.0        0.0        7.9       13.8        0.0        2.5       20.0        0.0       24.3       14.9
 
Number of Traders in Each Category                                    Total Traders:        28 
         0          5          0         13          0          .          .          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    50,557
Positions
     9,688     14,188      1,690     13,035      2,099        671     11,418     11,058        577      5,132      2,217          0      8,346     18,057
 
Changes from:       February 13, 2024                                Total Change is:      -943
         9     -1,160        130       -153        463        -11       -652     -1,192        -64        -98         85          0       -104        806
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       28.1        3.3       25.8        4.2        1.3       22.6       21.9        1.1       10.2        4.4        0.0       16.5       35.7
 
Number of Traders in Each Category                                    Total Traders:        64 
         7          7          .         14          .          5         15         12          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   439,227
Positions
    39,375    248,615      1,265    304,326     69,738     26,535     41,329     17,304      1,100     10,050     65,060      1,115     14,132      8,495
 
Changes from:       February 13, 2024                                Total Change is:     8,303
       937      3,304       -109     -1,333     -2,655       -871      9,280      1,537         25       -183      7,999        102        455     -1,029
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       56.6        0.3       69.3       15.9        6.0        9.4        3.9        0.3        2.3       14.8        0.3        3.2        1.9
 
Number of Traders in Each Category                                    Total Traders:       193 
        11         16          6         77         38         35         29         13          8          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,050,057
Positions
   100,475    315,037     12,525    633,520    355,181    107,191     96,998    164,309      6,094     55,915     75,227      2,912     34,427     11,581
 
Changes from:       February 13, 2024                                Total Change is:     6,240
    -1,488      6,596       -255     13,350    -31,219       -898     -8,797     16,749     -1,328       -490     18,265         79      6,067     -1,749
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       30.0        1.2       60.3       33.8       10.2        9.2       15.6        0.6        5.3        7.2        0.3        3.3        1.1
 
Number of Traders in Each Category                                    Total Traders:       391 
        25         19          8        156         67         82         51         37         23         24         12          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   214,251
Positions
    13,679    143,133     22,432     48,581          0        885     86,448     12,680     29,598      9,710      4,605          0      2,918        918
 
Changes from:       February 13, 2024                                Total Change is:     2,648
       719      2,440        -90      1,675          0       -783        713        706        373         51          0          0        -10          2
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       66.8       10.5       22.7        0.0        0.4       40.3        5.9       13.8        4.5        2.1        0.0        1.4        0.4
 
Number of Traders in Each Category                                    Total Traders:        73 
         7         17         15         10          0          .         29          .         12          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE   (S&P 500 QUARTERLY DIVIDEND INDEX X $1000)                                                  
CFTC Code #43874Q                                                    Open Interest is    56,205
Positions
       150     26,752      3,348      8,944          0          0     41,768     24,282      1,823        150          0          0         22          0
 
Changes from:       February 13, 2024                                Total Change is:       461
         0        192          8         50          0          0        286        164         97          0          0          0         20          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       47.6        6.0       15.9        0.0        0.0       74.3       43.2        3.2        0.3        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .         11          6          .          0          0          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,417,135
Positions
    30,207    169,206      6,853    762,436    316,652    177,171     87,031    466,554     39,051    107,118     85,275        336    206,932    156,037
 
Changes from:       February 13, 2024                                Total Change is:   -17,734
    -2,478    -13,348      2,513    -12,451      2,541     -2,165      1,071    -12,378       -909     -4,361      1,553         67        979      4,392
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       11.9        0.5       53.8       22.3       12.5        6.1       32.9        2.8        7.6        6.0        0.0       14.6       11.0
 
Number of Traders in Each Category                                    Total Traders:       205 
         8         22         12         66         32         50         15         43         22          6         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,688,332
Positions
    15,420    102,775      1,904  1,013,317    300,029    299,093    112,952    764,954     36,122     39,918     33,940      1,211    168,395    148,304
 
Changes from:       February 13, 2024                                Total Change is:    15,037
       124      7,303        572     -4,514     -6,123      5,633        256    -14,490     16,311     -1,986      1,410      1,197     -2,556      3,224
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        6.1        0.1       60.0       17.8       17.7        6.7       45.3        2.1        2.4        2.0        0.1       10.0        8.8
 
Number of Traders in Each Category                                    Total Traders:       177 
         5         13          6         76         34         60         13         27         20          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                                  
CFTC Code #042601                                                    Open Interest is 4,030,850
Positions
   125,220    520,046     30,875  1,819,641    491,390    366,299    727,198  2,183,254    126,091    535,063    141,402     33,670    266,793    137,823
 
Changes from:       February 13, 2024                                Total Change is:    56,646
   -15,546     48,346     14,629     31,534        777     15,683    -43,867    -71,653     34,179      1,556    -10,358     15,436      3,042      9,607
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       12.9        0.8       45.1       12.2        9.1       18.0       54.2        3.1       13.3        3.5        0.8        6.6        3.4
 
Number of Traders in Each Category                                    Total Traders:       450 
        28         28         16        156         47         92         62         69         39         48         12          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 4,819,493
Positions
   117,644    422,432     58,338  2,393,338  1,095,130    728,803    314,567  1,753,759    165,026    560,113    184,954     52,778    428,886    358,273
 
Changes from:       February 13, 2024                                Total Change is:    84,252
   -18,608     31,806     11,950    -34,318    -33,424     27,934      7,984    -45,974     50,583     -7,589     -6,276     49,450     -3,134     -1,797
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        8.8        1.2       49.7       22.7       15.1        6.5       36.4        3.4       11.6        3.8        1.1        8.9        7.4
 
Number of Traders in Each Category                                    Total Traders:       410 
        16         36         20        121         58         99         44         86         56         29         20          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                
CFTC Code #043607                                                    Open Interest is 2,211,361
Positions
    78,725    195,484     17,225    925,495    669,167    339,430    389,388    545,120     77,559    181,877     73,115      5,574    196,088    288,687
 
Changes from:       February 13, 2024                                Total Change is:     8,635
    -1,467     10,791      9,643    -23,689    -22,107     12,444    -12,803    -37,341     28,226     -3,369     -2,453      1,468     -1,818      7,964
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        8.8        0.8       41.9       30.3       15.3       17.6       24.7        3.5        8.2        3.3        0.3        8.9       13.1
 
Number of Traders in Each Category                                    Total Traders:       197 
         5         18         10         46         61         63         17         29         19          9         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                  
CFTC Code #044601                                                    Open Interest is 6,000,253
Positions
   150,891    666,234     54,324  3,045,553  1,389,819    657,901    811,957  2,628,068    199,617    672,610     83,930     21,165    386,235    299,195
 
Changes from:       February 13, 2024                                Total Change is:    99,538
   -10,886     37,715     11,113     -7,645     19,999        582     12,791    -49,484     64,227     20,037     -7,796     20,346    -11,027      2,836
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       11.1        0.9       50.8       23.2       11.0       13.5       43.8        3.3       11.2        1.4        0.4        6.4        5.0
 
Number of Traders in Each Category                                    Total Traders:       422 
        16         39         18        152         33         96         56         79         54         35         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,962,721
Positions
   465,877    274,718    528,381     17,852     27,509     48,223    382,122    501,777    463,053      9,392     65,967     12,774     35,047     40,319
 
Changes from:       February 13, 2024                                Total Change is:    25,074
   -16,614     31,074     24,853      8,062     -3,128      7,172     63,008     33,811    -62,398        963       -158     -1,333      1,361     -4,819
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       14.0       26.9        0.9        1.4        2.5       19.5       25.6       23.6        0.5        3.4        0.7        1.8        2.1
 
Number of Traders in Each Category                                    Total Traders:       164 
        37         28         58          5          5          .         30         41         49          4          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    36,640
Positions
    17,257     14,464      8,275        477        611         61      1,285      3,957      9,018        203        176          0         64         78
 
Changes from:       February 13, 2024                                Total Change is:       693
        54       -268       -143          0         -2          0        156        501        633          0         28         -1         -6        -55
 
Percent of Open Interest Represented by Each Category of Trader
      47.1       39.5       22.6        1.3        1.7        0.2        3.5       10.8       24.6        0.6        0.5        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        44 
        14          5         12          .          .          .          6         12         15          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                      
CFTC Code #134741                                                    Open Interest is10,629,166
Positions
 2,208,587  1,803,833  1,785,833    172,590  1,037,439    921,321  1,865,172  1,035,240  3,491,785     57,554    421,196     97,577     28,747     34,942
 
Changes from:       February 13, 2024                                Total Change is:   125,439
   157,157   -126,828     74,684    -39,364     52,832     77,186   -171,434     48,137     37,961     -8,129    -22,728      2,777     -5,399    -18,582
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       17.0       16.8        1.6        9.8        8.7       17.5        9.7       32.9        0.5        4.0        0.9        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:       898 
        87         98        138         39         85         60        146        166        184        100        131        100
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   958,442
Positions
   348,987    124,117    252,203     35,404      4,022     35,302    123,975    374,927    139,762      8,936     14,550     13,141        732        418
 
Changes from:       February 13, 2024                                Total Change is:    40,429
    43,345      7,293     18,179    -13,079         84      7,165      1,671     21,876    -16,794         44      2,529       -104          2        201
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       12.9       26.3        3.7        0.4        3.7       12.9       39.1       14.6        0.9        1.5        1.4        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:       197 
        38         50         62          5          7          .         29         49         48          8         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    79,959
Positions
     2,546         40     31,585        220         29          0      3,900     27,101     20,589     21,106        570          0         13         45
 
Changes from:       February 13, 2024                                Total Change is:      -318
         0          0          0          0          0          0          0       -323          0       -318          0          0          0          5
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        0.0       39.5        0.3        0.0        0.0        4.9       33.9       25.7       26.4        0.7        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          .          .          .          0          .          .          .         11          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    36,657
Positions
     6,968          0      1,253         60         67          0      5,337     19,991      9,549     13,471      5,709          8         11         80
 
Changes from:       February 13, 2024                                Total Change is:     2,284
         0          0          0          0          0          0      2,778      1,382         -2       -500        895          8          0          1
 
Percent of Open Interest Represented by Each Category of Trader
      19.0        0.0        3.4        0.2        0.2        0.0       14.6       54.5       26.0       36.7       15.6        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          0          .          .          .          0          .          7          .          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    25,530
Positions
     1,941      5,606        406     13,724         34        292      4,400     14,677      1,299      1,380      2,024        364      1,724        828
 
Changes from:       February 13, 2024                                Total Change is:       761
        18        144        160        504         34         53        465        618       -258       -180        138          0         -1       -128
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       22.0        1.6       53.8        0.1        1.1       17.2       57.5        5.1        5.4        7.9        1.4        6.8        3.2
 
Number of Traders in Each Category                                    Total Traders:       124 
         8          8          4         21          .          4         31         33         25         12          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    20,586
Positions
       157      7,488          0        775      4,708         99     10,069      4,638      1,690      3,657        715         43      4,096      1,205
 
Changes from:       February 13, 2024                                Total Change is:       748
         0       -300        -29          6          0         26       -375        424        507        560        -72         -3         56        195
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       36.4        0.0        3.8       22.9        0.5       48.9       22.5        8.2       17.8        3.5        0.2       19.9        5.9
 
Number of Traders in Each Category                                    Total Traders:       116 
         .          .          0          5          .          .         25         12          9         54         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    14,801
Positions
         0      3,818        319          0          0          0        114      1,837          0     11,620      6,445          0      2,748      2,382
 
Changes from:       February 13, 2024                                Total Change is:     1,134
         0        306       -133          0          0          0         23      1,237       -417      1,133       -283          0        528        424
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       25.8        2.2        0.0        0.0        0.0        0.8       12.4        0.0       78.5       43.5        0.0       18.6       16.1
 
Number of Traders in Each Category                                    Total Traders:       156 
         0          .          .          0          0          0          .          .          0         90         62          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     6,749
Positions
       314      1,342        117      1,747          0         24      2,422      4,259        361        629        125         88      1,047        433
 
Changes from:       February 13, 2024                                Total Change is:       300
        40        129        -18        184        -34        -15         83       -110        179       -198         85        -25         70        109
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       19.9        1.7       25.9        0.0        0.4       35.9       63.1        5.3        9.3        1.9        1.3       15.5        6.4
 
Number of Traders in Each Category                                    Total Traders:        79 
         .          6          .         13          0          .         28         22         10          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER  - CHICAGO MERCANTILE EXCHANGE   (0.1 Index Points)                                                                                            
CFTC Code #146022                                                    Open Interest is    23,224
Positions
       350      9,446          0      1,306      1,621        560      9,544      8,220      1,298      8,192      1,390        461      1,513        228
 
Changes from:       February 13, 2024                                Total Change is:     4,878
      -401      3,051       -282       -153       -116          0      4,162      3,188          6        906     -1,386        460        180        -43
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       40.7        0.0        5.6        7.0        2.4       41.1       35.4        5.6       35.3        6.0        2.0        6.5        1.0
 
Number of Traders in Each Category                                    Total Traders:       114 
         .          .          0          .          .          .         12         10          .         73         11          .
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Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
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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    10,524
Positions
     3,433          0         49          0          0          0        119      6,617         24      6,224      3,370          0        675        464
 
Changes from:       February 13, 2024                                Total Change is:     3,359
     3,433        -74        -27          0          0          0       -100      1,381         24        -52      1,886          0         81        169
 
Percent of Open Interest Represented by Each Category of Trader
      32.6        0.0        0.5        0.0        0.0        0.0        1.1       62.9        0.2       59.1       32.0        0.0        6.4        4.4
 
Number of Traders in Each Category                                    Total Traders:        72 
         .          0          .          0          0          0          .          .          .         44         23          0
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Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
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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    29,958
Positions
       115      3,602          0     13,970      1,642        705      8,688     18,689      1,042      1,522      1,942          0      3,916      2,336
 
Changes from:       February 13, 2024                                Total Change is:    -2,269
       115          0          0      1,111       -832         29     -3,104       -430       -855        194        -19          0        241       -162
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       12.0        0.0       46.6        5.5        2.4       29.0       62.4        3.5        5.1        6.5        0.0       13.1        7.8
 
Number of Traders in Each Category                                    Total Traders:       107 
         .          .          0         17          5          .         29         25          7         16         12          0
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Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
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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   341,280
Positions
    47,498     20,339     16,229     61,157     64,304     54,506     57,283     76,081     64,467      5,152      5,949      9,518     25,470     29,887
 
Changes from:       February 13, 2024                                Total Change is:   -21,190
   -11,198     -3,042     -2,470      2,952        560      3,463     -8,864    -11,851     -1,522      1,871     -1,618     -4,584       -838       -126
 
Percent of Open Interest Represented by Each Category of Trader
      13.9        6.0        4.8       17.9       18.8       16.0       16.8       22.3       18.9        1.5        1.7        2.8        7.5        8.8
 
Number of Traders in Each Category                                    Total Traders:       205 
        18          9         19         23         29         27         46         47         69         10         11         18
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Traders in Financial Futures - Futures Only Positions as of February 20, 2024                                                                              
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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    96,220
Positions
    82,098     76,557          0     11,854      7,268         29      1,198     12,191          0        737        122          0        304         53
 
Changes from:       February 13, 2024                                Total Change is:       -21
         0          0          0          5       -145        -39          3        167          0         12        -16          0         -2         12
 
Percent of Open Interest Represented by Each Category of Trader
      85.3       79.6        0.0       12.3        7.6        0.0        1.2       12.7        0.0        0.8        0.1        0.0        0.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        37 
         4          .          0         10          6          .          4          5          0          6          .          0
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Updated February 23, 2024