Traders in Financial Futures - Futures Only Positions as of May 28, 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   264,401
Positions
   110,570     29,868      3,126     78,163    111,802      4,780     15,583     67,302      8,113     14,041      5,617        624     29,401     33,169
 
Changes from:       May 21, 2024                                     Total Change is:    29,910
    -9,550     25,795      2,910     33,939     -3,049       -253      1,752     -4,126      2,230     -1,492      3,294        -16        390      3,125
 
Percent of Open Interest Represented by Each Category of Trader
      41.8       11.3        1.2       29.6       42.3        1.8        5.9       25.5        3.1        5.3        2.1        0.2       11.1       12.5
 
Number of Traders in Each Category                                    Total Traders:       124 
        11          7          .         15         34         12         12         31         13          8          6          .
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Traders in Financial Futures - Futures Only Positions as of May 28, 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   100,381
Positions
    50,853      1,306        827     22,491     48,266      1,088     13,458     24,468        901      1,210        402          0      9,553     23,123
 
Changes from:       May 21, 2024                                     Total Change is:     6,111
     4,169         13       -128      1,819      3,625         65      2,430      1,958       -168         40          0          0     -2,116        746
 
Percent of Open Interest Represented by Each Category of Trader
      50.7        1.3        0.8       22.4       48.1        1.1       13.4       24.4        0.9        1.2        0.4        0.0        9.5       23.0
 
Number of Traders in Each Category                                    Total Traders:        71 
        12          .          .          5         20          .         15         14          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   268,749
Positions
    71,882     51,789      8,806     63,833     90,874      4,856     57,756     54,530     27,983          0      3,049          1     33,632     26,861
 
Changes from:       May 21, 2024                                     Total Change is:    44,773
    -3,132     31,634      5,932     20,427       -468       -285      7,801      1,995      9,246          0       -261          1      4,783     -3,021
 
Percent of Open Interest Represented by Each Category of Trader
      26.7       19.3        3.3       23.8       33.8        1.8       21.5       20.3       10.4        0.0        1.1        0.0       12.5       10.0
 
Number of Traders in Each Category                                    Total Traders:       126 
         8          7          .         15         30         13         28         33         17          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   325,231
Positions
   184,233     11,854         10     47,766    129,725      7,574     21,005    114,950      4,154     18,152      4,544         13     42,324     52,407
 
Changes from:       May 21, 2024                                     Total Change is:    23,916
    27,145       -901        -10     -1,491      7,867        -92     -3,059      7,319        140        298        675          0        985      8,918
 
Percent of Open Interest Represented by Each Category of Trader
      56.6        3.6        0.0       14.7       39.9        2.3        6.5       35.3        1.3        5.6        1.4        0.0       13.0       16.1
 
Number of Traders in Each Category                                    Total Traders:       161 
        16          5          .         20         34         12         20         50         15          9          7          .
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Traders in Financial Futures - Futures Only Positions as of May 28, 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   664,864
Positions
    18,294    337,190      2,909    405,892    136,029     34,860     74,699     67,353     15,517     28,492     13,885      4,352     79,849     52,769
 
Changes from:       May 21, 2024                                     Total Change is:    11,783
       735     17,500        -65      4,218     -1,867        533       -643    -10,368      5,589       -206     -2,059         77      1,545      2,443
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       50.7        0.4       61.0       20.5        5.2       11.2       10.1        2.3        4.3        2.1        0.7       12.0        7.9
 
Number of Traders in Each Category                                    Total Traders:       288 
        11         15          7        102         44         52         45         40         23         18         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    31,698
Positions
     4,683      9,457          0     14,650      8,073      1,093          0      5,279          4          0          0          0     11,268      7,792
 
Changes from:       May 21, 2024                                     Total Change is:        49
         0       -231          0         61         64         -5          0       -899          0          0          0          0         -7      1,120
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       29.8        0.0       46.2       25.5        3.4        0.0       16.7        0.0        0.0        0.0        0.0       35.5       24.6
 
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 28, 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   193,678
Positions
    82,877     13,127      3,564     49,202    113,755      2,736     19,457     32,368      2,890      8,536      1,378          0     24,416     23,860
 
Changes from:       May 21, 2024                                     Total Change is:    -2,931
    -1,524        779        629       -335         49         87        611     -5,987        771        801        628          0     -3,971        113
 
Percent of Open Interest Represented by Each Category of Trader
      42.8        6.8        1.8       25.4       58.7        1.4       10.0       16.7        1.5        4.4        0.7        0.0       12.6       12.3
 
Number of Traders in Each Category                                    Total Traders:       105 
        10          5          6         22         15         10         22         22         11          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   268,109
Positions
     1,783    153,792      2,266    158,422      4,399      1,826     91,641     37,973      2,307      2,687     62,148         66      7,111      3,332
 
Changes from:       May 21, 2024                                     Total Change is:    -1,586
    -1,123      1,093        256      4,309        608         -8     -5,439     -4,149        704        -21       -442          4       -268        348
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       57.4        0.8       59.1        1.6        0.7       34.2       14.2        0.9        1.0       23.2        0.0        2.7        1.2
 
Number of Traders in Each Category                                    Total Traders:       177 
         5          8          4         35         10          5         68         26         13          9         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    75,308
Positions
    33,482      4,001     14,187      9,973     27,084         40      7,392     20,218      4,198      3,749      2,573        105      2,182      2,902
 
Changes from:       May 21, 2024                                     Total Change is:    16,337
        79        145     13,872        -21       -428        -24     -1,576     -1,329      4,091        133       -866        105       -322        771
 
Percent of Open Interest Represented by Each Category of Trader
      44.5        5.3       18.8       13.2       36.0        0.1        9.8       26.8        5.6        5.0        3.4        0.1        2.9        3.9
 
Number of Traders in Each Category                                    Total Traders:        80 
         7          .          .          4          8          .         14         29          5          9          5          .
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Traders in Financial Futures - Futures Only Positions as of May 28, 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    57,525
Positions
    13,725      8,821      2,000     14,428     22,427        855     19,496     17,160      1,987      1,332        306         15      3,687      3,954
 
Changes from:       May 21, 2024                                     Total Change is:     8,420
      -988         79      2,000      4,132      1,113       -221      1,232      4,151      1,775         61        201          0        429       -678
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       15.3        3.5       25.1       39.0        1.5       33.9       29.8        3.5        2.3        0.5        0.0        6.4        6.9
 
Number of Traders in Each Category                                    Total Traders:        97 
         8          5          .         18         14          .         19         25         10          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    49,862
Positions
     4,507      9,858         74     37,988        812         77      4,379     37,313         15        842        673         39      1,941      1,001
 
Changes from:       May 21, 2024                                     Total Change is:       414
       100        764         -4        912       -430          0       -424        128          4       -133         44         26        -67       -118
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       19.8        0.1       76.2        1.6        0.2        8.8       74.8        0.0        1.7        1.3        0.1        3.9        2.0
 
Number of Traders in Each Category                                    Total Traders:        51 
         .          4          .         10          .          .         15         11          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    97,243
Positions
    34,895     59,227        926     18,308      6,368      1,778     19,250     10,448      4,515        677      1,597      1,423     15,471     10,961
 
Changes from:       May 21, 2024                                     Total Change is:    -6,383
     1,997     -3,868        174     -1,944       -326        430     -7,749     -3,532      1,434     -1,547        555        851        -29     -2,100
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       60.9        1.0       18.8        6.5        1.8       19.8       10.7        4.6        0.7        1.6        1.5       15.9       11.3
 
Number of Traders in Each Category                                    Total Traders:        90 
        12         13          4         19          5          6         21         14         14          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    97,243
Positions
    34,895     59,227        926     18,308      6,368      1,778     19,250     10,448      4,515        677      1,597      1,423     15,471     10,961
 
Changes from:       May 21, 2024                                     Total Change is:    -4,103
     2,092     -3,769        174     -1,944       -326        430     -7,253     -3,722      2,104     -2,082        577      1,415        961       -986
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       60.9        1.0       18.8        6.5        1.8       19.8       10.7        4.6        0.7        1.6        1.5       15.9       11.3
 
Number of Traders in Each Category                                    Total Traders:        90 
        12         13          4         19          5          6         21         14         14          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    49,561
Positions
    17,245     36,844          2     24,934      5,318      1,909      2,761      4,403          0          0          0          0      2,710      1,085
 
Changes from:       May 21, 2024                                     Total Change is:       104
      -256        976          2        316       -615        -28        157       -617          0          0          0          0        -87        386
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       74.3        0.0       50.3       10.7        3.9        5.6        8.9        0.0        0.0        0.0        0.0        5.5        2.2
 
Number of Traders in Each Category                                    Total Traders:        38 
         6          4          .         19          .          .          .          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 2,207,528
Positions
   200,232    898,109     49,565  1,143,395    166,011    133,074    175,982    506,487     73,967    129,289    176,511      6,587    295,438    197,218
 
Changes from:       May 21, 2024                                     Total Change is:    31,471
     4,047     10,601     15,395     12,747    -18,314     -1,147      7,388     13,524       -226     -8,494      3,431        966        794      7,241
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       40.7        2.2       51.8        7.5        6.0        8.0       22.9        3.4        5.9        8.0        0.3       13.4        8.9
 
Number of Traders in Each Category                                    Total Traders:       479 
        31         36         18        177         50         97         70         76         53         20         17          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    19,252
Positions
    10,484      5,691          0      3,477      9,632        247      2,364      2,657          0          0          0          0      2,680      1,025
 
Changes from:       May 21, 2024                                     Total Change is:    -1,801
    -1,687         10          0       -188     -1,712        -23        -16        -17          0          0          0          0        113        -59
 
Percent of Open Interest Represented by Each Category of Trader
      54.5       29.6        0.0       18.1       50.0        1.3       12.3       13.8        0.0        0.0        0.0        0.0       13.9        5.3
 
Number of Traders in Each Category                                    Total Traders:        27 
         7          .          0          4          6          .          5          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    28,902
Positions
     6,671     18,597          0     12,826      7,900        124      5,415      1,351          0          0          0          0      3,866        930
 
Changes from:       May 21, 2024                                     Total Change is:       397
        66     -2,011          0        606      1,746          0        -23        699          0          0          0          0       -252        -37
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       64.3        0.0       44.4       27.3        0.4       18.7        4.7        0.0        0.0        0.0        0.0       13.4        3.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         4          6          0         14          .          .          5          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 2,179,731
Positions
   199,243    898,246     49,428  1,140,477    165,954    132,874    174,279    513,883     58,759    132,719    176,787      2,881    289,071    180,919
 
Changes from:       May 21, 2024                                     Total Change is:    31,530
     3,901     11,157     15,258     12,840    -18,314     -1,147      7,224     12,750        461     -8,061      3,707        479        575      7,179
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       41.2        2.3       52.3        7.6        6.1        8.0       23.6        2.7        6.1        8.1        0.1       13.3        8.3
 
Number of Traders in Each Category                                    Total Traders:       469 
        29         36         18        174         50         95         65         77         48         20         17          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    48,300
Positions
    33,401     41,929          0     10,989      1,477          0      1,110      4,436          0          0          0          0      2,800        458
 
Changes from:       May 21, 2024                                     Total Change is:      -137
         2         22          0         19       -703          0         -5        869          0          0          0          0       -153       -325
 
Percent of Open Interest Represented by Each Category of Trader
      69.2       86.8        0.0       22.8        3.1        0.0        2.3        9.2        0.0        0.0        0.0        0.0        5.8        0.9
 
Number of Traders in Each Category                                    Total Traders:        32 
         7          7          0          7          .          0          .          6          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    12,605
Positions
       878     10,906          0      6,982          0          0      1,590        409          0          0          0          0      3,155      1,290
 
Changes from:       May 21, 2024                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       86.5        0.0       55.4        0.0        0.0       12.6        3.2        0.0        0.0        0.0        0.0       25.0       10.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          7          0          5          0          0          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    10,196
Positions
     1,417      6,093          0      5,278      1,290         44        705      1,526          0          0          0          0      2,752      1,243
 
Changes from:       May 21, 2024                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       59.8        0.0       51.8       12.7        0.4        6.9       15.0        0.0        0.0        0.0        0.0       27.0       12.2
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          4          0          5          .          .          .          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    29,287
Positions
    10,433     16,343          0     15,035      4,195        213        340      7,612          6          0          0          0      3,260        918
 
Changes from:       May 21, 2024                                     Total Change is:      -246
      -204        755          0        226     -1,607          0       -233        621         -4          0          0          0        -31        -11
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       55.8        0.0       51.3       14.3        0.7        1.2       26.0        0.0        0.0        0.0        0.0       11.1        3.1
 
Number of Traders in Each Category                                    Total Traders:        36 
         5          6          0         10          5          .          .          9          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P REAL ESTATE INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Real Estate Select Sector Index)                                                  
CFTC Code #13874R                                                    Open Interest is    13,525
Positions
     7,474     10,280          0      3,870      2,544          5        637        243          0        392          0          0      1,147        453
 
Changes from:       May 21, 2024                                     Total Change is:        30
        23        -10          0       -218          6         -6        -32          0          0          0          0          0        263         40
 
Percent of Open Interest Represented by Each Category of Trader
      55.3       76.0        0.0       28.6       18.8        0.0        4.7        1.8        0.0        2.9        0.0        0.0        8.5        3.3
 
Number of Traders in Each Category                                    Total Traders:        21 
         5          5          0          4          4          .          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE   ($5 X S&P 500 INDEX)                                                                            
CFTC Code #13874U                                                    Open Interest is   277,969
Positions
    11,256          0          0     29,179        565      2,002    164,667     73,677      4,438      2,759     34,298          0     63,668    162,989
 
Changes from:       May 21, 2024                                     Total Change is:      -594
     2,826     -4,193          0       -926          0          4     -6,014         87        780        545      2,111          0      2,191        617
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        0.0        0.0       10.5        0.2        0.7       59.2       26.5        1.6        1.0       12.3        0.0       22.9       58.6
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          0          0         13          .          4         11          5          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE   (S&P 500 TOTAL RETURN INDEX x $25)                                                          
CFTC Code #13874W                                                    Open Interest is   498,133
Positions
   194,115    127,650    163,879      1,634     39,767          0     14,075     66,390     94,367     25,277          0        250      4,536      5,830
 
Changes from:       May 21, 2024                                     Total Change is:    28,164
     2,523        584     11,971          0      1,767          0      1,765      2,024     10,855          0          0          0      1,050        963
 
Percent of Open Interest Represented by Each Category of Trader
      39.0       25.6       32.9        0.3        8.0        0.0        2.8       13.3       18.9        5.1        0.0        0.1        0.9        1.2
 
Number of Traders in Each Category                                    Total Traders:        42 
        12         11         18          .          .          0          4          7         12          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    39,520
Positions
     4,762     13,301         15     19,837     17,666      1,915      3,336      2,568         65        242        212        605      8,743      3,173
 
Changes from:       May 21, 2024                                     Total Change is:       717
      -147        531          1       -310       -546        225        567        585          7          0        -91        100        274        -95
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       33.7        0.0       50.2       44.7        4.8        8.4        6.5        0.2        0.6        0.5        1.5       22.1        8.0
 
Number of Traders in Each Category                                    Total Traders:        74 
         6          6          .         32         13          9          9          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $20)                                                                           
CFTC Code #20974+                                                    Open Interest is   265,906
Positions
    32,170     77,868      9,067    111,197     19,404      5,054     40,368     83,318      9,879      8,605     20,224        359     49,207     40,734
 
Changes from:       May 21, 2024                                     Total Change is:     7,662
      -187      6,799      1,068      6,216        429     -1,769     -2,079      3,035      1,643        911     -7,571        103      1,755      3,926
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       29.3        3.4       41.8        7.3        1.9       15.2       31.3        3.7        3.2        7.6        0.1       18.5       15.3
 
Number of Traders in Each Category                                    Total Traders:       322 
        24         31         14         78         24         31         59         56         35         23         25          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                                                 
CFTC Code #209742                                                    Open Interest is   254,317
Positions
    32,319     78,439      7,942    110,778     19,326      5,047     40,340     85,768      5,375      8,405     18,718        177     43,934     33,525
 
Changes from:       May 21, 2024                                     Total Change is:     4,563
       143      7,185        597      6,199        429     -1,769     -2,402      3,120      1,301        880     -7,674         65       -451      1,309
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       30.8        3.1       43.6        7.6        2.0       15.9       33.7        2.1        3.3        7.4        0.1       17.3       13.2
 
Number of Traders in Each Category                                    Total Traders:       292 
        22         29         11         76         23         31         57         48         31         19         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX x $2)                                                                
CFTC Code #209747                                                    Open Interest is   115,887
Positions
     9,716      5,497         36      4,192        779         69     42,415     17,639      2,904      3,659     16,712        164     52,732     72,087
 
Changes from:       May 21, 2024                                     Total Change is:    30,985
     1,413        846          0        173          0         -4      6,287      2,200        366        689      1,414         -3     22,064     26,166
 
Percent of Open Interest Represented by Each Category of Trader
       8.4        4.7        0.0        3.6        0.7        0.1       36.6       15.2        2.5        3.2       14.4        0.1       45.5       62.2
 
Number of Traders in Each Category                                    Total Traders:        55 
         6          5          .          5          .          .         13         12          8          5          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                                   
CFTC Code #239742                                                    Open Interest is   467,293
Positions
   120,462     74,846      6,140    184,029    127,485     29,053     50,464    160,252     12,591     29,616     28,797      7,310     27,628     20,819
 
Changes from:       May 21, 2024                                     Total Change is:     2,897
    -2,067     -1,904        235      1,917     -2,115       -679      1,085      7,008      2,181      1,741     -2,727         11     -1,527        887
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       16.0        1.3       39.4       27.3        6.2       10.8       34.3        2.7        6.3        6.2        1.6        5.9        4.5
 
Number of Traders in Each Category                                    Total Traders:       342 
        35         12          6         93         52         37         38         85         33          8         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is    30,182
Positions
    16,568     15,247          0     11,594     13,756        149        500        314          0        212          0          0      1,159        716
 
Changes from:       May 21, 2024                                     Total Change is:       364
       180        195          0        -16          0          0          0        314          0          0          0          0        200       -145
 
Percent of Open Interest Represented by Each Category of Trader
      54.9       50.5        0.0       38.4       45.6        0.5        1.7        1.0        0.0        0.7        0.0        0.0        3.8        2.4
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          9          0         10          .          .          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $0.5)                                                                  
CFTC Code #239747                                                    Open Interest is    32,299
Positions
         0        780          0        561        195        389     15,471     17,313      1,537      1,198      4,957         80     13,063      7,048
 
Changes from:       May 21, 2024                                     Total Change is:      -872
         0         81          0       -594         -7          7       -986       -276       -170         50       -167          0        821       -340
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        2.4        0.0        1.7        0.6        1.2       47.9       53.6        4.8        3.7       15.3        0.2       40.4       21.8
 
Number of Traders in Each Category                                    Total Traders:        20 
         0          .          0          .          .          .          4          7          6          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    15,830
Positions
         0      9,476          0      9,353        200         14      1,963      2,291        235        232      1,168          0      4,033      2,446
 
Changes from:       May 21, 2024                                     Total Change is:      -379
         0        259          0       -525          0          9       -211       -961        235          0        411          0        113       -332
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       59.9        0.0       59.1        1.3        0.1       12.4       14.5        1.5        1.5        7.4        0.0       25.5       15.5
 
Number of Traders in Each Category                                    Total Traders:        26 
         0          8          0          8          .          .          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    51,116
Positions
     9,202     17,612      1,349     14,470      2,201        620     14,233      3,688        423      2,323      1,908          0      8,496     23,315
 
Changes from:       May 21, 2024                                     Total Change is:        67
        12        -62        -56        -24       -132        253        342       -798        353        -80         -3          0       -733        512
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       34.5        2.6       28.3        4.3        1.2       27.8        7.2        0.8        4.5        3.7        0.0       16.6       45.6
 
Number of Traders in Each Category                                    Total Traders:        70 
         7         10          .         15          4          5         20          7          5          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE  - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                                    
CFTC Code #244041                                                    Open Interest is   426,139
Positions
    35,116    240,839        940    306,049     71,085     36,499     23,686     15,925      2,963      6,837     49,466      1,582     12,467      6,840
 
Changes from:       May 21, 2024                                     Total Change is:       854
    -1,712      1,391        -54       -176      3,451        201      1,796     -2,901        468        147     -1,816         24        160         90
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       56.5        0.2       71.8       16.7        8.6        5.6        3.7        0.7        1.6       11.6        0.4        2.9        1.6
 
Number of Traders in Each Category                                    Total Traders:       182 
        11         14          .         76         40         34         21         12         13          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                                     
CFTC Code #244042                                                    Open Interest is 1,079,755
Positions
    79,487    476,675     20,242    635,909    223,219     98,392    125,555    130,961      7,262     74,849    109,989      2,410     35,649     10,605
 
Changes from:       May 21, 2024                                     Total Change is:   -10,814
    -4,413     16,333      3,340     -4,352    -15,324        299     -5,064    -19,772        539     -2,880        676         29      1,688      3,066
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       44.1        1.9       58.9       20.7        9.1       11.6       12.1        0.7        6.9       10.2        0.2        3.3        1.0
 
Number of Traders in Each Category                                    Total Traders:       380 
        25         19          9        165         50         77         63         29         15         19          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   249,002
Positions
    28,807    172,504     23,021     53,239          0      1,610    110,283     21,585     24,509      4,482      4,680          0      3,051      1,093
 
Changes from:       May 21, 2024                                     Total Change is:      -694
       656        -53        455        -92          0          0     -1,584       -784       -332          0          0          0        203         20
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       69.3        9.2       21.4        0.0        0.6       44.3        8.7        9.8        1.8        1.9        0.0        1.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        79 
        10         17         17         13          0          .         29          5         15          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    45,609
Positions
     2,348     18,435      3,796      3,925          0          0     32,990     20,959      2,413        100          0          0         37          6
 
Changes from:       May 21, 2024                                     Total Change is:      -199
       100       -101        -99          0          0          0       -200          0          0          0          0          0          0          1
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       40.4        8.3        8.6        0.0        0.0       72.3       46.0        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 28, 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 1,695,196
Positions
    30,032    148,151      3,901    854,155    431,824    260,549    165,512    515,982     70,282     97,209     85,913      8,185    205,371    170,409
 
Changes from:       May 21, 2024                                     Total Change is:   -64,843
    -3,962    -18,172     -5,368    -27,772        853     32,437      7,382    -19,495    -55,270     -2,546       -102     -5,972     -3,772      6,246
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        8.7        0.2       50.4       25.5       15.4        9.8       30.4        4.1        5.7        5.1        0.5       12.1       10.1
 
Number of Traders in Each Category                                    Total Traders:       212 
         9         18          8         69         37         62         24         34         31          9         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 1,848,862
Positions
    10,430     87,723      7,768  1,085,827    334,444    338,323     63,577    727,726     77,513     30,348     55,636      2,608    232,468    217,121
 
Changes from:       May 21, 2024                                     Total Change is:   134,338
     3,944      8,257      4,417     -8,079     11,731     39,223       -745    -32,019     46,838       -597      3,541     -4,892     54,229     57,242
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        4.7        0.4       58.7       18.1       18.3        3.4       39.4        4.2        1.6        3.0        0.1       12.6       11.7
 
Number of Traders in Each Category                                    Total Traders:       184 
         .         12          6         78         32         61         13         34         24          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 4,130,316
Positions
   173,470    467,181     51,130  2,027,034    519,635    526,549    265,759  2,056,332    200,967    534,385    110,776     33,867    317,155    163,879
 
Changes from:       May 21, 2024                                     Total Change is:     6,201
    25,141     28,898     25,276   -140,281    -54,657     29,278    -55,389   -124,240     74,844    -10,357    -11,600      5,172     52,517     33,230
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       11.3        1.2       49.1       12.6       12.7        6.4       49.8        4.9       12.9        2.7        0.8        7.7        4.0
 
Number of Traders in Each Category                                    Total Traders:       484 
        39         31         22        168         42         93         65         76         54         51         11         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 4,901,854
Positions
   126,277    465,904     89,312  2,341,511  1,095,657    744,357    286,728  1,542,612    295,557    464,521    149,870     67,834    485,757    450,751
 
Changes from:       May 21, 2024                                     Total Change is:   341,674
   -22,261     -3,968     62,185     24,523     92,004     93,435     -6,760    -19,571     97,820      8,072    -42,026      8,834     75,826     52,961
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        9.5        1.8       47.8       22.4       15.2        5.8       31.5        6.0        9.5        3.1        1.4        9.9        9.2
 
Number of Traders in Each Category                                    Total Traders:       412 
        20         32         20        114         63         98         53         77         66         29         19         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 2,283,472
Positions
    59,092    138,469     36,023  1,033,081    721,978    421,289    174,187    399,598    161,392    158,975     85,346     19,380    220,053    299,997
 
Changes from:       May 21, 2024                                     Total Change is:    35,063
    -2,235     31,340     26,749     -3,262    -41,915     11,142    -30,072    -12,983     13,537     -2,232      1,507      2,778     18,658      2,908
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        6.1        1.6       45.2       31.6       18.4        7.6       17.5        7.1        7.0        3.7        0.8        9.6       13.1
 
Number of Traders in Each Category                                    Total Traders:       204 
         4         18          7         56         61         64         18         28         22         10          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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     3,235
Positions
         0          0          0          0         25          0      1,972        797        107        158        837          0        998      1,469
 
Changes from:       May 21, 2024                                     Total Change is:      -457
         0          0          0          0          0          0        552        517     -1,005         38         -3          0        -42         34
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        0.8        0.0       61.0       24.6        3.3        4.9       25.9        0.0       30.9       45.4
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          0          0          0          .          0          .          4          .          .         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 6,644,814
Positions
   140,471    725,928     57,157  3,612,306  1,058,009    927,151    386,093  2,934,713    410,910    620,199    112,595      5,213    485,314    413,138
 
Changes from:       May 21, 2024                                     Total Change is:   213,674
   -18,665    -50,704     32,045   -105,517   -125,060    147,612    -23,699    -49,153    221,343    -42,391      2,426    -48,405     51,351     83,570
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       10.9        0.9       54.4       15.9       14.0        5.8       44.2        6.2        9.3        1.7        0.1        7.3        6.2
 
Number of Traders in Each Category                                    Total Traders:       403 
        17         32         20        146         32         97         51         83         60         27         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 1,744,864
Positions
   318,934    306,091    444,123     81,633     22,528     19,031    344,642    408,628    466,853     11,143     18,051     24,267     34,238     35,292
 
Changes from:       May 21, 2024                                     Total Change is:    54,957
   -28,638    -20,184     30,287     11,636          0     -8,320     22,280     35,080     25,777         -5        837     -3,169      5,109     -5,351
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       17.5       25.5        4.7        1.3        1.1       19.8       23.4       26.8        0.6        1.0        1.4        2.0        2.0
 
Number of Traders in Each Category                                    Total Traders:       160 
        36         27         54          6          5          .         29         44         54          5          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    56,480
Positions
    23,638     18,898     16,306        804          9        100        933      7,483     13,564      1,035          0         97          3         23
 
Changes from:       May 21, 2024                                     Total Change is:     2,556
     2,349      1,356        719        -20          0         20       -471      1,313       -840        800          0          0         -1        -12
 
Percent of Open Interest Represented by Each Category of Trader
      41.9       33.5       28.9        1.4        0.0        0.2        1.7       13.2       24.0        1.8        0.0        0.2        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        55 
        17         11         11          .          .          .          5         15         17          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 is10,685,882
Positions
 2,263,039  1,834,966  2,047,306    767,491  1,052,851    893,122  1,425,831  1,368,647  3,018,863     73,647    271,049    160,928     35,655     38,150
 
Changes from:       May 21, 2024                                     Total Change is:    32,682
    29,054    103,431     -4,675     84,859     35,552     47,333    -52,698    -97,908    -66,135     -2,659     13,577      4,253     -6,650     -2,746
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       17.2       19.2        7.2        9.9        8.4       13.3       12.8       28.3        0.7        2.5        1.5        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:       917 
        93        101        138         55         89         64        122        190        176        111        109         87
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                      
CFTC Code #134742                                                    Open Interest is   958,075
Positions
   390,359    137,413    203,949      3,013     45,618     11,316    145,173    341,088    180,723      5,886     20,304     17,392        264        272
 
Changes from:       May 21, 2024                                     Total Change is:   173,800
    60,951      2,841     13,757          9     -4,066        666     56,349     97,080     41,030    -13,865      7,640     14,887         16        -35
 
Percent of Open Interest Represented by Each Category of Trader
      40.7       14.3       21.3        0.3        4.8        1.2       15.2       35.6       18.9        0.6        2.1        1.8        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:       188 
        42         38         56          7          7          4         26         52         47          4         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    93,554
Positions
     4,061      1,555     28,510        278          0          0      3,770     40,023     22,590     34,328        870          0         17          6
 
Changes from:       May 21, 2024                                     Total Change is:     1,915
         0          0          0          0          0          0          0        990        900      1,015         25          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
       4.3        1.7       30.5        0.3        0.0        0.0        4.0       42.8       24.1       36.7        0.9        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          .          .          0          0          .          5          .         12          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    41,128
Positions
     6,704        182      1,253         60          0          0      4,484     26,121      3,091     25,516     10,413          0         20         68
 
Changes from:       May 21, 2024                                     Total Change is:        39
         0          0          0          0          0          0        447        764       -658        270        -67          0        -20          0
 
Percent of Open Interest Represented by Each Category of Trader
      16.3        0.4        3.0        0.1        0.0        0.0       10.9       63.5        7.5       62.0       25.3        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          .          .          0          0          .          8          .          7          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    30,255
Positions
     1,277      3,924        539     18,594        773        143      2,140     19,191      2,502      1,919        946      1,378      1,763        859
 
Changes from:       May 21, 2024                                     Total Change is:      -439
        23       -240          7       -140         67        -25       -192         37        349       -179       -216       -459        177         41
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       13.0        1.8       61.5        2.6        0.5        7.1       63.4        8.3        6.3        3.1        4.6        5.8        2.8
 
Number of Traders in Each Category                                    Total Traders:       122 
         6          7          5         16          4          .         26         44         21          9          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    32,606
Positions
     4,065      2,663        676      2,884         43          7     13,004     22,712      2,380      4,088      2,458        121      5,381      1,546
 
Changes from:       May 21, 2024                                     Total Change is:     1,066
    -2,822       -616        506      2,165         43          7        471      1,051        770         33       -645         18        -82        -68
 
Percent of Open Interest Represented by Each Category of Trader
      12.5        8.2        2.1        8.8        0.1        0.0       39.9       69.7        7.3       12.5        7.5        0.4       16.5        4.7
 
Number of Traders in Each Category                                    Total Traders:       153 
         5          4          4          8          .          .         23         14          7         70         28          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    30,817
Positions
         0      1,703          0          0          0          0      3,973     12,531          0     23,609     16,173          0      3,235        410
 
Changes from:       May 21, 2024                                     Total Change is:     3,052
         0      1,453        -11          0          0          0        946      3,161          0      1,628       -522          0        489     -1,029
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        5.5        0.0        0.0        0.0        0.0       12.9       40.7        0.0       76.6       52.5        0.0       10.5        1.3
 
Number of Traders in Each Category                                    Total Traders:       227 
         0          .          0          0          0          0          .          .          0        175         47          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     6,544
Positions
       285      1,529        165      1,347        202         61      2,499      2,580        450        636      1,077         74      1,027        406
 
Changes from:       May 21, 2024                                     Total Change is:       580
         3        315         22         42         94         26        551       -171        122         79        385        -93       -172       -120
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       23.4        2.5       20.6        3.1        0.9       38.2       39.4        6.9        9.7       16.5        1.1       15.7        6.2
 
Number of Traders in Each Category                                    Total Traders:        82 
         4          6          4          9          .          .         33         17         12          6          4          .
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Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MICRO ETHER  - CHICAGO MERCANTILE EXCHANGE   (0.1 Index Points)                                                                                            
CFTC Code #146022                                                    Open Interest is    29,487
Positions
       693      1,043      4,699        728      1,100        200      6,302     17,085      1,224     13,483      3,871          1      2,157        264
 
Changes from:       May 21, 2024                                     Total Change is:    -6,787
   -10,044     -1,169      2,008       -400       -164          0     -3,142     -8,212       -290      4,900      1,054          1        180        -15
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        3.5       15.9        2.5        3.7        0.7       21.4       57.9        4.2       45.7       13.1        0.0        7.3        0.9
 
Number of Traders in Each Category                                    Total Traders:       161 
         .          .          .          .          .          .         15         10          .        109         16          .
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Traders in Financial Futures - Futures Only Positions as of May 28, 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    21,554
Positions
         0      4,158          0          0          0          0        764     11,258          0     18,725      5,620          0      2,065        518
 
Changes from:       May 21, 2024                                     Total Change is:     3,910
         0      1,874          0          0          0          0        510      5,892         -6      2,754     -3,584          0        652       -266
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       19.3        0.0        0.0        0.0        0.0        3.5       52.2        0.0       86.9       26.1        0.0        9.6        2.4
 
Number of Traders in Each Category                                    Total Traders:       161 
         0          .          0          0          0          0          .          .          0        120         35          0
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Traders in Financial Futures - Futures Only Positions as of May 28, 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    40,108
Positions
       378      1,487          0     16,127        303        688     15,927     32,200        559      2,808      2,512          0      3,621      2,359
 
Changes from:       May 21, 2024                                     Total Change is:       188
       -45          0          0       -377         53         30       -138        198         28        195         79          0        495       -200
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        3.7        0.0       40.2        0.8        1.7       39.7       80.3        1.4        7.0        6.3        0.0        9.0        5.9
 
Number of Traders in Each Category                                    Total Traders:       107 
         .          .          0         20          .          .         37         18          5         16         11          0
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Traders in Financial Futures - Futures Only Positions as of May 28, 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   405,069
Positions
    49,624     22,806     21,866     56,815     92,230     74,642     81,405     76,703     73,224      5,049      2,500     12,177     30,267     28,921
 
Changes from:       May 21, 2024                                     Total Change is:  -129,994
    -5,619     -5,001    -13,153     -3,150     -4,566     -2,167    -23,051    -19,085     -8,742     -1,089     -3,055     -2,743    -70,280    -71,482
 
Percent of Open Interest Represented by Each Category of Trader
      12.3        5.6        5.4       14.0       22.8       18.4       20.1       18.9       18.1        1.2        0.6        3.0        7.5        7.1
 
Number of Traders in Each Category                                    Total Traders:       218 
        18         14         19         23         24         23         54         46         63         15         12         21
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Traders in Financial Futures - Futures Only Positions as of May 28, 2024                                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BBG COMMODITY - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                                    
CFTC Code #221602                                                    Open Interest is   102,827
Positions
    78,884     75,894          0     16,259      3,959      1,069      5,324     20,759        226        652        839          0        413         81
 
Changes from:       May 21, 2024                                     Total Change is:       272
       200          0          0        460        -94         94       -715         35        213         19         43          0          1        -19
 
Percent of Open Interest Represented by Each Category of Trader
      76.7       73.8        0.0       15.8        3.9        1.0        5.2       20.2        0.2        0.6        0.8        0.0        0.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        48 
         6          .          0         12          4          .          5          7          .         10          .          0
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Updated May 31, 2024