Traders in Financial Futures - Futures Only Positions as of May 21, 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   234,491
Positions
   120,120      4,073        216     44,224    114,851      5,033     13,831     71,428      5,883     15,533      2,323        640     29,011     30,044
 
Changes from:       May 14, 2024                                     Total Change is:    13,651
    13,628        566          2      2,434      9,688        209      1,338      4,030       -774        264        264         31     -3,481       -365
 
Percent of Open Interest Represented by Each Category of Trader
      51.2        1.7        0.1       18.9       49.0        2.1        5.9       30.5        2.5        6.6        1.0        0.3       12.4       12.8
 
Number of Traders in Each Category                                    Total Traders:       128 
        12          5          .         14         35         10         13         35         13         10          4          .
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Traders in Financial Futures - Futures Only Positions as of May 21, 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    94,270
Positions
    46,684      1,293        955     20,672     44,641      1,023     11,028     22,510      1,069      1,170        402          0     11,669     22,377
 
Changes from:       May 14, 2024                                     Total Change is:     3,569
       359        773         93      1,189        397        132        932      1,714       -134        450          0          0        548        594
 
Percent of Open Interest Represented by Each Category of Trader
      49.5        1.4        1.0       21.9       47.4        1.1       11.7       23.9        1.1        1.2        0.4        0.0       12.4       23.7
 
Number of Traders in Each Category                                    Total Traders:        64 
        11          .          .          4         19          .         11         14          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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   223,976
Positions
    75,014     20,155      2,874     43,406     91,342      5,141     49,955     52,535     18,737          0      3,310          0     28,849     29,882
 
Changes from:       May 14, 2024                                     Total Change is:       734
   -37,102     11,700        839     24,092    -11,105      1,578      3,694     -4,220      5,072       -419       -423          0      2,980     -2,707
 
Percent of Open Interest Represented by Each Category of Trader
      33.5        9.0        1.3       19.4       40.8        2.3       22.3       23.5        8.4        0.0        1.5        0.0       12.9       13.3
 
Number of Traders in Each Category                                    Total Traders:       118 
         6          7          .         11         33         10         23         33         17          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   301,315
Positions
   157,088     12,755         20     49,257    121,858      7,666     24,064    107,631      4,014     17,854      3,869         13     41,339     43,489
 
Changes from:       May 14, 2024                                     Total Change is:     3,709
     9,986     -4,838        -50     -1,120     10,676       -476     -5,529      1,532     -1,270        275      1,204          0      1,893     -3,069
 
Percent of Open Interest Represented by Each Category of Trader
      52.1        4.2        0.0       16.3       40.4        2.5        8.0       35.7        1.3        5.9        1.3        0.0       13.7       14.4
 
Number of Traders in Each Category                                    Total Traders:       155 
        16          5          .         21         33         12         20         46         16          9          5          .
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Traders in Financial Futures - Futures Only Positions as of May 21, 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   653,081
Positions
    17,559    319,690      2,974    401,674    137,896     34,327     75,342     77,721      9,928     28,698     15,944      4,275     78,304     50,326
 
Changes from:       May 14, 2024                                     Total Change is:    -3,721
   -11,376     23,328      1,103      2,829    -20,609      1,956       -277     -4,983       -426        617        908         21      1,832     -5,019
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       49.0        0.5       61.5       21.1        5.3       11.5       11.9        1.5        4.4        2.4        0.7       12.0        7.7
 
Number of Traders in Each Category                                    Total Traders:       293 
        11         17          8        101         43         50         45         43         23         18         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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    31,649
Positions
     4,683      9,688          0     14,589      8,009      1,098          0      6,178          4          0          0          0     11,275      6,672
 
Changes from:       May 14, 2024                                     Total Change is:      -201
        63        -77          0         -6       -377          0          0       -890          4          0          0          0       -262      1,139
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       30.6        0.0       46.1       25.3        3.5        0.0       19.5        0.0        0.0        0.0        0.0       35.6       21.1
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0         15          .          4          0          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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   196,609
Positions
    84,401     12,348      2,935     49,537    113,706      2,649     18,846     38,355      2,119      7,735        750          0     28,387     23,747
 
Changes from:       May 14, 2024                                     Total Change is:    -5,189
   -21,631      2,548      1,276      6,952     -1,858     -1,751      7,553     -3,101       -198        104          0          0      2,506     -2,105
 
Percent of Open Interest Represented by Each Category of Trader
      42.9        6.3        1.5       25.2       57.8        1.3        9.6       19.5        1.1        3.9        0.4        0.0       14.4       12.1
 
Number of Traders in Each Category                                    Total Traders:       108 
         8          9          4         23         14          9         23         24          9          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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   269,695
Positions
     2,906    152,699      2,010    154,113      3,791      1,834     97,080     42,122      1,603      2,708     62,590         62      7,379      2,984
 
Changes from:       May 14, 2024                                     Total Change is:    11,630
      -412      6,480        781      4,218        741         -5      5,948      2,900        760        -42        346          0        382       -373
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       56.6        0.7       57.1        1.4        0.7       36.0       15.6        0.6        1.0       23.2        0.0        2.7        1.1
 
Number of Traders in Each Category                                    Total Traders:       179 
         6          9          4         33         10          5         71         23         12         10         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    58,971
Positions
    33,403      3,856        315      9,994     27,512         64      8,968     21,547        107      3,616      3,439          0      2,504      2,131
 
Changes from:       May 14, 2024                                     Total Change is:    -2,414
      -314       -179        315     -1,193     -3,173         24     -1,375        406        107       -377         50          0        399         36
 
Percent of Open Interest Represented by Each Category of Trader
      56.6        6.5        0.5       16.9       46.7        0.1       15.2       36.5        0.2        6.1        5.8        0.0        4.2        3.6
 
Number of Traders in Each Category                                    Total Traders:        81 
         7          .          .          5          8          .         15         27          .          9          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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    49,105
Positions
    14,713      8,742          0     10,296     21,314      1,076     18,264     13,009        212      1,271        105         15      3,258      4,632
 
Changes from:       May 14, 2024                                     Total Change is:    -6,535
    -7,961      1,883        -34      3,697     -7,241       -346     -1,938       -228         19        453       -575          0       -425        -13
 
Percent of Open Interest Represented by Each Category of Trader
      30.0       17.8        0.0       21.0       43.4        2.2       37.2       26.5        0.4        2.6        0.2        0.0        6.6        9.4
 
Number of Traders in Each Category                                    Total Traders:        92 
         8          5          0         13         16          5         17         27          8          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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    49,448
Positions
     4,407      9,094         78     37,076      1,242         77      4,803     37,185         11        975        629         13      2,008      1,119
 
Changes from:       May 14, 2024                                     Total Change is:     5,970
         0      2,474          2      4,381       -491          0        827      3,935          6        539         93          4        211        -53
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       18.4        0.2       75.0        2.5        0.2        9.7       75.2        0.0        2.0        1.3        0.0        4.1        2.3
 
Number of Traders in Each Category                                    Total Traders:        52 
         .          4          .         10          .          .         14         13          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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   103,626
Positions
    32,898     63,095        752     20,252      6,694      1,348     26,999     13,980      3,082      2,224      1,042        572     15,500     13,061
 
Changes from:       May 14, 2024                                     Total Change is:     4,419
    -3,430       -106        -92        581      1,350        532      3,239      1,310      1,329      2,024     -1,106       -461        698      1,663
 
Percent of Open Interest Represented by Each Category of Trader
      31.7       60.9        0.7       19.5        6.5        1.3       26.1       13.5        3.0        2.1        1.0        0.6       15.0       12.6
 
Number of Traders in Each Category                                    Total Traders:       110 
        12         15          .         20          5          5         32         19         14          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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   101,346
Positions
    32,803     62,996        752     20,252      6,694      1,348     26,503     14,170      2,411      2,759      1,020          8     14,510     11,947
 
Changes from:       May 14, 2024                                     Total Change is:     2,139
    -3,525       -205        -92        581      1,350        532      2,743      1,500        658      2,559     -1,128     -1,025       -292        549
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       62.2        0.7       20.0        6.6        1.3       26.2       14.0        2.4        2.7        1.0        0.0       14.3       11.8
 
Number of Traders in Each Category                                    Total Traders:        96 
        10         15          .         20          5          5         26         15         12          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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    49,457
Positions
    17,501     35,868          0     24,618      5,933      1,937      2,604      5,020          0          0          0          0      2,797        699
 
Changes from:       May 14, 2024                                     Total Change is:    -1,359
       607       -942          0     -2,073       -913          0        -54        815          0          0          0          0        161       -319
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       72.5        0.0       49.8       12.0        3.9        5.3       10.2        0.0        0.0        0.0        0.0        5.7        1.4
 
Number of Traders in Each Category                                    Total Traders:        39 
         5          5          0         19          .          .          .          6          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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    22,802
Positions
       953        993          0          0          0          0     11,547      4,691        115        200      5,775         87      9,900     11,141
 
Changes from:       May 14, 2024                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        4.4        0.0        0.0        0.0        0.0       50.6       20.6        0.5        0.9       25.3        0.4       43.4       48.9
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          0          0          0          0         10          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 2,176,057
Positions
   196,185    887,508     34,170  1,130,648    184,325    134,221    168,594    492,963     74,193    137,783    173,080      5,621    294,644    189,977
 
Changes from:       May 14, 2024                                     Total Change is:    68,485
    17,533     37,524     -7,114     20,784     -3,740     -5,013      8,422     49,141        603     23,771      4,113     -1,096     10,594     -5,934
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       40.8        1.6       52.0        8.5        6.2        7.7       22.7        3.4        6.3        8.0        0.3       13.5        8.7
 
Number of Traders in Each Category                                    Total Traders:       481 
        31         39         18        176         52         97         70         76         55         21         14          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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    21,053
Positions
    12,171      5,681          0      3,665     11,344        270      2,380      2,674          0          0          0          0      2,567      1,084
 
Changes from:       May 14, 2024                                     Total Change is:    -4,540
    -4,591          1          0        617     -6,026        270       -905      1,366          0          0          0          0         69       -151
 
Percent of Open Interest Represented by Each Category of Trader
      57.8       27.0        0.0       17.4       53.9        1.3       11.3       12.7        0.0        0.0        0.0        0.0       12.2        5.1
 
Number of Traders in Each Category                                    Total Traders:        27 
         7          .          0          5          6          .          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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    28,505
Positions
     6,605     20,608          0     12,220      6,154        124      5,438        652          0          0          0          0      4,118        967
 
Changes from:       May 14, 2024                                     Total Change is:      -421
       369       -889          0         20        357         28        213       -163          0          0          0          0     -1,051        246
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       72.3        0.0       42.9       21.6        0.4       19.1        2.3        0.0        0.0        0.0        0.0       14.4        3.4
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          7          0         14          .          .          5          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 2,148,201
Positions
   195,342    887,089     34,170  1,127,637    184,268    134,021    167,055    501,133     58,298    140,780    173,080      2,402    288,496    173,740
 
Changes from:       May 14, 2024                                     Total Change is:    67,104
    17,957     36,987     -6,996     20,377     -3,740     -5,020      7,284     48,886        183     24,203      4,113     -1,376     10,492     -5,933
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       41.3        1.6       52.5        8.6        6.2        7.8       23.3        2.7        6.6        8.1        0.1       13.4        8.1
 
Number of Traders in Each Category                                    Total Traders:       470 
        30         38         18        173         52         96         64         77         50         21         14          7
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Traders in Financial Futures - Futures Only Positions as of May 21, 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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E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    48,437
Positions
    33,399     41,907          0     10,970      2,180          0      1,115      3,567          0          0          0          0      2,953        783
 
Changes from:       May 14, 2024                                     Total Change is:     2,875
     2,325      1,311          0        397      1,389          0        186        798        -32          0          0          0         -1       -591
 
Percent of Open Interest Represented by Each Category of Trader
      69.0       86.5        0.0       22.6        4.5        0.0        2.3        7.4        0.0        0.0        0.0        0.0        6.1        1.6
 
Number of Traders in Each Category                                    Total Traders:        33 
         7          7          0          7          .          0          .          6          0          0          0          0
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Traders in Financial Futures - Futures Only Positions as of May 21, 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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E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    29,533
Positions
    10,637     15,588          0     14,809      5,802        213        573      6,991         10          0          0          0      3,291        929
 
Changes from:       May 14, 2024                                     Total Change is:       734
    -2,066       -524          0      2,316      1,198          4        340        293          0          0          0          0        140       -237
 
Percent of Open Interest Represented by Each Category of Trader
      36.0       52.8        0.0       50.1       19.6        0.7        1.9       23.7        0.0        0.0        0.0        0.0       11.1        3.1
 
Number of Traders in Each Category                                    Total Traders:        38 
         6          5          0         10          7          .          .          8          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of May 21, 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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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    13,495
Positions
     7,451     10,290          0      4,088      2,538         11        669        243          0        392          0          0        884        413
 
Changes from:       May 14, 2024                                     Total Change is:      -370
        89        165          0       -777       -155          0        316       -443          0          0          0          0          2         63
 
Percent of Open Interest Represented by Each Category of Trader
      55.2       76.3        0.0       30.3       18.8        0.1        5.0        1.8        0.0        2.9        0.0        0.0        6.6        3.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          5          0          5          4          .          .          .          0          .          0          0
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Traders in Financial Futures - Futures Only Positions as of May 21, 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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MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE   ($5 X S&P 500 INDEX)                                                                            
CFTC Code #13874U                                                    Open Interest is   278,563
Positions
     8,430      4,193          0     30,105        565      1,998    170,681     73,590      3,658      2,214     32,187          0     61,477    162,372
 
Changes from:       May 14, 2024                                     Total Change is:    13,806
    -5,415      4,193          0      4,072          0         68     15,666      6,840        -94     -1,515      2,805          0      1,024         -6
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        1.5        0.0       10.8        0.2        0.7       61.3       26.4        1.3        0.8       11.6        0.0       22.1       58.3
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          0         13          .          4         12          5          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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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ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE   (S&P 500 TOTAL RETURN INDEX x $25)                                                          
CFTC Code #13874W                                                    Open Interest is   469,969
Positions
   191,592    127,066    151,908      1,634     38,000          0     12,310     64,366     83,512     25,277          0        250      3,486      4,867
 
Changes from:       May 14, 2024                                     Total Change is:     4,037
      -232      2,750      2,883          0          0          0        300     -3,187        836          0          0          0        250        755
 
Percent of Open Interest Represented by Each Category of Trader
      40.8       27.0       32.3        0.3        8.1        0.0        2.6       13.7       17.8        5.4        0.0        0.1        0.7        1.0
 
Number of Traders in Each Category                                    Total Traders:        41 
        11         12         17          .          .          0          5          7         12          .          0          .
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Traders in Financial Futures - Futures Only Positions as of May 21, 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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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    38,803
Positions
     4,909     12,770         14     20,147     18,212      1,690      2,769      1,983         58        242        303        505      8,469      3,268
 
Changes from:       May 14, 2024                                     Total Change is:     1,478
        43      1,262        -12      1,371       -603        333        -53        457        -13        242        169        -22       -411        -93
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       32.9        0.0       51.9       46.9        4.4        7.1        5.1        0.1        0.6        0.8        1.3       21.8        8.4
 
Number of Traders in Each Category                                    Total Traders:        73 
         6          7          .         33         13          8          7          5          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of May 21, 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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $20)                                                                           
CFTC Code #20974+                                                    Open Interest is   258,244
Positions
    32,357     71,069      7,998    104,981     18,975      6,823     42,446     80,283      8,236      7,694     27,794        256     47,452     36,808
 
Changes from:       May 14, 2024                                     Total Change is:     1,497
    -5,468      6,377      2,154      4,457        800       -820       -966    -16,421     -1,022        -83     11,359       -170      3,415       -761
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       27.5        3.1       40.7        7.3        2.6       16.4       31.1        3.2        3.0       10.8        0.1       18.4       14.3
 
Number of Traders in Each Category                                    Total Traders:       308 
        24         30         12         73         24         28         60         52         36         17         27          5
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Traders in Financial Futures - Futures Only Positions as of May 21, 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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NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                                                 
CFTC Code #209742                                                    Open Interest is   249,754
Positions
    32,176     71,254      7,345    104,579     18,897      6,816     42,742     82,648      4,074      7,525     26,392        112     44,385     32,216
 
Changes from:       May 14, 2024                                     Total Change is:     1,143
    -5,584      6,188      2,305      4,459        800       -819     -1,098    -16,159     -1,215        -60     11,159       -174      3,329       -942
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       28.5        2.9       41.9        7.6        2.7       17.1       33.1        1.6        3.0       10.6        0.0       17.8       12.9
 
Number of Traders in Each Category                                    Total Traders:       276 
        18         29          9         71         23         28         57         45         31         14         19          .
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Traders in Financial Futures - Futures Only Positions as of May 21, 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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MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX x $2)                                                                
CFTC Code #209747                                                    Open Interest is    84,902
Positions
     8,303      4,651         36      4,019        779         73     36,128     15,439      2,538      2,970     15,298        167     30,668     45,921
 
Changes from:       May 14, 2024                                     Total Change is:     3,537
      -364        370         15        -17          0        -13      2,700     -1,242        556       -234      2,000         37        857      1,814
 
Percent of Open Interest Represented by Each Category of Trader
       9.8        5.5        0.0        4.7        0.9        0.1       42.6       18.2        3.0        3.5       18.0        0.2       36.1       54.1
 
Number of Traders in Each Category                                    Total Traders:        53 
         6          5          .          5          .          .         15          8          9          4          9          .
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Traders in Financial Futures - Futures Only Positions as of May 21, 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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RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                                   
CFTC Code #239742                                                    Open Interest is   464,396
Positions
   122,529     76,750      5,905    182,112    129,600     29,732     49,379    153,244     10,410     27,875     31,524      7,299     29,155     19,932
 
Changes from:       May 14, 2024                                     Total Change is:    -2,109
    -3,782      1,055       -198      4,678      3,877     -2,273     -3,673        348      1,319      1,168     -6,401        780       -128       -616
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       16.5        1.3       39.2       27.9        6.4       10.6       33.0        2.2        6.0        6.8        1.6        6.3        4.3
 
Number of Traders in Each Category                                    Total Traders:       339 
        35         14          7         94         54         36         41         75         34          8         18          .
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Traders in Financial Futures - Futures Only Positions as of May 21, 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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EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is    29,818
Positions
    16,388     15,052          0     11,610     13,756        149        500          0          0        212          0          0        959        861
 
Changes from:       May 14, 2024                                     Total Change is:       416
       -59      1,523          0        687     -1,074          0          0          0          0          0          0          0       -212        -33
 
Percent of Open Interest Represented by Each Category of Trader
      55.0       50.5        0.0       38.9       46.1        0.5        1.7        0.0        0.0        0.7        0.0        0.0        3.2        2.9
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          9          0         10          .          .          .          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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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MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $0.5)                                                                  
CFTC Code #239747                                                    Open Interest is    33,171
Positions
         0        699          0      1,155        202        382     16,457     17,589      1,707      1,148      5,124         80     12,242      7,388
 
Changes from:       May 14, 2024                                     Total Change is:     3,074
         0        129          0        621         49         14      1,104      3,708        -33         61        244         10      1,297     -1,047
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        2.1        0.0        3.5        0.6        1.2       49.6       53.0        5.1        3.5       15.4        0.2       36.9       22.3
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          .          0          .          .          .          4          7          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    16,209
Positions
         0      9,217          0      9,878        200          5      2,174      3,252          0        232        757          0      3,920      2,778
 
Changes from:       May 14, 2024                                     Total Change is:       340
         0        170          0        624        200          1       -531        -80          0          0       -465          0        246        514
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       56.9        0.0       60.9        1.2        0.0       13.4       20.1        0.0        1.4        4.7        0.0       24.2       17.1
 
Number of Traders in Each Category                                    Total Traders:        26 
         0          8          0          9          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    51,049
Positions
     9,190     17,674      1,405     14,494      2,333        367     13,891      4,486         70      2,403      1,911          0      9,229     22,803
 
Changes from:       May 14, 2024                                     Total Change is:     1,207
       311        707         44       -887        487        296      1,744      2,440         11     -1,291          3          0        979     -2,781
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       34.6        2.8       28.4        4.6        0.7       27.2        8.8        0.1        4.7        3.7        0.0       18.1       44.7
 
Number of Traders in Each Category                                    Total Traders:        69 
         7         10          .         15          5          5         19          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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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MSCI EAFE  - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                                    
CFTC Code #244041                                                    Open Interest is   425,285
Positions
    36,828    239,448        994    306,225     67,634     36,298     21,890     18,826      2,495      6,690     51,282      1,558     12,307      6,750
 
Changes from:       May 14, 2024                                     Total Change is:     8,695
        92      5,135       -438      6,773       -791        606        582       -576        266        509      3,523         41        264        929
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       56.3        0.2       72.0       15.9        8.5        5.1        4.4        0.6        1.6       12.1        0.4        2.9        1.6
 
Number of Traders in Each Category                                    Total Traders:       182 
        11         14          .         77         37         35         19         16         13          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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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MSCI EM INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                                     
CFTC Code #244042                                                    Open Interest is 1,090,569
Positions
    83,900    460,342     16,902    640,261    238,543     98,093    130,619    150,733      6,723     77,729    109,313      2,381     33,961      7,539
 
Changes from:       May 14, 2024                                     Total Change is:    50,243
     1,273     27,341       -321     18,709     -6,733      6,691     12,469      9,166      1,337     13,018     18,538       -114     -2,819     -5,662
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       42.2        1.5       58.7       21.9        9.0       12.0       13.8        0.6        7.1       10.0        0.2        3.1        0.7
 
Number of Traders in Each Category                                    Total Traders:       398 
        26         20          7        169         54         76         68         30         18         21          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   249,696
Positions
    28,151    172,557     22,566     53,331          0      1,610    111,867     22,369     24,841      4,482      4,680          0      2,848      1,073
 
Changes from:       May 14, 2024                                     Total Change is:        54
     1,400      1,204       -626       -508          0          0        995        683     -1,210          0          0          0          3          3
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       69.1        9.0       21.4        0.0        0.6       44.8        9.0        9.9        1.8        1.9        0.0        1.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        80 
        10         17         17         13          0          .         29          6         14          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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    45,808
Positions
     2,248     18,536      3,895      3,925          0          0     33,190     20,959      2,413        100          0          0         37          5
 
Changes from:       May 14, 2024                                     Total Change is:     1,243
       -85        549         51        500          0          0        836        700        -59          0          0          0          0          2
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       40.5        8.5        8.6        0.0        0.0       72.5       45.8        5.3        0.2        0.0        0.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          7          6          .          0          0          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 1,760,039
Positions
    33,994    166,323      9,269    881,927    430,971    228,112    158,130    535,477    125,552     99,755     86,015     14,157    209,143    164,163
 
Changes from:       May 14, 2024                                     Total Change is:   129,957
    -1,537      5,593      4,336     23,002    -13,083     -6,920      4,626     36,812     91,288     -3,573     -3,841     13,891      4,844      1,881
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        9.4        0.5       50.1       24.5       13.0        9.0       30.4        7.1        5.7        4.9        0.8       11.9        9.3
 
Number of Traders in Each Category                                    Total Traders:       220 
         8         20         10         76         34         61         20         40         31         10         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 1,714,524
Positions
     6,486     79,466      3,351  1,093,906    322,713    299,100     64,322    759,745     30,675     30,945     52,095      7,500    178,239    159,879
 
Changes from:       May 14, 2024                                     Total Change is:    57,481
       -23    -27,829      2,725     13,778     17,816     -7,249      4,162     27,552     28,708      1,297      8,312      7,500      6,583        -54
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        4.6        0.2       63.8       18.8       17.4        3.8       44.3        1.8        1.8        3.0        0.4       10.4        9.3
 
Number of Traders in Each Category                                    Total Traders:       184 
         .         12          7         78         31         60         13         36         21          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                                  
CFTC Code #042601                                                    Open Interest is 4,124,115
Positions
   148,329    438,283     25,854  2,167,315    574,292    497,271    321,148  2,180,572    126,123    544,742    122,376     28,695    264,638    130,649
 
Changes from:       May 14, 2024                                     Total Change is:    82,468
    36,369    -58,790      4,856    -72,345     18,685     56,776     -7,049     19,939     56,028      9,478    -11,892     -1,831        186     -1,303
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       10.6        0.6       52.6       13.9       12.1        7.8       52.9        3.1       13.2        3.0        0.7        6.4        3.2
 
Number of Traders in Each Category                                    Total Traders:       494 
        36         31         18        172         44         95         68         77         47         55         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 4,560,180
Positions
   148,538    469,872     27,127  2,316,988  1,003,653    650,922    293,488  1,562,183    197,737    456,449    191,896     59,000    409,931    397,790
 
Changes from:       May 14, 2024                                     Total Change is:   117,950
    33,386    -27,192      1,186      3,700     53,238    -12,294    -32,775         48     92,835    -27,080    -32,892     58,123        869    -15,102
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       10.3        0.6       50.8       22.0       14.3        6.4       34.3        4.3       10.0        4.2        1.3        9.0        8.7
 
Number of Traders in Each Category                                    Total Traders:       416 
        26         32         17        114         64         96         50         79         55         26         25          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 2,248,409
Positions
    61,327    107,129      9,274  1,036,343    763,893    410,147    204,259    412,581    147,855    161,207     83,839     16,602    201,395    297,089
 
Changes from:       May 14, 2024                                     Total Change is:    81,037
   -10,628     -9,336      2,323     -6,739    -24,784     16,379       -582    -15,981     92,019     -3,289      5,464      3,014    -11,460     11,939
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        4.8        0.4       46.1       34.0       18.2        9.1       18.3        6.6        7.2        3.7        0.7        9.0       13.2
 
Number of Traders in Each Category                                    Total Traders:       200 
         5         12          4         56         63         68         18         26         25         11          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 10 YEAR YIELD - CHICAGO BOARD OF TRADE   1000 x Index Points                                                                                         
CFTC Code #04360Y                                                    Open Interest is     3,692
Positions
         0          0          0          0         25          0      1,420        280      1,112        120        840          0      1,040      1,435
 
Changes from:       May 14, 2024                                     Total Change is:       382
         0          0          0          0          0          0       -320       -643        795        -32         81          0        -61        149
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        0.7        0.0       38.5        7.6       30.1        3.3       22.8        0.0       28.2       38.9
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          0          0          0          .          0          .          .          .          .         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                  
CFTC Code #044601                                                    Open Interest is 6,431,140
Positions
   159,136    776,632     25,112  3,717,823  1,183,069    779,539    409,792  2,983,866    189,567    662,590    110,169     53,618    433,963    329,568
 
Changes from:       May 14, 2024                                     Total Change is:   195,470
    13,236    -14,431     -3,870     70,300     41,758      4,536    -38,904     25,747     84,321     -8,530      3,689     52,907     21,474        813
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       12.1        0.4       57.8       18.4       12.1        6.4       46.4        2.9       10.3        1.7        0.8        6.7        5.1
 
Number of Traders in Each Category                                    Total Traders:       412 
        23         30         11        152         31         98         50         76         52         34         14          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 1,689,907
Positions
   347,572    326,275    413,836     69,997     22,528     27,351    322,362    373,548    441,076     11,148     17,214     27,436     29,129     40,643
 
Changes from:       May 14, 2024                                     Total Change is:   113,269
    19,803     18,653     25,119     24,161       -192      5,456     -5,256     28,712     35,582      3,013     -6,248      5,765       -374        422
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       19.3       24.5        4.1        1.3        1.6       19.1       22.1       26.1        0.7        1.0        1.6        1.7        2.4
 
Number of Traders in Each Category                                    Total Traders:       163 
        36         29         56          6          5          .         29         43         54          6          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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    53,924
Positions
    21,289     17,542     15,587        824          9         80      1,404      6,170     14,404        235          0         97          4         35
 
Changes from:       May 14, 2024                                     Total Change is:     6,575
       890      3,746        163         73          0        -40      1,363     -1,376      4,125          0        -67          0          1         24
 
Percent of Open Interest Represented by Each Category of Trader
      39.5       32.5       28.9        1.5        0.0        0.1        2.6       11.4       26.7        0.4        0.0        0.2        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        54 
        17         11         12          .          .          .          6         14         17          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 is10,653,200
Positions
 2,233,985  1,731,535  2,051,981    682,632  1,017,299    845,789  1,478,529  1,466,555  3,084,998     76,306    257,472    156,675     42,305     40,896
 
Changes from:       May 14, 2024                                     Total Change is:   208,580
    32,268      6,010      3,457    117,193    -18,434     22,403    -20,159    169,139     47,293     -6,298    -28,622     19,387     -6,964    -12,053
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       16.3       19.3        6.4        9.5        7.9       13.9       13.8       29.0        0.7        2.4        1.5        0.4        0.4
 
Number of Traders in Each Category                                    Total Traders:       909 
        97         94        143         55         86         62        118        188        182        108        113         86
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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   784,275
Positions
   329,408    134,572    190,192      3,004     49,684     10,650     88,824    244,008    139,693     19,751     12,664      2,505        248        307
 
Changes from:       May 14, 2024                                     Total Change is:    39,104
    13,672      9,102     10,186          0      7,499     -2,734      6,494     21,086       -444     17,653         21     -5,590       -133        -22
 
Percent of Open Interest Represented by Each Category of Trader
      42.0       17.2       24.3        0.4        6.3        1.4       11.3       31.1       17.8        2.5        1.6        0.3        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:       182 
        42         37         57          7          7          4         25         50         46          4          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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    91,639
Positions
     4,061      1,555     28,510        278          0          0      3,770     39,033     21,690     33,313        845          0         17          6
 
Changes from:       May 14, 2024                                     Total Change is:     2,225
         0          0          0          0          0          0        195      1,219      1,000      1,030          6          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        1.7       31.1        0.3        0.0        0.0        4.1       42.6       23.7       36.4        0.9        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          .          .          .          0          0          .          5          .         11          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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    41,089
Positions
     6,704        182      1,253         60          0          0      4,037     25,357      3,749     25,246     10,480          0         40         68
 
Changes from:       May 14, 2024                                     Total Change is:      -463
         0        182          0          0          0          0        316        258       -799          0        -94          0         20        -10
 
Percent of Open Interest Represented by Each Category of Trader
      16.3        0.4        3.0        0.1        0.0        0.0        9.8       61.7        9.1       61.4       25.5        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          .          .          0          0          .          8          .          6          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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    30,694
Positions
     1,254      4,164        532     18,734        706        168      2,332     19,154      2,153      2,098      1,162      1,837      1,586        818
 
Changes from:       May 14, 2024                                     Total Change is:     3,617
       -72        688        -99      1,830        188        -55        499      1,675        497         41        -83        909         67       -103
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       13.6        1.7       61.0        2.3        0.5        7.6       62.4        7.0        6.8        3.8        6.0        5.2        2.7
 
Number of Traders in Each Category                                    Total Traders:       131 
         6          9          5         15          .          .         28         51         25          9          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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    31,540
Positions
     6,887      3,279        170        719          0          0     12,533     21,661      1,610      4,055      3,103        103      5,463      1,614
 
Changes from:       May 14, 2024                                     Total Change is:     9,575
     3,716       -116          4         11        -46        -11      4,061      9,339        -10        827        504         25        952       -114
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       10.4        0.5        2.3        0.0        0.0       39.7       68.7        5.1       12.9        9.8        0.3       17.3        5.1
 
Number of Traders in Each Category                                    Total Traders:       161 
         4          .          .          6          0          0         24         15          7         74         34          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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    27,765
Positions
         0        250         11          0          0          0      3,027      9,370          0     21,981     16,695          0      2,746      1,439
 
Changes from:       May 14, 2024                                     Total Change is:       989
      -771        250         11          0          0          0      2,525     -4,193        -46         -6      4,548          0       -724        419
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.9        0.0        0.0        0.0        0.0       10.9       33.7        0.0       79.2       60.1        0.0        9.9        5.2
 
Number of Traders in Each Category                                    Total Traders:       226 
         0          .          .          0          0          0          .          .          0        153         68          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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     5,964
Positions
       282      1,214        143      1,305        108         35      1,948      2,751        328        557        692        167      1,199        526
 
Changes from:       May 14, 2024                                     Total Change is:     1,638
        -7        435        130        206        108        -50        779        668        269       -244       -112        167        388         23
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       20.4        2.4       21.9        1.8        0.6       32.7       46.1        5.5        9.3       11.6        2.8       20.1        8.8
 
Number of Traders in Each Category                                    Total Traders:        80 
         .          9          .         10          .          .         24         24         10          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER  - CHICAGO MERCANTILE EXCHANGE   (0.1 Index Points)                                                                                            
CFTC Code #146022                                                    Open Interest is    36,274
Positions
    10,737      2,212      2,691      1,128      1,264        200      9,444     25,297      1,514      8,583      2,817          0      1,977        279
 
Changes from:       May 14, 2024                                     Total Change is:    15,847
     9,635     -4,961      2,640          0        400          0      2,935     17,547        510       -349       -227         -1        477        -61
 
Percent of Open Interest Represented by Each Category of Trader
      29.6        6.1        7.4        3.1        3.5        0.6       26.0       69.7        4.2       23.7        7.8        0.0        5.5        0.8
 
Number of Traders in Each Category                                    Total Traders:       146 
         .          .          .          .          .          .         17         12          .         89         18          0
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Traders in Financial Futures - Futures Only Positions as of May 21, 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    17,644
Positions
         0      2,284          0          0          0          0        254      5,366          6     15,971      9,204          0      1,413        784
 
Changes from:       May 14, 2024                                     Total Change is:     3,426
         0       -947          0          0          0          0        254     -1,614        -12      3,412      5,441          0       -228        558
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       12.9        0.0        0.0        0.0        0.0        1.4       30.4        0.0       90.5       52.2        0.0        8.0        4.4
 
Number of Traders in Each Category                                    Total Traders:       142 
         0          .          0          0          0          0          .          .          .         93         43          0
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Traders in Financial Futures - Futures Only Positions as of May 21, 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    39,920
Positions
       423      1,487          0     16,504        250        658     16,065     32,002        531      2,613      2,433          0      3,126      2,559
 
Changes from:       May 14, 2024                                     Total Change is:    -2,897
        30          0          0       -840          0         60     -1,483     -3,202        -20       -235       -114          0       -409        379
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        3.7        0.0       41.3        0.6        1.6       40.2       80.2        1.3        6.5        6.1        0.0        7.8        6.4
 
Number of Traders in Each Category                                    Total Traders:       108 
         .          .          0         21          .          4         37         18          5         17         11          0
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Traders in Financial Futures - Futures Only Positions as of May 21, 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   535,063
Positions
    55,243     27,807     35,019     59,965     96,796     76,809    104,456     95,788     81,966      6,138      5,555     14,920    100,547    100,403
 
Changes from:       May 14, 2024                                     Total Change is:    98,996
       572     -2,265      4,297      6,979      8,078      7,105      9,135      3,866      4,259     -4,549      2,443        687     70,511     70,526
 
Percent of Open Interest Represented by Each Category of Trader
      10.3        5.2        6.5       11.2       18.1       14.4       19.5       17.9       15.3        1.1        1.0        2.8       18.8       18.8
 
Number of Traders in Each Category                                    Total Traders:       229 
        17         13         20         24         30         26         57         49         69         13         11         22
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Traders in Financial Futures - Futures Only Positions as of May 21, 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   102,555
Positions
    78,684     75,894          0     15,799      4,053        975      6,039     20,724         13        633        796          0        412        100
 
Changes from:       May 14, 2024                                     Total Change is:     1,475
         0      1,018          0      1,218       -207          0        125        451         13         86        190          0         33         10
 
Percent of Open Interest Represented by Each Category of Trader
      76.7       74.0        0.0       15.4        4.0        1.0        5.9       20.2        0.0        0.6        0.8        0.0        0.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        47 
         6          .          0         12          4          .          5          7          .          9          .          0
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Updated May 24, 2024