Traders in Financial Futures - Futures Only Positions as of March 5, 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   183,697
Positions
    58,881     10,973        783     47,943     90,512      4,261     22,842     35,294      6,430     12,848      2,005      1,387     28,322     32,052
 
Changes from:       February 27, 2024                                Total Change is:    17,213
     8,287    -11,748        -31       -561     19,375        280      6,261      4,098      1,572      2,600       -819        214     -1,409      4,272
 
Percent of Open Interest Represented by Each Category of Trader
      32.1        6.0        0.4       26.1       49.3        2.3       12.4       19.2        3.5        7.0        1.1        0.8       15.4       17.4
 
Number of Traders in Each Category                                    Total Traders:       111 
         8          5          .         16         29          9         15         25         12          9          4          .
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Traders in Financial Futures - Futures Only Positions as of March 5, 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    76,166
Positions
    28,128      7,013        270     19,388     30,865        300     16,401     16,368        444      1,955          0          0      9,280     20,906
 
Changes from:       February 27, 2024                                Total Change is:    10,959
     5,955      1,613        205      1,849      4,091          6      1,790      4,056         61         64          0          0      1,029        927
 
Percent of Open Interest Represented by Each Category of Trader
      36.9        9.2        0.4       25.5       40.5        0.4       21.5       21.5        0.6        2.6        0.0        0.0       12.2       27.4
 
Number of Traders in Each Category                                    Total Traders:        57 
         7          5          .          4         13          .         12         13          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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   221,726
Positions
    29,254     31,346      7,778     70,501    102,438      4,286     60,276     28,889     16,960          0      3,096         75     32,596     26,858
 
Changes from:       February 27, 2024                                Total Change is:    10,898
    -1,237      3,930        -15      8,098      8,256     -1,649          4     -4,808      4,143          0         -7          6      1,548      1,042
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       14.1        3.5       31.8       46.2        1.9       27.2       13.0        7.6        0.0        1.4        0.0       14.7       12.1
 
Number of Traders in Each Category                                    Total Traders:       115 
         5          8          .         14         34         10         26         23         15          0          4          .
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Traders in Financial Futures - Futures Only Positions as of March 5, 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   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   314,586
Positions
   122,721     27,450      5,531     65,860    115,086      4,676     30,933    104,941     11,195     26,058      3,413        232     47,380     42,062
 
Changes from:       February 27, 2024                                Total Change is:     4,953
   -13,246      9,417      5,396      1,480     -4,258       -771        611     -4,754        656      6,543       -422        200      4,084       -511
 
Percent of Open Interest Represented by Each Category of Trader
      39.0        8.7        1.8       20.9       36.6        1.5        9.8       33.4        3.6        8.3        1.1        0.1       15.1       13.4
 
Number of Traders in Each Category                                    Total Traders:       167 
        11         10          6         25         32         11         26         46         14         13          .          .
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Traders in Financial Futures - Futures Only Positions as of March 5, 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   707,108
Positions
    22,907    385,252      4,094    423,822    124,185     34,811     88,588     79,149     13,748     33,052     10,238      4,554     81,532     51,077
 
Changes from:       February 27, 2024                                Total Change is:    -8,437
     2,554        818      1,317    -19,166    -10,071      3,817      2,726       -338       -952       -383     -1,270        452      1,198     -2,210
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       54.5        0.6       59.9       17.6        4.9       12.5       11.2        1.9        4.7        1.4        0.6       11.5        7.2
 
Number of Traders in Each Category                                    Total Traders:       308 
        13         18          7        111         42         51         43         45         26         26          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    30,289
Positions
       506     10,964          0     15,513      8,712      1,449      1,409      1,646         20          0          0          0     11,392      7,498
 
Changes from:       February 27, 2024                                Total Change is:        51
        72          6          0       -294       -160          0        192         10         20          0          0          0         61        175
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       36.2        0.0       51.2       28.8        4.8        4.7        5.4        0.1        0.0        0.0        0.0       37.6       24.8
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          0         15          .          5          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    23,467
Positions
     3,845        892        653      5,892      9,970        464      1,158      2,059        385          0      2,120          0     11,070      6,924
 
Changes from:       February 27, 2024                                Total Change is:       958
         0         -1        622       -913        -21        -17         84       -351        381          0          0          0        801        345
 
Percent of Open Interest Represented by Each Category of Trader
      16.4        3.8        2.8       25.1       42.5        2.0        4.9        8.8        1.6        0.0        9.0        0.0       47.2       29.5
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          .          8          .          .          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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   234,196
Positions
   118,866      3,026      3,429     31,927    147,680      4,329     43,794     39,809      5,201      6,930          0         23     19,697     30,699
 
Changes from:       February 27, 2024                                Total Change is:    29,204
    16,142      1,272      3,041     -1,011     15,259       -542      9,822      8,460      1,431         14       -425          0        307        708
 
Percent of Open Interest Represented by Each Category of Trader
      50.8        1.3        1.5       13.6       63.1        1.8       18.7       17.0        2.2        3.0        0.0        0.0        8.4       13.1
 
Number of Traders in Each Category                                    Total Traders:       110 
        12          5          8         15         26         10         21         26         13          5          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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   294,670
Positions
     5,213    112,243      7,375    162,545      6,026      1,736    102,240     70,126      1,041      5,769     93,502         17      8,734      2,604
 
Changes from:       February 27, 2024                                Total Change is:    38,615
     1,268     20,688      4,940      3,827        340          0     25,334     13,107       -390      2,882        225          0        754       -295
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       38.1        2.5       55.2        2.0        0.6       34.7       23.8        0.4        2.0       31.7        0.0        3.0        0.9
 
Number of Traders in Each Category                                    Total Traders:       195 
         6          9          7         32          8          4         82         21         10         19         16          .
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Traders in Financial Futures - Futures Only Positions as of March 5, 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    48,871
Positions
     1,792     25,433        159     24,413      5,110          1     15,343     14,370          0      3,534      3,051          0      3,629        747
 
Changes from:       February 27, 2024                                Total Change is:   -24,039
    -7,223     -8,526     -9,704     -4,378      2,265       -147        772     -4,492     -3,222       -429        311          0        292       -524
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       52.0        0.3       50.0       10.5        0.0       31.4       29.4        0.0        7.2        6.2        0.0        7.4        1.5
 
Number of Traders in Each Category                                    Total Traders:        79 
         .          4          .         15          7          .         26          9          0          8          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    50,123
Positions
     5,394      8,259      2,439     16,659     21,414      2,670     16,939     10,377        778        912        412         51      4,281      3,723
 
Changes from:       February 27, 2024                                Total Change is:     1,660
       637     -5,002      2,431     -2,841      4,110        202      1,801     -1,935        320       -202        412         51       -739      1,071
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       16.5        4.9       33.2       42.7        5.3       33.8       20.7        1.6        1.8        0.8        0.1        8.5        7.4
 
Number of Traders in Each Category                                    Total Traders:        93 
         6          7          .         14         18          8         16         24          7          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    14,517
Positions
       166      2,907         14      2,737      7,421         77      9,885      1,971        215          0          0          0      1,423      1,912
 
Changes from:       February 27, 2024                                Total Change is:       -70
        -8         42          8       -495      1,225          0         -7     -1,117          7          0       -410          0        425        175
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       20.0        0.1       18.9       51.1        0.5       68.1       13.6        1.5        0.0        0.0        0.0        9.8       13.2
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          4          .          .          4          .          7          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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   101,334
Positions
    34,609     54,288      1,740     18,209      6,826      3,324     23,162     16,047      3,032      1,719      3,055          0     15,538     13,022
 
Changes from:       February 27, 2024                                Total Change is:    -5,229
     1,916     -5,090          1     -3,661      1,090         76     -2,795        187        -31        288     -1,193          0     -1,022       -269
 
Percent of Open Interest Represented by Each Category of Trader
      34.2       53.6        1.7       18.0        6.7        3.3       22.9       15.8        3.0        1.7        3.0        0.0       15.3       12.9
 
Number of Traders in Each Category                                    Total Traders:       119 
        13         14          8         17          7          .         35         22         18          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    99,156
Positions
    34,544     54,161      1,737     18,209      6,826      3,324     22,614     15,965      2,259      1,719      2,879          0     14,750     12,005
 
Changes from:       February 27, 2024                                Total Change is:    -4,895
     1,921     -5,107          2     -3,661      1,110         76     -2,806        -77        404        288     -1,208          0     -1,119        -95
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       54.6        1.8       18.4        6.9        3.4       22.8       16.1        2.3        1.7        2.9        0.0       14.9       12.1
 
Number of Traders in Each Category                                    Total Traders:       103 
        12         12          7         17          7          .         27         20         16          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    53,966
Positions
    19,472     36,599          0     27,401      7,307      1,608      2,953      7,524          0          0          0          0      2,532        928
 
Changes from:       February 27, 2024                                Total Change is:       363
      -176     -2,557          0        722        698        -34         41      2,325          0          0          0          0       -190        -69
 
Percent of Open Interest Represented by Each Category of Trader
      36.1       67.8        0.0       50.8       13.5        3.0        5.5       13.9        0.0        0.0        0.0        0.0        4.7        1.7
 
Number of Traders in Each Category                                    Total Traders:        40 
         5          6          0         18          4          .          .          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    21,779
Positions
       653      1,271         28          0          0          0     13,191      8,529         23          0      1,758          0      7,884     10,170
 
Changes from:       February 27, 2024                                Total Change is:    -3,337
       -55        173        -11          0       -200          0     -4,102     -1,575       -138          0        149          0        969     -1,735
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        5.8        0.1        0.0        0.0        0.0       60.6       39.2        0.1        0.0        8.1        0.0       36.2       46.7
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          .          0          0          0         14          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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 2,401,166
Positions
   290,168    828,407     94,946  1,158,454    238,455    150,143    181,513    582,809    126,346    123,036    182,369      6,133    270,427    191,559
 
Changes from:       February 27, 2024                                Total Change is:    35,897
    22,450    -13,299      7,402    -17,749      3,944     -4,501     13,839    -13,165     32,512    -17,194     24,276     -1,893      1,032        622
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       34.5        4.0       48.2        9.9        6.3        7.6       24.3        5.3        5.1        7.6        0.3       11.3        8.0
 
Number of Traders in Each Category                                    Total Traders:       523 
        34         38         29        177         59         98         69         96         71         24         23          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    23,605
Positions
    12,753     13,267          0      3,683      8,171         65      4,890      1,203          0          0          0          0      2,214        899
 
Changes from:       February 27, 2024                                Total Change is:      -838
    -1,413        783          0        196     -1,672         -1        138        358          0          0          0          0        242       -306
 
Percent of Open Interest Represented by Each Category of Trader
      54.0       56.2        0.0       15.6       34.6        0.3       20.7        5.1        0.0        0.0        0.0        0.0        9.4        3.8
 
Number of Traders in Each Category                                    Total Traders:        27 
         6          6          0          .          6          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    28,111
Positions
     8,864     19,945          0     11,198      5,333        250      5,459      1,617          0          0          0          0      2,340        966
 
Changes from:       February 27, 2024                                Total Change is:       405
       684        166          0        209          0          2       -122        912          0          0          0          0       -368       -675
 
Percent of Open Interest Represented by Each Category of Trader
      31.5       71.0        0.0       39.8       19.0        0.9       19.4        5.8        0.0        0.0        0.0        0.0        8.3        3.4
 
Number of Traders in Each Category                                    Total Traders:        34 
         6          8          0         12          .          .          .          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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 2,377,697
Positions
   289,467    828,615     94,610  1,156,741    238,575    149,712    182,711    589,572    110,995    122,735    178,656      6,133    264,593    180,829
 
Changes from:       February 27, 2024                                Total Change is:    33,357
    22,233    -13,033      7,391    -18,005      4,071     -4,521     15,537    -11,847     28,798    -20,289     21,040      1,076      1,137        382
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       34.8        4.0       48.6       10.0        6.3        7.7       24.8        4.7        5.2        7.5        0.3       11.1        7.6
 
Number of Traders in Each Category                                    Total Traders:       509 
        33         37         27        173         59         96         69         91         67         24         21          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    44,785
Positions
    27,862     41,151          0     13,094        510          0      1,139      1,741         30          0          0          0      2,660      1,353
 
Changes from:       February 27, 2024                                Total Change is:     1,329
       188        886          0        732        -21          0        113        607          4          0          0          0        292       -147
 
Percent of Open Interest Represented by Each Category of Trader
      62.2       91.9        0.0       29.2        1.1        0.0        2.5        3.9        0.1        0.0        0.0        0.0        5.9        3.0
 
Number of Traders in Each Category                                    Total Traders:        33 
         5         10          0          9          .          0          .          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    18,320
Positions
     9,543      6,616          0      5,401          0          0        596     10,256          0          0          0          0      2,780      1,448
 
Changes from:       February 27, 2024                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      52.1       36.1        0.0       29.5        0.0        0.0        3.3       56.0        0.0        0.0        0.0        0.0       15.2        7.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          4          0          5          0          0          .          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    39,324
Positions
     9,862     15,079          0      7,869     18,486        159     19,314      3,923         11          0          0          0      2,109      1,666
 
Changes from:       February 27, 2024                                Total Change is:     1,293
     1,873        333          0       -595      1,050          0        289        207          0          0          0          0       -274       -297
 
Percent of Open Interest Represented by Each Category of Trader
      25.1       38.3        0.0       20.0       47.0        0.4       49.1       10.0        0.0        0.0        0.0        0.0        5.4        4.2
 
Number of Traders in Each Category                                    Total Traders:        40 
         8          6          0          7          7          .          4          8          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    17,782
Positions
     7,175     14,610          0      7,930      1,448          0      1,064      1,312          0        392          0          0      1,221        412
 
Changes from:       February 27, 2024                                Total Change is:      -273
      -202       -152          0        -12          0          0        -77       -110          0          0          0          0         18        -11
 
Percent of Open Interest Represented by Each Category of Trader
      40.3       82.2        0.0       44.6        8.1        0.0        6.0        7.4        0.0        2.2        0.0        0.0        6.9        2.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         4          5          0          6          .          0          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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   234,694
Positions
    10,179      1,087        192     19,920      1,592      1,518    126,519     70,862     15,014      3,012     37,126          2     58,338    107,301
 
Changes from:       February 27, 2024                                Total Change is:    25,402
     2,085     -2,742        192      3,618       -212       -856     18,084     21,883      2,072      1,258      2,666          2     -1,053      2,397
 
Percent of Open Interest Represented by Each Category of Trader
       4.3        0.5        0.1        8.5        0.7        0.6       53.9       30.2        6.4        1.3       15.8        0.0       24.9       45.7
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          .         11          .          5          9          9          8          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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   401,549
Positions
   158,319    154,214    129,673      1,634     38,000          0     25,058     16,916     59,536     25,277          0        250      1,802      2,960
 
Changes from:       February 27, 2024                                Total Change is:      -832
    -3,203        710        893          0          0          0      3,810        151     -2,852          0          0          0        520        266
 
Percent of Open Interest Represented by Each Category of Trader
      39.4       38.4       32.3        0.4        9.5        0.0        6.2        4.2       14.8        6.3        0.0        0.1        0.4        0.7
 
Number of Traders in Each Category                                    Total Traders:        39 
        12         11         19          .          .          0          .          5          8          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    38,313
Positions
     5,354      8,628        150     20,121     21,596      1,623      2,096      1,909         37        766          0          0      8,166      4,370
 
Changes from:       February 27, 2024                                Total Change is:    -1,187
       198         84          5     -1,722        424       -443        236     -1,663         34        766          0          0       -261        372
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       22.5        0.4       52.5       56.4        4.2        5.5        5.0        0.1        2.0        0.0        0.0       21.3       11.4
 
Number of Traders in Each Category                                    Total Traders:        69 
         8          5          .         31         15         12          5          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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   309,873
Positions
    54,117     91,144     12,875    108,185     25,727      4,792     41,526     97,378     33,764      8,168      7,928        629     45,816     35,637
 
Changes from:       February 27, 2024                                Total Change is:     2,321
     8,972    -11,369      4,566     -7,994      3,175        -48     -7,929      2,911      3,040       -596      2,072       -911      3,221     -1,115
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       29.4        4.2       34.9        8.3        1.5       13.4       31.4       10.9        2.6        2.6        0.2       14.8       11.5
 
Number of Traders in Each Category                                    Total Traders:       320 
        26         25         14         84         26         29         52         62         38         21         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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   289,047
Positions
    54,594     92,397     10,622    107,847     25,540      4,778     53,263    109,546      7,816      8,508      6,245         60     41,559     32,043
 
Changes from:       February 27, 2024                                Total Change is:       972
     9,059    -11,200      4,352     -8,053      3,041        -45     -5,147      3,422        353     -1,658        998         20      2,091         31
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       32.0        3.7       37.3        8.8        1.7       18.4       37.9        2.7        2.9        2.2        0.0       14.4       11.1
 
Number of Traders in Each Category                                    Total Traders:       291 
        25         22         11         80         25         28         47         58         31         16         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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   208,258
Positions
    17,738      9,974         20      3,381      1,867        139    137,141    132,825      4,974      2,291     22,521          0     42,574     35,938
 
Changes from:       February 27, 2024                                Total Change is:    13,485
     1,271        445         -4        590      1,341        -27     -1,657     21,056        709      1,306      1,426          0     11,297    -11,461
 
Percent of Open Interest Represented by Each Category of Trader
       8.5        4.8        0.0        1.6        0.9        0.1       65.9       63.8        2.4        1.1       10.8        0.0       20.4       17.3
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          .          .          6          .          .         10         13         10          7          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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   517,143
Positions
   110,677    143,998      7,708    211,028    139,893     34,596     89,441    114,766      7,236     25,117     48,185        300     31,040     20,461
 
Changes from:       February 27, 2024                                Total Change is:     2,128
     2,976         21        167      1,517      4,431         44     -1,752      1,596     -3,129      2,845       -155       -147       -393       -700
 
Percent of Open Interest Represented by Each Category of Trader
      21.4       27.8        1.5       40.8       27.1        6.7       17.3       22.2        1.4        4.9        9.3        0.1        6.0        4.0
 
Number of Traders in Each Category                                    Total Traders:       343 
        33         17          9         99         57         43         51         61         30          9         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    31,906
Positions
    18,235     15,986          0     11,802     14,308          0        827        902          0          0          0          0      1,042        710
 
Changes from:       February 27, 2024                                Total Change is:       554
       252        627          0         39        -18          0        -12          0          0          0          0          0        275        -55
 
Percent of Open Interest Represented by Each Category of Trader
      57.2       50.1        0.0       37.0       44.8        0.0        2.6        2.8        0.0        0.0        0.0        0.0        3.3        2.2
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          8          0          9          4          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    39,156
Positions
         0        854          0        864      1,703        821     21,270     23,215        319      4,945      1,855          0     10,937     10,389
 
Changes from:       February 27, 2024                                Total Change is:     3,216
      -271         16          0        -44      1,503        565      3,090      2,023        153        774        230          0     -1,051     -1,274
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        2.2        0.0        2.2        4.3        2.1       54.3       59.3        0.8       12.6        4.7        0.0       27.9       26.5
 
Number of Traders in Each Category                                    Total Traders:        27 
         0          .          0          .          4          4          6          8          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    25,567
Positions
       117      9,833      2,467     12,049          0          8      1,907      2,978      2,779        580      3,742         75      5,585      3,685
 
Changes from:       February 27, 2024                                Total Change is:     7,324
       117      1,056      2,467         -6          0          1        749       -214      2,779        157        -29         75        985      1,189
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       38.5        9.6       47.1        0.0        0.0        7.5       11.6       10.9        2.3       14.6        0.3       21.8       14.4
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          5          4         14          0          .          .          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    65,865
Positions
    12,261     12,324      5,236     14,056      2,096        905     11,650      9,186      6,898      5,888      2,673        148      8,823     26,399
 
Changes from:       February 27, 2024                                Total Change is:    12,474
     2,251     -1,076      3,517      1,001        334        250     -1,916     -2,198      6,254        216        -26        148        753      5,271
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       18.7        7.9       21.3        3.2        1.4       17.7       13.9       10.5        8.9        4.1        0.2       13.4       40.1
 
Number of Traders in Each Category                                    Total Traders:        63 
         9          6          4         14          .          6         14          9         14          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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   431,565
Positions
    34,828    250,148      1,621    288,026     69,710     34,657     44,444     11,715        920     10,492     52,414      1,262     15,315      9,118
 
Changes from:       February 27, 2024                                Total Change is:    -1,100
    -2,409      1,492        463     -1,216      3,039      2,606     -1,888     -3,601       -174       -498     -5,430        163      1,853        342
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       58.0        0.4       66.7       16.2        8.0       10.3        2.7        0.2        2.4       12.1        0.3        3.5        2.1
 
Number of Traders in Each Category                                    Total Traders:       192 
        10         17          8         79         38         34         29          8          7          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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   987,810
Positions
    97,040    332,138     12,422    615,643    350,190    100,523     94,369     98,515      8,320     22,729     72,757      2,690     34,074     10,255
 
Changes from:       February 27, 2024                                Total Change is:   -45,212
     4,083     15,888       -415    -29,841      6,904     -2,431        619    -52,098        379    -19,346    -11,037       -292      2,032     -2,110
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       33.6        1.3       62.3       35.5       10.2        9.6       10.0        0.8        2.3        7.4        0.3        3.4        1.0
 
Number of Traders in Each Category                                    Total Traders:       387 
        25         17          9        158         70         84         51         30         24         22         14          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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   216,044
Positions
    14,769    145,281     22,601     48,863          0      1,010     88,312     14,090     27,312      9,982      4,605          0      3,195      1,145
 
Changes from:       February 27, 2024                                Total Change is:     2,833
     1,253      1,584        653       -146          0        125      1,054        790       -318        218          0          0         -6         -1
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       67.2       10.5       22.6        0.0        0.5       40.9        6.5       12.6        4.6        2.1        0.0        1.5        0.5
 
Number of Traders in Each Category                                    Total Traders:        73 
         8         16         15         10          0          .         28          .         11          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    57,186
Positions
       150     26,966      3,097      9,244          0          0     42,688     25,288      1,835        150          0          0         22          0
 
Changes from:       February 27, 2024                                Total Change is:       101
         0       -482         39        300          0          0       -240        542          2          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       47.2        5.4       16.2        0.0        0.0       74.6       44.2        3.2        0.3        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         .         12          7          .          0          0          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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 1,492,384
Positions
    34,625    174,021      5,392    769,706    330,931    180,491    116,113    484,318     74,404    104,692     94,725      1,798    205,163    146,304
 
Changes from:       February 27, 2024                                Total Change is:   -41,713
     3,886    -23,834       -374      7,895      5,297    -22,570     -3,231     26,026    -30,315     -1,824     10,676      1,251      3,569     -7,870
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       11.7        0.4       51.6       22.2       12.1        7.8       32.5        5.0        7.0        6.3        0.1       13.7        9.8
 
Number of Traders in Each Category                                    Total Traders:       208 
        10         18          7         69         30         55         14         47         17          7         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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 1,603,112
Positions
    10,912    106,298      1,227    967,819    298,128    280,057    104,340    688,154     28,725     36,908     39,915          0    173,124    160,608
 
Changes from:       February 27, 2024                                Total Change is:   -57,628
    -1,850     -6,175     -2,232     -2,703      9,528     -8,239     -8,792    -38,070    -26,823       -787      1,136          0     -6,202     13,247
 
Percent of Open Interest Represented by Each Category of Trader
       0.7        6.6        0.1       60.4       18.6       17.5        6.5       42.9        1.8        2.3        2.5        0.0       10.8       10.0
 
Number of Traders in Each Category                                    Total Traders:       167 
         .         12          6         69         36         54         10         27         15          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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 3,607,622
Positions
   133,990    435,826      8,908  1,748,010    519,814    327,408    554,430  1,982,604     63,352    505,597    117,087     22,082    243,845    130,541
 
Changes from:       February 27, 2024                                Total Change is:  -162,532
     9,294    -60,301    -38,755    -15,172     28,336    -37,990    -37,771     -2,429    -26,129     13,000    -17,069     -5,614    -23,395     -2,581
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       12.1        0.2       48.5       14.4        9.1       15.4       55.0        1.8       14.0        3.2        0.6        6.8        3.6
 
Number of Traders in Each Category                                    Total Traders:       445 
        32         26         14        156         44         87         57         74         38         45         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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 4,277,776
Positions
   118,241    349,641     34,007  2,257,663  1,033,609    630,025    265,657  1,508,932    112,501    444,330    235,998        778    414,574    372,285
 
Changes from:       February 27, 2024                                Total Change is:  -254,403
    18,138    -34,586        371    -30,607    -53,807    -47,953    -20,387   -130,956    -31,003   -117,127     62,458    -10,515    -15,320     -8,412
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        8.2        0.8       52.8       24.2       14.7        6.2       35.3        2.6       10.4        5.5        0.0        9.7        8.7
 
Number of Traders in Each Category                                    Total Traders:       391 
        15         33          8        118         55         97         39         85         35         24         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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 2,086,852
Positions
    76,385    140,082     10,205    924,744    673,962    337,439    293,425    470,527     66,298    167,591    105,182      4,835    205,930    278,322
 
Changes from:       February 27, 2024                                Total Change is:  -160,518
    -1,621    -39,030    -23,595     12,430    -41,583     -7,333   -102,958    -44,068    -10,680     -9,896     22,183    -12,155     -4,710     -4,257
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        6.7        0.5       44.3       32.3       16.2       14.1       22.5        3.2        8.0        5.0        0.2        9.9       13.3
 
Number of Traders in Each Category                                    Total Traders:       201 
         4         15          4         50         61         60         22         26         20          9         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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 5,815,202
Positions
   174,950    604,410     19,381  2,906,023  1,252,929    657,497    848,689  2,784,427    116,294    689,133     87,803        524    402,711    291,937
 
Changes from:       February 27, 2024                                Total Change is:  -243,852
     6,359    -52,408     -6,799     -3,435     50,641   -131,532     74,615     66,817   -177,977     20,378      7,051       -105    -25,356        460
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       10.4        0.3       50.0       21.5       11.3       14.6       47.9        2.0       11.9        1.5        0.0        6.9        5.0
 
Number of Traders in Each Category                                    Total Traders:       411 
        17         32         11        145         38         96         52         77         37         37         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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 1,625,095
Positions
   383,920    161,747    533,730     34,669     27,191     35,791    148,106    362,017    425,435      7,913     25,647     16,259     39,272     37,278
 
Changes from:       February 27, 2024                                Total Change is:  -406,416
  -117,130    -86,718     -7,777     19,226     -1,122    -20,868   -205,532   -201,652    -79,364     -2,983    -13,262      3,028      4,984      1,319
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       10.0       32.8        2.1        1.7        2.2        9.1       22.3       26.2        0.5        1.6        1.0        2.4        2.3
 
Number of Traders in Each Category                                    Total Traders:       150 
        34         21         51          6          5          .         31         40         48          4          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    39,986
Positions
    17,769     14,616     10,512        477        676          9        718      3,704     10,144        103         74        124        130        127
 
Changes from:       February 27, 2024                                Total Change is:     3,482
       292        619      1,980          0         15         -2       -107       -378      1,210         25        -42         16         68         64
 
Percent of Open Interest Represented by Each Category of Trader
      44.4       36.6       26.3        1.2        1.7        0.0        1.8        9.3       25.4        0.3        0.2        0.3        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        44 
        12          8         12          .          .          .          5         12         15          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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 is10,783,746
Positions
 2,416,227  1,852,761  1,869,972    206,346  1,202,893    930,058  1,896,245  1,192,755  3,269,624     65,184    328,789    106,058     24,032     30,836
 
Changes from:       February 27, 2024                                Total Change is:   -20,414
   182,009    -14,403      7,123     35,340     61,863    -18,891   -163,130     90,465    -68,133     -1,194    -84,696      9,120     -2,658     -2,862
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       17.2       17.3        1.9       11.2        8.6       17.6       11.1       30.3        0.6        3.0        1.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:       914 
        87         93        137         36         85         54        146        167        184        108        135        102
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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   907,957
Positions
   340,147    173,891    216,282        393     25,827     25,708    158,198    319,591    131,042     34,964     14,289        996        227        331
 
Changes from:       February 27, 2024                                Total Change is:  -263,863
  -117,924     23,611    -52,025    -31,666     21,447    -14,545    -11,319   -178,259    -47,873     22,532     -6,527     -9,953     -1,090        261
 
Percent of Open Interest Represented by Each Category of Trader
      37.5       19.2       23.8        0.0        2.8        2.8       17.4       35.2       14.4        3.9        1.6        0.1        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:       186 
        39         48         57          4          8          .         28         39         40          8         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    80,359
Positions
     2,546         40     31,585        220          0          0      4,000     27,500     20,589     21,406        630          0         13         15
 
Changes from:       February 27, 2024                                Total Change is:       450
         0          0          0          0          0          0        150        450          0        300          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        0.0       39.3        0.3        0.0        0.0        5.0       34.2       25.6       26.6        0.8        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          .          .          0          0          .          .          .         11          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    40,723
Positions
     6,968          0      1,253         60         67          0      9,393     23,638      9,549     13,471      6,121         18         11         77
 
Changes from:       February 27, 2024                                Total Change is:     3,175
         0          0          0          0          0          0      3,175      2,640          0          0        538          0          0         -3
 
Percent of Open Interest Represented by Each Category of Trader
      17.1        0.0        3.1        0.1        0.2        0.0       23.1       58.0       23.4       33.1       15.0        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 March 5, 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    27,747
Positions
     2,501      5,169        287     15,924        393        201      4,650     17,059      1,349        770      2,116        360      1,705        813
 
Changes from:       February 27, 2024                                Total Change is:     2,518
       545       -285        120      1,859         82        -33        509      2,022        289       -861        118        111        -21         94
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       18.6        1.0       57.4        1.4        0.7       16.8       61.5        4.9        2.8        7.6        1.3        6.1        2.9
 
Number of Traders in Each Category                                    Total Traders:       130 
         9          8          .         18          .          .         36         35         25         12          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    38,184
Positions
     1,471     23,130          0        830          1         62     25,199     12,267        722      5,322        749         14      4,564      1,239
 
Changes from:       February 27, 2024                                Total Change is:    20,651
       560     15,070          0        -64        -28         29     17,438      5,282        223      2,119        -48          8        338        115
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       60.6        0.0        2.2        0.0        0.2       66.0       32.1        1.9       13.9        2.0        0.0       12.0        3.2
 
Number of Traders in Each Category                                    Total Traders:       142 
         4          .          0          7          .          .         28         10         11         72         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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    25,025
Positions
         0     14,167        119          0          0          0      2,675      6,347        118     19,482      3,464          0      2,631        810
 
Changes from:       February 27, 2024                                Total Change is:    12,753
         0     13,093       -522          0          0          0      2,675      4,275        118      9,445     -4,052          0      1,037       -159
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       56.6        0.5        0.0        0.0        0.0       10.7       25.4        0.5       77.9       13.8        0.0       10.5        3.2
 
Number of Traders in Each Category                                    Total Traders:       180 
         0          .          .          0          0          0          .          .          .        138         37          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 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     7,471
Positions
       357      1,652        221      1,891         26         12      2,715      3,782        529        701        960          0      1,045        289
 
Changes from:       February 27, 2024                                Total Change is:       907
        -9         31         66        135         -3         -1         59       -280        345        356        759          0        -44        -10
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       22.1        3.0       25.3        0.3        0.2       36.3       50.6        7.1        9.4       12.8        0.0       14.0        3.9
 
Number of Traders in Each Category                                    Total Traders:        78 
         4          7          .         13          .          .         26         20          6          4          .          0
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Traders in Financial Futures - Futures Only Positions as of March 5, 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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MICRO ETHER  - CHICAGO MERCANTILE EXCHANGE   (0.1 Index Points)                                                                                            
CFTC Code #146022                                                    Open Interest is    47,400
Positions
       551     35,338        290      1,982      1,376        223     23,625      5,857      2,610     16,396      1,424          9      1,714        273
 
Changes from:       February 27, 2024                                Total Change is:    20,150
        89     18,407        218        418       -460         73     12,597        134      1,340      5,255        386          8        152         44
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       74.6        0.6        4.2        2.9        0.5       49.8       12.4        5.5       34.6        3.0        0.0        3.6        0.6
 
Number of Traders in Each Category                                    Total Traders:       133 
         .          .          .          .          .          .         16          7          .         87         15          .
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Traders in Financial Futures - Futures Only Positions as of March 5, 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    12,570
Positions
         0      8,803          0          0          0          0      1,286      1,591          1      9,756      1,871          0      1,527        304
 
Changes from:       February 27, 2024                                Total Change is:        28
         0       -645          0          0          0          0     -1,041      1,236          1        582       -556          0        486         -8
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       70.0        0.0        0.0        0.0        0.0       10.2       12.7        0.0       77.6       14.9        0.0       12.1        2.4
 
Number of Traders in Each Category                                    Total Traders:        91 
         0          .          0          0          0          0          .          .          .         71         15          0
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Traders in Financial Futures - Futures Only Positions as of March 5, 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    28,450
Positions
       180      3,602          0     12,644      2,089        764      7,819     16,733      1,074      2,582      1,677          0      3,387      2,511
 
Changes from:       February 27, 2024                                Total Change is:    -1,099
       -17          0          0       -828        215          8       -658     -1,774        -10        406         98          0          0        364
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       12.7        0.0       44.4        7.3        2.7       27.5       58.8        3.8        9.1        5.9        0.0       11.9        8.8
 
Number of Traders in Each Category                                    Total Traders:       107 
         .          .          0         16          4          .         25         30          7         17         13          0
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Traders in Financial Futures - Futures Only Positions as of March 5, 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   364,498
Positions
    51,260     22,441     20,781     59,037     66,476     55,366     63,691     81,909     68,534      4,151      4,240     12,090     29,588     32,661
 
Changes from:       February 27, 2024                                Total Change is:     3,167
    -2,977     -1,057      1,852      1,657        323     -6,468      4,149      1,638      3,159     -3,999     -2,931      3,061      2,733      3,590
 
Percent of Open Interest Represented by Each Category of Trader
      14.1        6.2        5.7       16.2       18.2       15.2       17.5       22.5       18.8        1.1        1.2        3.3        8.1        9.0
 
Number of Traders in Each Category                                    Total Traders:       209 
        14         14         25         21         28         31         44         49         72          9         13         23
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Traders in Financial Futures - Futures Only Positions as of March 5, 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   :
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BBG COMMODITY - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                                    
CFTC Code #221602                                                    Open Interest is    95,908
Positions
    83,664     76,557          0      8,474      6,763          0      2,714     12,368         41        674        138          0        341         41
 
Changes from:       February 27, 2024                                Total Change is:      -388
         0          0          0       -319       -580          0         -9        148         41       -138         -5          0         37          8
 
Percent of Open Interest Represented by Each Category of Trader
      87.2       79.8        0.0        8.8        7.1        0.0        2.8       12.9        0.0        0.7        0.1        0.0        0.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        41 
         5          .          0          9          6          0          6          6          .          6          .          0
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Updated March 08, 2024