Traders in Financial Futures - Futures Only Positions as of June 25, 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   278,437
Positions
   173,958      6,930        730     30,649    139,986      5,779     17,798     79,512      5,658     14,691      6,750        111     29,063     32,981
 
Changes from:       June 18, 2024                                    Total Change is:   -73,021
   -20,443      2,536    -55,445      1,833     -9,670         -1      2,356     -6,066     -3,811       -780      2,696          6      3,264     -3,266
 
Percent of Open Interest Represented by Each Category of Trader
      62.5        2.5        0.3       11.0       50.3        2.1        6.4       28.6        2.0        5.3        2.4        0.0       10.4       11.8
 
Number of Traders in Each Category                                    Total Traders:       130 
         9          5          .         14         34         11         18         35         14          8          7          .
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Traders in Financial Futures - Futures Only Positions as of June 25, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    84,204
Positions
    48,349      2,010        387     19,415     36,334         27      5,442     20,493        453        878        973          0      9,253     23,527
 
Changes from:       June 18, 2024                                    Total Change is:    -4,086
       446     -2,144        261     -1,718     -4,024       -171        375     -1,331        437        438          0          0     -4,154      2,886
 
Percent of Open Interest Represented by Each Category of Trader
      57.4        2.4        0.5       23.1       43.1        0.0        6.5       24.3        0.5        1.0        1.2        0.0       11.0       27.9
 
Number of Traders in Each Category                                    Total Traders:        57 
         8          .          .          .         18          .          8         14          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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   207,697
Positions
    38,997     27,936      3,296     52,784    100,796      2,890     71,065     32,385     10,283          0      2,707        173     28,209     27,231
 
Changes from:       June 18, 2024                                    Total Change is:       394
     6,311     -3,602       -325     -4,389      5,077     -2,024      1,480      1,766        171          0          0          0       -830       -669
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       13.5        1.6       25.4       48.5        1.4       34.2       15.6        5.0        0.0        1.3        0.1       13.6       13.1
 
Number of Traders in Each Category                                    Total Traders:       115 
         7          8          .         10         34         10         23         28         13          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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   340,237
Positions
   203,072      5,635      2,159     29,810    127,595      8,510     30,032    139,676      5,985     22,775      4,825          3     37,891     45,849
 
Changes from:       June 18, 2024                                    Total Change is:    43,120
    30,981      1,941        343      1,446     13,115        159      4,399     23,646      2,357       -714      1,465          3      4,146         91
 
Percent of Open Interest Represented by Each Category of Trader
      59.7        1.7        0.6        8.8       37.5        2.5        8.8       41.1        1.8        6.7        1.4        0.0       11.1       13.5
 
Number of Traders in Each Category                                    Total Traders:       166 
        12          5          .         17         37         15         19         57         14         12          7          .
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Traders in Financial Futures - Futures Only Positions as of June 25, 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   650,087
Positions
    13,201    278,823      8,327    396,476    155,008     34,823     78,729     90,328     11,717     30,551     12,996      4,871     71,392     53,194
 
Changes from:       June 18, 2024                                    Total Change is:      -301
     1,070    -11,026        741     -2,753      5,704        738        333      3,113     -1,224      1,293        437         94       -593      1,122
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       42.9        1.3       61.0       23.8        5.4       12.1       13.9        1.8        4.7        2.0        0.7       11.0        8.2
 
Number of Traders in Each Category                                    Total Traders:       288 
        10         15          5        100         45         44         39         47         23         20         12          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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    26,506
Positions
         0      3,323          0     13,859     12,087      1,170          0      3,296          0          0          0          0     11,477      6,630
 
Changes from:       June 18, 2024                                    Total Change is:       567
         0         64          0         38        178          0          0        639          0          0          0          0        529       -314
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       12.5        0.0       52.3       45.6        4.4        0.0       12.4        0.0        0.0        0.0        0.0       43.3       25.0
 
Number of Traders in Each Category                                    Total Traders:        24 
         0          .          0         14          .          5          0          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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   181,071
Positions
    62,236     18,180        498     51,395    100,592      5,933     25,149     28,558      1,107      7,383      3,166          0     27,370     23,037
 
Changes from:       June 18, 2024                                    Total Change is:     6,376
    -4,057     14,256         40      4,678     -9,462         67      3,811     -3,546         70        403      2,648          0      1,364      2,303
 
Percent of Open Interest Represented by Each Category of Trader
      34.4       10.0        0.3       28.4       55.6        3.3       13.9       15.8        0.6        4.1        1.7        0.0       15.1       12.7
 
Number of Traders in Each Category                                    Total Traders:        95 
         7          6          .         21         12          9         23         18          8          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   172,171
Positions
     2,235     73,424         71     96,490      7,837      1,489     63,541     43,811      1,003      2,224     40,575         98      5,020      3,863
 
Changes from:       June 18, 2024                                    Total Change is:     7,770
    -2,446      3,281         29     11,142       -996        339     -1,868      5,031        127       -218        -97         98        567        -42
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       42.6        0.0       56.0        4.6        0.9       36.9       25.4        0.6        1.3       23.6        0.1        2.9        2.2
 
Number of Traders in Each Category                                    Total Traders:       144 
         .         10          .         20         14          4         40         36         11         10         11          .
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Traders in Financial Futures - Futures Only Positions as of June 25, 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    97,680
Positions
    50,252      6,758     14,904      8,348     46,457          1     13,985     20,419      3,005      5,078      2,872          0      2,107      3,264
 
Changes from:       June 18, 2024                                    Total Change is:    17,323
     2,598     -1,208     13,466        970      1,277          0     -2,790        771      2,781         46       -137          0        252        373
 
Percent of Open Interest Represented by Each Category of Trader
      51.4        6.9       15.3        8.5       47.6        0.0       14.3       20.9        3.1        5.2        2.9        0.0        2.2        3.3
 
Number of Traders in Each Category                                    Total Traders:        93 
         6          4          4          4         13          .         15         31          .         12          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                                       
CFTC Code #112741                                                    Open Interest is    60,495
Positions
     1,964     27,692         11     30,496     19,544      1,491     20,006      7,443        463      1,484        196         40      4,540      3,615
 
Changes from:       June 18, 2024                                    Total Change is:     2,059
    -1,674      4,052         -1      1,286     -2,145        135      2,139       -609        -59        603       -200         25       -395        861
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       45.8        0.0       50.4       32.3        2.5       33.1       12.3        0.8        2.5        0.3        0.1        7.5        6.0
 
Number of Traders in Each Category                                    Total Traders:        86 
         .          9          .         16         12          7         19         18          4          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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    48,393
Positions
     2,012      8,992        131     38,466        743         77      4,413     37,436          0      1,046        125         71      2,177        818
 
Changes from:       June 18, 2024                                    Total Change is:    14,488
       184      2,707         15     12,074        -82          0      1,292     11,978          0        811       -198         16         96         52
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       18.6        0.3       79.5        1.5        0.2        9.1       77.4        0.0        2.2        0.3        0.1        4.5        1.7
 
Number of Traders in Each Category                                    Total Traders:        54 
         .          6          .         13          .          .         14          9          0          6          .          .
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Traders in Financial Futures - Futures Only Positions as of June 25, 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    84,823
Positions
    29,734     34,533        776     20,780     15,511        178     15,135     16,763      3,863        625      1,326        154     13,578     11,719
 
Changes from:       June 18, 2024                                    Total Change is:   -29,410
   -14,670     -9,453     -8,797      2,708       -112       -925      1,001     -3,583     -2,796     -1,681        471     -3,727       -523       -488
 
Percent of Open Interest Represented by Each Category of Trader
      35.1       40.7        0.9       24.5       18.3        0.2       17.8       19.8        4.6        0.7        1.6        0.2       16.0       13.8
 
Number of Traders in Each Category                                    Total Traders:        87 
        11         12          .         17          6          4         14         19          9          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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    84,823
Positions
    29,734     34,533        776     20,780     15,511        178     15,135     16,763      3,863        625      1,326        154     13,578     11,719
 
Changes from:       June 18, 2024                                    Total Change is:   -29,410
   -14,670     -9,453     -8,797      2,708       -112       -925      1,001     -3,583     -2,796     -1,681        471     -3,727       -523       -488
 
Percent of Open Interest Represented by Each Category of Trader
      35.1       40.7        0.9       24.5       18.3        0.2       17.8       19.8        4.6        0.7        1.6        0.2       16.0       13.8
 
Number of Traders in Each Category                                    Total Traders:        87 
        11         12          .         17          6          4         14         19          9          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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    43,898
Positions
     7,388     30,789          0     29,463      5,369      1,891      2,742      4,822          0          0          0          0      2,414      1,027
 
Changes from:       June 18, 2024                                    Total Change is:   -22,184
    -9,436    -11,100     -8,353     -2,025       -158         -3     -1,101     -1,738        -38          0          0          0     -1,228       -794
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       70.1        0.0       67.1       12.2        4.3        6.2       11.0        0.0        0.0        0.0        0.0        5.5        2.3
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          6          0         23          .          .          .          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 1,986,672
Positions
   126,570    923,404     22,230  1,148,712    172,082    136,492    134,364    424,451     28,081    114,189    114,532      3,538    272,497    161,863
 
Changes from:       June 18, 2024                                    Total Change is:  -640,232
   -84,108     -5,009   -233,054      1,364     -5,109    -38,505    -35,331   -103,389   -168,964    -24,285     -8,650    -25,009    -32,341    -52,543
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       46.5        1.1       57.8        8.7        6.9        6.8       21.4        1.4        5.7        5.8        0.2       13.7        8.1
 
Number of Traders in Each Category                                    Total Traders:       479 
        20         43         20        173         49         93         70         81         56         26         15          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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    16,009
Positions
     7,371      3,722          0      4,955     10,478          0      1,253        670          0          0          0          0      2,430      1,139
 
Changes from:       June 18, 2024                                    Total Change is:   -17,369
    -4,355     -2,110     -9,440        -48       -818       -379        434     -2,224       -260          0          0          0     -3,321     -2,138
 
Percent of Open Interest Represented by Each Category of Trader
      46.0       23.2        0.0       31.0       65.5        0.0        7.8        4.2        0.0        0.0        0.0        0.0       15.2        7.1
 
Number of Traders in Each Category                                    Total Traders:        27 
         4          5          0          7          6          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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    21,074
Positions
     5,453      9,242          0     11,268      9,374          0        439      1,444          0          0          0          0      3,914      1,014
 
Changes from:       June 18, 2024                                    Total Change is:   -10,851
    -2,913     -7,000     -3,487        512         -1          0     -3,756        332       -601          0          0          0       -606        -94
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       43.9        0.0       53.5       44.5        0.0        2.1        6.9        0.0        0.0        0.0        0.0       18.6        4.8
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          4          0         14          .          0          .          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 1,976,080
Positions
   126,570    923,272     22,127  1,146,091    172,192    136,348    135,213    423,985     25,049    114,578    114,349      3,143    266,961    155,615
 
Changes from:       June 18, 2024                                    Total Change is:  -619,510
   -83,840     -4,195   -233,157      1,305     -5,139    -38,475    -32,790   -115,428   -151,321    -25,645     -8,833    -23,342    -32,245    -39,620
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       46.7        1.1       58.0        8.7        6.9        6.8       21.5        1.3        5.8        5.8        0.2       13.5        7.9
 
Number of Traders in Each Category                                    Total Traders:       469 
        20         42         20        170         49         91         71         75         49         26         14          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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    43,840
Positions
    29,160     40,598          0     11,958      1,477          0        246      1,146          0          0          0          0      2,476        619
 
Changes from:       June 18, 2024                                    Total Change is:   -10,544
    -1,313      1,706     -8,938        352          0       -203        246     -2,295       -226          0          0          0       -462       -588
 
Percent of Open Interest Represented by Each Category of Trader
      66.5       92.6        0.0       27.3        3.4        0.0        0.6        2.6        0.0        0.0        0.0        0.0        5.6        1.4
 
Number of Traders in Each Category                                    Total Traders:        27 
         6          7          0          7          .          0          .          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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    13,740
Positions
         0     11,307          0      8,639        244          0      1,982        698          0          0          0          0      3,119      1,491
 
Changes from:       June 18, 2024                                    Total Change is:    -2,260
      -810       -597       -884          9       -201       -201        100        358       -376          0          0          0        -98       -359
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       82.3        0.0       62.9        1.8        0.0       14.4        5.1        0.0        0.0        0.0        0.0       22.7       10.9
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          6          0          7          .          0          6          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Technology Index price)                                              
CFTC Code #13874I                                                    Open Interest is    13,241
Positions
     2,523     10,997          0      8,001          0          0          0      1,439          0          0          0          0      2,717        805
 
Changes from:       June 18, 2024                                    Total Change is:    -7,822
       350     -1,847     -4,779     -3,171          0          0          0        490       -486          0          0          0        264     -1,200
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       83.1        0.0       60.4        0.0        0.0        0.0       10.9        0.0        0.0        0.0        0.0       20.5        6.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         5          6          0         10          0          0          0          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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    24,140
Positions
     3,564     15,651          0     16,728      3,925        209        619      2,997          0          0          0          0      3,020      1,358
 
Changes from:       June 18, 2024                                    Total Change is:   -21,761
    -4,954     -1,035    -15,067     -1,435        -46          0          0     -3,422       -215          0          0          0        -90     -1,976
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       64.8        0.0       69.3       16.3        0.9        2.6       12.4        0.0        0.0        0.0        0.0       12.5        5.6
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          6          0         12          5          .          .          6          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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   105,916
Positions
     1,027      2,351          0     27,310          0        335     20,253     33,406      1,574          0      5,721         54     55,363     62,475
 
Changes from:       June 18, 2024                                    Total Change is:  -207,221
    -1,650     -7,114          0        293          0          0   -184,235    -38,441    -17,603     -1,268    -13,037     -1,801       -957   -129,225
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        2.2        0.0       25.8        0.0        0.3       19.1       31.5        1.5        0.0        5.4        0.1       52.3       59.0
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          0         13          0          .          6          8          8          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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   477,908
Positions
   166,526    139,118    156,560      1,634     38,000          0     28,746     42,492     97,359     25,277          0        250      1,556      4,129
 
Changes from:       June 18, 2024                                    Total Change is:   -67,224
   -23,926     10,229    -31,861          0     -1,767          0      6,344    -26,478    -17,746          0          0          0        -35        399
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       29.1       32.8        0.3        8.0        0.0        6.0        8.9       20.4        5.3        0.0        0.1        0.3        0.9
 
Number of Traders in Each Category                                    Total Traders:        44 
        10         13         18          .          .          0          7          6         15          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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    36,299
Positions
     5,102      5,516        151     16,783     22,547      2,190      2,272      1,033          0          0        445        455      9,346      3,962
 
Changes from:       June 18, 2024                                    Total Change is:    -2,502
      -275     -1,324       -945       -808        868       -152       -733       -422         -3          0       -441        233        181       -316
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       15.2        0.4       46.2       62.1        6.0        6.3        2.8        0.0        0.0        1.2        1.3       25.7       10.9
 
Number of Traders in Each Category                                    Total Traders:        61 
         5          5          .         28         15          8          5          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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   252,655
Positions
    27,551     83,332      5,944    109,006     21,066      5,332     43,263     82,764      4,914      8,532     11,460      4,011     44,103     33,833
 
Changes from:       June 18, 2024                                    Total Change is:   -92,463
    -9,030     18,323    -45,935      7,735     -3,831     -6,418        306    -14,863    -17,553     -8,535     -4,241    -10,213     -2,819     -7,731
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       33.0        2.4       43.1        8.3        2.1       17.1       32.8        1.9        3.4        4.5        1.6       17.5       13.4
 
Number of Traders in Each Category                                    Total Traders:       301 
        24         31         10         83         20         27         56         51         35         18         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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   246,417
Positions
    27,331     82,955      5,944    108,644     20,811      5,325     41,822     82,230      3,940      8,411     11,077      3,966     41,034     30,169
 
Changes from:       June 18, 2024                                    Total Change is:   -87,618
    -9,158     16,910    -44,348      7,750     -4,014     -6,418       -429    -17,634    -13,399     -8,259     -2,490    -10,239     -3,118     -5,986
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       33.7        2.4       44.1        8.4        2.2       17.0       33.4        1.6        3.4        4.5        1.6       16.7       12.2
 
Number of Traders in Each Category                                    Total Traders:       267 
        19         28         10         79         18         27         48         49         26         13         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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    62,384
Positions
     2,202      3,769          0      3,616      2,547         72     21,472     12,408      2,679      1,534      4,152        119     30,690     36,638
 
Changes from:       June 18, 2024                                    Total Change is:   -48,449
   -13,514       -662     -1,077       -150      1,829         -3    -28,726     -8,369     -5,466     -2,435    -17,188        -68      2,990    -17,445
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        6.0        0.0        5.8        4.1        0.1       34.4       19.9        4.3        2.5        6.7        0.2       49.2       58.7
 
Number of Traders in Each Category                                    Total Traders:        51 
         5          5          0          5          .          .         14          9         10          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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   418,596
Positions
   112,716     49,386      3,519    171,516    146,034     29,098     43,816    137,650      6,774     25,079     26,429         26     26,052     19,680
 
Changes from:       June 18, 2024                                    Total Change is:  -110,722
    -2,002     -8,848    -39,813     -3,678      9,164     -7,087      6,957    -10,702    -27,418     -9,863      2,880    -24,031     -3,787     -4,867
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       11.8        0.8       41.0       34.9        7.0       10.5       32.9        1.6        6.0        6.3        0.0        6.2        4.7
 
Number of Traders in Each Category                                    Total Traders:       344 
        40         10          4         96         55         42         40         80         30          8         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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    29,920
Positions
    14,768     12,278          0     11,847     16,151        149      1,747        597          0          0          0          0      1,409        745
 
Changes from:       June 18, 2024                                    Total Change is:    -7,167
    -5,614     -5,050     -1,868      1,761          0          0        604       -182       -185          0          0          0     -1,865        118
 
Percent of Open Interest Represented by Each Category of Trader
      49.4       41.0        0.0       39.6       54.0        0.5        5.8        2.0        0.0        0.0        0.0        0.0        4.7        2.5
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          7          0         10          5          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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    13,555
Positions
         0      5,230          0      9,050        204          6        600      3,253          0        232      2,178          0      3,667      2,684
 
Changes from:       June 18, 2024                                    Total Change is:       334
         0          0          0        244         -3          0       -259       -549          0          0        251          0        349        635
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       38.6        0.0       66.8        1.5        0.0        4.4       24.0        0.0        1.7       16.1        0.0       27.1       19.8
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          5          0          9          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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    48,894
Positions
    10,541     12,149        298     14,443      2,443        767     11,714      7,870         11      3,657        736          0      7,463     24,620
 
Changes from:       June 18, 2024                                    Total Change is:     1,097
      -761       -340        -73      1,150        112        166       -220      5,704        -37        434        270          0        438     -4,705
 
Percent of Open Interest Represented by Each Category of Trader
      21.6       24.8        0.6       29.5        5.0        1.6       24.0       16.1        0.0        7.5        1.5        0.0       15.3       50.4
 
Number of Traders in Each Category                                    Total Traders:        62 
         9          .          .         18          4          .         15          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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   414,528
Positions
    32,274    236,446      2,963    302,890     66,654     36,432     19,657     32,278      1,563      5,997     32,388      1,194     11,558      4,610
 
Changes from:       June 18, 2024                                    Total Change is:   -72,475
     1,771      2,423    -59,155     -1,660         25     -2,302        726     11,937     -8,203        453    -13,891     -1,193     -2,912     -2,116
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       57.0        0.7       73.1       16.1        8.8        4.7        7.8        0.4        1.4        7.8        0.3        2.8        1.1
 
Number of Traders in Each Category                                    Total Traders:       188 
        11         15          5         82         39         37         21         13         12          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 1,060,599
Positions
    80,084    587,693     21,961    695,464    178,760     86,879    112,207    122,727      6,236     22,871     43,176      2,032     32,865     11,135
 
Changes from:       June 18, 2024                                    Total Change is:  -367,120
    -4,274     96,968   -253,565     24,545    -37,468    -55,250     -7,809    -20,309    -21,458    -17,328    -31,189    -20,312    -11,669    -24,537
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       55.4        2.1       65.6       16.9        8.2       10.6       11.6        0.6        2.2        4.1        0.2        3.1        1.0
 
Number of Traders in Each Category                                    Total Traders:       386 
        26         17          7        172         50         81         62         29         23         21          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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   246,810
Positions
    31,513    171,501     21,006     56,990          0      1,725     94,911     24,036     22,425     15,284      5,015          0      2,956      1,102
 
Changes from:       June 18, 2024                                    Total Change is:    -4,283
       327     -2,198     -1,522       -749          0          0       -792        645     -1,228          2         10          0       -321         10
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       69.5        8.5       23.1        0.0        0.7       38.5        9.7        9.1        6.2        2.0        0.0        1.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        80 
        10         18         16         12          0          .         29          4         12          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 1,646,057
Positions
    35,284    167,744      8,536    888,152    413,558    202,420    166,458    564,534     10,129    121,049    138,571        227    213,802    140,338
 
Changes from:       June 18, 2024                                    Total Change is:   -10,350
     3,341    -10,518      4,168     -6,029    -16,028     -5,475    -11,488     15,351      2,946     -2,858      3,483         -1      5,046     -4,276
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       10.2        0.5       54.0       25.1       12.3       10.1       34.3        0.6        7.4        8.4        0.0       13.0        8.5
 
Number of Traders in Each Category                                    Total Traders:       219 
        10         21          6         77         30         56         20         40         21         10         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 1,687,661
Positions
     6,769     72,832      1,485  1,085,504    323,846    289,323     60,158    760,009     13,980     48,709     64,963          0    181,733    161,223
 
Changes from:       June 18, 2024                                    Total Change is:    -1,256
        29     -8,203         40     -7,352     -2,625        493         -9     12,032       -409     -2,414      4,345          0      8,366     -6,929
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        4.3        0.1       64.3       19.2       17.1        3.6       45.0        0.8        2.9        3.8        0.0       10.8        9.6
 
Number of Traders in Each Category                                    Total Traders:       179 
         .         10          4         77         28         56         12         38         18          6          7          0
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Traders in Financial Futures - Futures Only Positions as of June 25, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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UST 2Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                                  
CFTC Code #042601                                                    Open Interest is 4,152,850
Positions
   147,185    442,222     18,510  2,329,917    461,579    381,038    365,932  2,512,545     77,543    547,620    126,195     13,014    272,091    120,204
 
Changes from:       June 18, 2024                                    Total Change is:    47,083
   -14,870     16,413       -850     71,837        914    -32,019     28,964     76,999     -7,039        216       -492      1,068       -224     -7,911
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       10.6        0.4       56.1       11.1        9.2        8.8       60.5        1.9       13.2        3.0        0.3        6.6        2.9
 
Number of Traders in Each Category                                    Total Traders:       494 
        37         29         11        177         36         95         78         68         35         56         13          4
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Traders in Financial Futures - Futures Only Positions as of June 25, 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 4,329,856
Positions
   182,216    498,293     27,163  2,284,583  1,052,492    621,540    248,168  1,454,988     83,718    465,117    214,993        508    416,843    376,161
 
Changes from:       June 18, 2024                                    Total Change is:   -14,832
     7,315     36,237      5,575    -22,245    -61,343     18,932     13,170     17,598    -30,928       -983      8,255         -8     -5,660     -9,150
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       11.5        0.6       52.8       24.3       14.4        5.7       33.6        1.9       10.7        5.0        0.0        9.6        8.7
 
Number of Traders in Each Category                                    Total Traders:       396 
        21         34          9        118         55         97         47         70         43         26         24          4
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Traders in Financial Futures - Futures Only Positions as of June 25, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA UST 10Y - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                
CFTC Code #043607                                                    Open Interest is 2,053,436
Positions
    60,038    165,995      4,238  1,008,099    692,293    403,866    169,079    384,632     30,522    157,949     89,711     19,642    200,003    262,537
 
Changes from:       June 18, 2024                                    Total Change is:     4,366
       382     16,438     -1,351      7,656     -2,186        700      1,741     -5,733      6,167        180     -3,645        735    -11,844     -6,759
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        8.1        0.2       49.1       33.7       19.7        8.2       18.7        1.5        7.7        4.4        1.0        9.7       12.8
 
Number of Traders in Each Category                                    Total Traders:       199 
         4         20          4         57         57         68         18         22         17         10         11          .
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Traders in Financial Futures - Futures Only Positions as of June 25, 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     4,117
Positions
         0          0          0          0          0          0      1,667      1,353      1,245        294        481          0        911      1,038
 
Changes from:       June 18, 2024                                    Total Change is:      -579
         0          0          0          0          0          0       -603       -425        -53        100       -226          0        -23        125
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        0.0        0.0       40.5       32.9       30.2        7.1       11.7        0.0       22.1       25.2
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          0          0          0          0          0          .          .          .          8         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 6,200,123
Positions
   150,618    750,093     18,111  3,582,710  1,014,256    740,859    459,215  3,149,442    103,997    684,760    136,734        970    458,883    285,661
 
Changes from:       June 18, 2024                                    Total Change is:    -1,893
    -5,799    -84,344     -5,454    -16,754    -13,603     11,338      1,279     93,856     10,268    -17,891    -28,749        109     21,011     14,686
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       12.1        0.3       57.8       16.4       11.9        7.4       50.8        1.7       11.0        2.2        0.0        7.4        4.6
 
Number of Traders in Each Category                                    Total Traders:       406 
        16         29          8        151         29         99         58         74         37         34         15          5
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Traders in Financial Futures - Futures Only Positions as of June 25, 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 1,681,287
Positions
   415,384    302,395    497,596    101,081     21,351     26,397    168,427    361,423    396,529     10,430     15,359     22,390     43,053     37,847
 
Changes from:       June 18, 2024                                    Total Change is:    26,333
    -1,256      2,901     20,023      1,870      3,790      1,067      2,768     14,491     -2,811      1,909     -8,509     -1,465      4,228     -3,154
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       18.0       29.6        6.0        1.3        1.6       10.0       21.5       23.6        0.6        0.9        1.3        2.6        2.3
 
Number of Traders in Each Category                                    Total Traders:       167 
        34         29         53          6          4          4         29         49         56          6         10          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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    41,456
Positions
    21,832     17,588      9,050        101         85         46          0      5,368      9,133      1,229        113         29         36         44
 
Changes from:       June 18, 2024                                    Total Change is:   -15,865
    -3,450     -3,446     -8,853       -740         85       -103       -738     -1,385     -1,919          0         74        -74         12       -244
 
Percent of Open Interest Represented by Each Category of Trader
      52.7       42.4       21.8        0.2        0.2        0.1        0.0       12.9       22.0        3.0        0.3        0.1        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        43 
        13         11         12          .          .          .          0         15         13          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 is 9,434,971
Positions
 2,053,301  2,139,737  1,581,998    779,641    717,669    805,605  1,393,334  1,215,237  2,541,252    104,737    255,545    152,766     22,337     25,162
 
Changes from:       June 18, 2024                                    Total Change is:  -894,416
  -116,322   -128,297   -338,063    -36,451    -34,415    -73,221    -20,322     52,183   -280,016     10,905    -52,140    -20,701    -20,225    -19,746
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       22.7       16.8        8.3        7.6        8.5       14.8       12.9       26.9        1.1        2.7        1.6        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:       865 
        85        100        142         51         79         66        133        165        181        104        100         80
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Traders in Financial Futures - Futures Only Positions as of June 25, 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 1,011,934
Positions
   387,590    217,644    225,836      2,600     20,951     15,874    149,485    278,041    209,561      2,308     22,650     18,372        308      3,005
 
Changes from:       June 18, 2024                                    Total Change is:    83,445
    61,303     40,887      6,191       -203       -660      1,702     -4,521     13,200     14,273       -495        -36      5,113         82      2,775
 
Percent of Open Interest Represented by Each Category of Trader
      38.3       21.5       22.3        0.3        2.1        1.6       14.8       27.5       20.7        0.2        2.2        1.8        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:       196 
        45         36         53          .          9          4         32         49         45         10          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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    99,866
Positions
     4,202      1,636     28,468        288          0          0      4,075     50,092     18,590     44,226      1,056          0         17         24
 
Changes from:       June 18, 2024                                    Total Change is:     1,753
        21         21        -42          0          0          0         99      1,692          0      1,675         82          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        1.6       28.5        0.3        0.0        0.0        4.1       50.2       18.6       44.3        1.1        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          .          .          0          0          .          5          .         13          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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    68,161
Positions
     7,019      8,882      1,253         65         25          0        275     40,470      7,474     52,041      9,989          0         34         68
 
Changes from:       June 18, 2024                                    Total Change is:      -512
       250          0          0          0         25          0          0        843     -1,501        725        121          0         14          0
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       13.0        1.8        0.1        0.0        0.0        0.4       59.4       11.0       76.4       14.7        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        33 
         4          .          .          .          .          0          .         10          .          6          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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    30,171
Positions
     1,187      3,790        842     17,398        493        252      1,655     18,592      3,430      2,783        531      1,125      1,499      1,116
 
Changes from:       June 18, 2024                                    Total Change is:      -456
       -27         -9        293       -513       -161         86       -822       -956        826        246       -105       -505        -40         75
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       12.6        2.8       57.7        1.6        0.8        5.5       61.6       11.4        9.2        1.8        3.7        5.0        3.7
 
Number of Traders in Each Category                                    Total Traders:       119 
         6          7          5         14          .          4         18         49         23         11          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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    24,927
Positions
     2,315      2,922          1      2,803         10         52      9,282     16,676      1,205      4,022      2,253        170      5,077      1,638
 
Changes from:       June 18, 2024                                    Total Change is:    -3,717
    -2,806      2,282       -339       -188         10        -13     -1,617     -6,424        771       -144        -19        110        509        -95
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       11.7        0.0       11.2        0.0        0.2       37.2       66.9        4.8       16.1        9.0        0.7       20.4        6.6
 
Number of Traders in Each Category                                    Total Traders:       150 
         5          .          .          8          .          .         23         15          9         69         26          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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    37,566
Positions
         0        113          0          0          0          0      2,868     25,338          0     30,409     11,444          0      4,289        671
 
Changes from:       June 18, 2024                                    Total Change is:       805
         0     -2,735          0          0          0          0      2,143         82        -12     -1,440      3,520          0        114        -50
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.3        0.0        0.0        0.0        0.0        7.6       67.4        0.0       80.9       30.5        0.0       11.4        1.8
 
Number of Traders in Each Category                                    Total Traders:       285 
         0          .          0          0          0          0          5          4          0        229         46          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     7,450
Positions
       290        946        130      2,230        139         58      2,843      3,968        391        532      1,347        106        870        365
 
Changes from:       June 18, 2024                                    Total Change is:       123
        11       -256        -25         62        -87        -29        141        255        264         16        237       -288        -29         52
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       12.7        1.7       29.9        1.9        0.8       38.2       53.3        5.2        7.1       18.1        1.4       11.7        4.9
 
Number of Traders in Each Category                                    Total Traders:        72 
         4          4          .         10          .          .         28         17          8          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER  - CHICAGO MERCANTILE EXCHANGE   (0.1 Index Points)                                                                                            
CFTC Code #146022                                                    Open Interest is    49,936
Positions
     5,240     10,701          0      2,055      1,399        499     24,456     31,643        531     15,543      4,917          0      1,612        246
 
Changes from:       June 18, 2024                                    Total Change is:     2,922
      -397        198       -761        514        -60       -314      1,910      5,412        178      1,912     -1,694          0       -120        -37
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       21.4        0.0        4.1        2.8        1.0       49.0       63.4        1.1       31.1        9.8        0.0        3.2        0.5
 
Number of Traders in Each Category                                    Total Traders:       157 
         .          .          0          5          .          .         14          9          .        103         19          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 ETHER - LMX LABS LLC   0.1 Ether or 1/10 X$2,000 = $200                                                                                               
CFTC Code #146LM1                                                    Open Interest is    23,756
Positions
         0        829          0          0          0          0      3,341     16,997        217     17,899      5,343          0      2,299        370
 
Changes from:       June 18, 2024                                    Total Change is:    -1,554
         0     -2,872          0          0          0          0      2,439       -453          2     -3,777      1,709          0       -218         60
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        3.5        0.0        0.0        0.0        0.0       14.1       71.5        0.9       75.3       22.5        0.0        9.7        1.6
 
Number of Traders in Each Category                                    Total Traders:       148 
         0          .          0          0          0          0          6          .          .        113         25          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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USD INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                                 
CFTC Code #098662                                                    Open Interest is    43,147
Positions
        87     22,398          0     14,511        830        534     18,877     14,981        540      4,750      1,859          0      3,848      2,005
 
Changes from:       June 18, 2024                                    Total Change is:     2,910
       -40         20          0      1,083        366          5      1,480      1,982        101         99        170          0        182        266
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       51.9        0.0       33.6        1.9        1.2       43.8       34.7        1.3       11.0        4.3        0.0        8.9        4.6
 
Number of Traders in Each Category                                    Total Traders:       102 
         .          .          0         19          .          .         41          9          .         17         11          0
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Traders in Financial Futures - Futures Only Positions as of June 25, 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   414,291
Positions
    73,544     22,288     23,344     49,845     97,991     70,640     79,576     85,680     66,391      8,391      2,843     15,560     27,000     29,554
 
Changes from:       June 18, 2024                                    Total Change is:   -43,931
     9,927     -5,842     -9,022    -10,693      1,378        850    -13,145    -14,052    -13,180     -1,673       -445     -1,992     -5,003     -1,626
 
Percent of Open Interest Represented by Each Category of Trader
      17.8        5.4        5.6       12.0       23.7       17.1       19.2       20.7       16.0        2.0        0.7        3.8        6.5        7.1
 
Number of Traders in Each Category                                    Total Traders:       212 
        21         10         22         15         29         25         50         45         64         10         14         25
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Traders in Financial Futures - Futures Only Positions as of June 25, 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   113,534
Positions
    90,251     89,943          0     15,173      4,895        702      6,520     17,458          0        511        432          2        375        102
 
Changes from:       June 18, 2024                                    Total Change is:     3,346
    11,367     14,049     -4,339         -2        687       -424        326     -2,619     -3,451        -73       -560          2        -60          1
 
Percent of Open Interest Represented by Each Category of Trader
      79.5       79.2        0.0       13.4        4.3        0.6        5.7       15.4        0.0        0.5        0.4        0.0        0.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        46 
         5          .          0         13          4          .          4          7          0          8          .          .
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Updated June 28, 2024