Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   351,856
Positions
   246,823      2,773      2,214     26,401    176,853      4,444     13,532    116,322      6,347     20,541      3,826         84     31,470     38,993
 
Changes from:       July 23, 2024                                    Total Change is:    36,172
    36,476         74       -186     -1,855     14,670     -1,474       -677     19,144        811      1,675      1,269          0      1,402      1,864
 
Percent of Open Interest Represented by Each Category of Trader
      70.1        0.8        0.6        7.5       50.3        1.3        3.8       33.1        1.8        5.8        1.1        0.0        8.9       11.1
 
Number of Traders in Each Category                                    Total Traders:       145 
        11          5          .         10         39         10         15         47         14         13          5          .
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Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    85,475
Positions
    48,730        930        369     18,031     39,353          5      6,426     21,872        512          0        403          0     11,402     22,031
 
Changes from:       July 23, 2024                                    Total Change is:    -7,158
    -7,449       -768       -104     -2,443     -3,255          0      1,495     -1,947        -86          0       -725          0      1,429       -273
 
Percent of Open Interest Represented by Each Category of Trader
      57.0        1.1        0.4       21.1       46.0        0.0        7.5       25.6        0.6        0.0        0.5        0.0       13.3       25.8
 
Number of Traders in Each Category                                    Total Traders:        56 
        10          .          .          .         18          .         10         13          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                                    
CFTC Code #096742                                                    Open Interest is   268,554
Positions
    22,705     90,668      2,841     80,797     93,231      3,797    108,579     36,908     11,523        685      3,647        306     37,321     25,633
 
Changes from:       July 23, 2024                                    Total Change is:   -20,687
     3,414    -24,337       -508    -12,942      3,047     -2,068     -9,654      1,843      1,881       -755       -888        133       -188        210
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       33.8        1.1       30.1       34.7        1.4       40.4       13.7        4.3        0.3        1.4        0.1       13.9        9.5
 
Number of Traders in Each Category                                    Total Traders:       128 
         9          8          4         16         30          7         34         24         11          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   303,151
Positions
   148,852     47,711      1,412     47,173     78,107     10,534     27,725     98,058      2,128     29,351     25,105          1     35,975     40,095
 
Changes from:       July 23, 2024                                    Total Change is:    -4,032
     6,055     20,066       -275      1,358    -20,650        548     -9,539      2,198       -478      3,798     -2,402          0     -5,499     -3,039
 
Percent of Open Interest Represented by Each Category of Trader
      49.1       15.7        0.5       15.6       25.8        3.5        9.1       32.3        0.7        9.7        8.3        0.0       11.9       13.2
 
Number of Traders in Each Category                                    Total Traders:       149 
         9          7          4         19         28         12         22         46         14         12          6          .
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Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   667,299
Positions
    12,022    292,272      9,004    425,151    160,147     31,976     73,234     91,398     13,835     24,492     14,096      4,783     72,802     49,788
 
Changes from:       July 23, 2024                                    Total Change is:    -4,723
     2,494    -28,519        455       -679      8,355        -86     -9,942     12,562      1,941        673       -805        359         62      1,015
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       43.8        1.3       63.7       24.0        4.8       11.0       13.7        2.1        3.7        2.1        0.7       10.9        7.5
 
Number of Traders in Each Category                                    Total Traders:       287 
        11         15          5        103         38         43         38         49         25         17         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    27,520
Positions
       618      3,318          0     14,478     11,840      1,317          0      3,912          0          0          0          0     11,107      7,133
 
Changes from:       July 23, 2024                                    Total Change is:       242
         0         -6          0        406          0          0          0        204        -85          0          0          0        -79        129
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       12.1        0.0       52.6       43.0        4.8        0.0       14.2        0.0        0.0        0.0        0.0       40.4       25.9
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          0         14          .          6          0          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   205,852
Positions
    69,527     18,241        538     60,404    113,532      1,095     28,758     38,377      4,487     13,774        853          0     27,269     28,729
 
Changes from:       July 23, 2024                                    Total Change is:   -20,406
     3,636    -37,398        373    -10,719      9,127     -1,176     -7,522         34        992        685          0          0     -6,675      7,642
 
Percent of Open Interest Represented by Each Category of Trader
      33.8        8.9        0.3       29.3       55.2        0.5       14.0       18.6        2.2        6.7        0.4        0.0       13.2       14.0
 
Number of Traders in Each Category                                    Total Traders:       104 
        10          7          .         19         15          9         25         20         12          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   196,287
Positions
     5,685     81,562        289    115,607     15,641      1,112     64,100     49,436      2,123      2,673     40,828          0      4,698      5,296
 
Changes from:       July 23, 2024                                    Total Change is:    -2,404
     2,919     -6,802        111     -1,365      3,297        364     -5,387     -3,348      1,066        274        937          0       -386      1,971
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       41.6        0.1       58.9        8.0        0.6       32.7       25.2        1.1        1.4       20.8        0.0        2.4        2.7
 
Number of Traders in Each Category                                    Total Traders:       150 
         4          7          .         22         13          6         47         33          9         11         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   123,212
Positions
    63,473     12,468     27,045     10,084     61,469          1     13,942     15,693          4      6,411      3,654          0      2,252      2,878
 
Changes from:       July 23, 2024                                    Total Change is:    29,495
     3,206      1,148     26,506        242      2,970          0      2,103       -795       -968     -1,594        349          0          0        285
 
Percent of Open Interest Represented by Each Category of Trader
      51.5       10.1       21.9        8.2       49.9        0.0       11.3       12.7        0.0        5.2        3.0        0.0        1.8        2.3
 
Number of Traders in Each Category                                    Total Traders:        97 
         7          4          .          5         13          .         16         29          .         12         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                                       
CFTC Code #112741                                                    Open Interest is    76,323
Positions
    33,291     14,369        169      6,230     33,795        656     30,805     16,709        266      1,341      4,238         18      3,547      6,103
 
Changes from:       July 23, 2024                                    Total Change is:    12,734
    16,044     -3,780         11     -4,104      9,088        267      2,131      6,161       -479       -742        532        -74       -320      1,008
 
Percent of Open Interest Represented by Each Category of Trader
      43.6       18.8        0.2        8.2       44.3        0.9       40.4       21.9        0.3        1.8        5.6        0.0        4.6        8.0
 
Number of Traders in Each Category                                    Total Traders:       109 
         9          5          .          9         22          4         22         27          5          7          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    44,882
Positions
     2,398     15,124        115     34,835      2,013        144      3,950     26,343        115      1,307        121          0      2,018        907
 
Changes from:       July 23, 2024                                    Total Change is:    -4,229
       216        464         -2     -4,598        288         67         36     -4,746          0        -10       -128          0         62       -172
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       33.7        0.3       77.6        4.5        0.3        8.8       58.7        0.3        2.9        0.3        0.0        4.5        2.0
 
Number of Traders in Each Category                                    Total Traders:        53 
         .          7          .         10          .          .         12         16          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    92,185
Positions
    32,541     38,660        896     19,801     13,280      2,021     21,238     21,794      1,056          0      3,181        265     14,367     11,032
 
Changes from:       July 23, 2024                                    Total Change is:     1,138
       899     -1,453        -36     -1,744       -422        574      1,299      1,785       -274          0        605        217        203        142
 
Percent of Open Interest Represented by Each Category of Trader
      35.3       41.9        1.0       21.5       14.4        2.2       23.0       23.6        1.1        0.0        3.5        0.3       15.6       12.0
 
Number of Traders in Each Category                                    Total Traders:        89 
        12          9          .         18          7          6         21         17         12          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    92,185
Positions
    32,541     38,660        896     19,801     13,280      2,021     21,238     21,794      1,056          0      3,181        265     14,367     11,032
 
Changes from:       July 23, 2024                                    Total Change is:     1,138
       899     -1,453        -36     -1,744       -422        574      1,299      1,785       -274          0        605        217        203        142
 
Percent of Open Interest Represented by Each Category of Trader
      35.3       41.9        1.0       21.5       14.4        2.2       23.0       23.6        1.1        0.0        3.5        0.3       15.6       12.0
 
Number of Traders in Each Category                                    Total Traders:        89 
        12          9          .         18          7          6         21         17         12          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    46,427
Positions
    10,881     34,014          0     27,368      6,726      1,841      2,843      3,187          0          0          0          0      3,494        659
 
Changes from:       July 23, 2024                                    Total Change is:      -566
       438        171          0     -1,522       -162         38        695       -639          0          0          0          0       -215         26
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       73.3        0.0       58.9       14.5        4.0        6.1        6.9        0.0        0.0        0.0        0.0        7.5        1.4
 
Number of Traders in Each Category                                    Total Traders:        36 
         6          5          0         19          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $50.00)                                                                              
CFTC Code #13874+                                                    Open Interest is 2,058,295
Positions
   132,078    909,637     29,251  1,148,334    199,145    128,366    201,842    449,053     43,049    101,006    139,145      4,539    269,832    156,112
 
Changes from:       July 23, 2024                                    Total Change is:       -22
     1,531     -5,517       -642    -19,799     28,673    -10,464      5,613    -23,312     14,736      8,322        306        500        182     -4,302
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       44.2        1.4       55.8        9.7        6.2        9.8       21.8        2.1        4.9        6.8        0.2       13.1        7.6
 
Number of Traders in Each Category                                    Total Traders:       474 
        20         43         18        177         47         96         59         80         60         28         19          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    16,367
Positions
     6,785      9,973          0      5,080      3,963        532      1,300        589          0          0          0          0      2,670      1,310
 
Changes from:       July 23, 2024                                    Total Change is:       163
      -151      4,214          0         35     -4,140        153       -144        233          0          0          0          0        270       -297
 
Percent of Open Interest Represented by Each Category of Trader
      41.5       60.9        0.0       31.0       24.2        3.3        7.9        3.6        0.0        0.0        0.0        0.0       16.3        8.0
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          5          0          6          6          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    21,492
Positions
     7,301     13,348          0     10,042      5,729          0          0      1,112          0          0          0          0      4,149      1,303
 
Changes from:       July 23, 2024                                    Total Change is:      -644
       -66       -820          0       -426          5          0          0        275          0          0          0          0       -152       -104
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       62.1        0.0       46.7       26.7        0.0        0.0        5.2        0.0        0.0        0.0        0.0       19.3        6.1
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          5          0         12          .          0          0          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                                       
CFTC Code #13874A                                                    Open Interest is 2,046,205
Positions
   132,078    909,312     29,088  1,146,058    199,239    128,125    203,139    447,356     39,542    102,726    139,540      1,997    263,452    152,006
 
Changes from:       July 23, 2024                                    Total Change is:      -978
       475     -6,034        443    -19,500     28,823    -10,568      7,881    -22,757     11,724      8,628        280         31        -92     -2,920
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       44.4        1.4       56.0        9.7        6.3        9.9       21.9        1.9        5.0        6.8        0.1       12.9        7.4
 
Number of Traders in Each Category                                    Total Traders:       459 
        20         42         18        174         47         95         56         75         54         26         18          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    56,627
Positions
    29,891     52,277          0     22,125        979        203      1,113      2,180          0          0          0          0      3,295        988
 
Changes from:       July 23, 2024                                    Total Change is:     2,592
         3      2,485          0      2,328          0          0        153        159          0          0          0          0        108        -52
 
Percent of Open Interest Represented by Each Category of Trader
      52.8       92.3        0.0       39.1        1.7        0.4        2.0        3.8        0.0        0.0        0.0        0.0        5.8        1.7
 
Number of Traders in Each Category                                    Total Traders:        30 
         5          8          0          8          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    13,066
Positions
     2,722     10,066          0      7,985        889          0          0      1,307          0          0          0          0      2,359        804
 
Changes from:       July 23, 2024                                    Total Change is:       -99
        29        -11          0          6          0          0          0       -324          0          0          0          0       -134        236
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       77.0        0.0       61.1        6.8        0.0        0.0       10.0        0.0        0.0        0.0        0.0       18.1        6.2
 
Number of Traders in Each Category                                    Total Traders:        24 
         5          8          0          8          .          0          0          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    28,924
Positions
     6,215     23,057          0     15,541      1,444        231      3,782      2,843          1          0          0          0      3,154      1,348
 
Changes from:       July 23, 2024                                    Total Change is:     4,090
       -46      3,952          0      3,807        249         22          0       -263          0          0          0          0        307        130
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       79.7        0.0       53.7        5.0        0.8       13.1        9.8        0.0        0.0        0.0        0.0       10.9        4.7
 
Number of Traders in Each Category                                    Total Traders:        36 
         4          7          0         12          .          .          5          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   120,903
Positions
     1,629      4,874          0     23,914        221      1,250     19,263     49,200      2,839      8,115     21,366         98     63,795     41,055
 
Changes from:       July 23, 2024                                    Total Change is:     9,559
      -296     -5,682          0     -1,834       -342       -117      5,362     22,494      2,076      1,690      5,013        -63      2,741    -13,820
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        4.0        0.0       19.8        0.2        1.0       15.9       40.7        2.3        6.7       17.7        0.1       52.8       34.0
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          0         11          .          5          7          9          7          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   552,502
Positions
   181,077    142,324    181,024      1,634     38,000          0     36,279     58,358    125,407     25,277          0        250      1,554      7,139
 
Changes from:       July 23, 2024                                    Total Change is:     4,237
    -1,532        811      7,441          0          0          0      2,520        175     -4,189          0          0          0         -3         -1
 
Percent of Open Interest Represented by Each Category of Trader
      32.8       25.8       32.8        0.3        6.9        0.0        6.6       10.6       22.7        4.6        0.0        0.0        0.3        1.3
 
Number of Traders in Each Category                                    Total Traders:        48 
        12         11         18          .          .          0          9          6         17          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    37,365
Positions
     4,809      6,394        134     18,467     24,099      1,696      2,165      1,101         19        263          0        117      9,695      3,805
 
Changes from:       July 23, 2024                                    Total Change is:       569
      -134       -759          4        295        553          0        462        186          0        233          0       -387         96        972
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       17.1        0.4       49.4       64.5        4.5        5.8        2.9        0.1        0.7        0.0        0.3       25.9       10.2
 
Number of Traders in Each Category                                    Total Traders:        67 
         5          4          .         33         14         10          7          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   266,789
Positions
    18,720     97,648      7,877    102,725     30,397      7,107     39,401     72,051      6,994     25,803     11,330        127     58,035     33,258
 
Changes from:       July 23, 2024                                    Total Change is:    14,602
      -546      9,585        962     -1,311      2,222      1,262       -921     -1,410      2,891      6,396        -39     -1,417      7,286        546
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       36.6        3.0       38.5       11.4        2.7       14.8       27.0        2.6        9.7        4.2        0.0       21.8       12.5
 
Number of Traders in Each Category                                    Total Traders:       311 
        19         31         13         74         25         24         62         49         33         28         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   256,592
Positions
    18,515     98,543      6,809    102,423     30,397      7,100     38,411     69,285      6,025     25,122     10,072         41     52,146     28,320
 
Changes from:       July 23, 2024                                    Total Change is:    12,679
      -619     10,056        505     -1,286      2,222      1,262       -694     -2,193      2,659      6,353       -298     -1,492      5,991        -42
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       38.4        2.7       39.9       11.8        2.8       15.0       27.0        2.3        9.8        3.9        0.0       20.3       11.0
 
Number of Traders in Each Category                                    Total Traders:       271 
        16         29         10         72         25         24         51         45         26         17         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   101,969
Positions
    12,720      1,715          9      3,021          0         72     15,400     33,167      4,189      7,591     13,362         75     58,892     49,380
 
Changes from:       July 23, 2024                                    Total Change is:    19,233
     5,305       -132          0       -247          0         -4        229     10,320       -179      1,213      3,380        -35     12,951      5,883
 
Percent of Open Interest Represented by Each Category of Trader
      12.5        1.7        0.0        3.0        0.0        0.1       15.1       32.5        4.1        7.4       13.1        0.1       57.8       48.4
 
Number of Traders in Each Category                                    Total Traders:        60 
         6          .          .          5          0          .         15         11          6         12          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   472,586
Positions
    66,925    115,193      4,546    228,338    132,983     32,979     68,004    127,310      9,093     25,250     29,169        246     37,205     21,067
 
Changes from:       July 23, 2024                                    Total Change is:   -10,059
   -17,979     13,116     -1,031      2,272     -6,330      1,346      5,760      1,348     -3,825      1,962    -12,646        200      1,236     -2,237
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       24.4        1.0       48.3       28.1        7.0       14.4       26.9        1.9        5.3        6.2        0.1        7.9        4.5
 
Number of Traders in Each Category                                    Total Traders:       368 
        32         18          5        108         53         40         56         70         29         13         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is    30,748
Positions
    16,127     11,606          0     10,827     18,235         94      1,939        215          0          0          0          0      1,761        598
 
Changes from:       July 23, 2024                                    Total Change is:        -5
      -234        260          0         54        -92        -84        416         -4          0          0          0          0       -157        -85
 
Percent of Open Interest Represented by Each Category of Trader
      52.4       37.7        0.0       35.2       59.3        0.3        6.3        0.7        0.0        0.0        0.0        0.0        5.7        1.9
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          6          0          9          7          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $0.5)                                                                  
CFTC Code #239747                                                    Open Interest is    25,583
Positions
       303      1,512          0        869          0          0      8,565      5,554        414      1,393        230          0     14,039     17,873
 
Changes from:       July 23, 2024                                    Total Change is:     3,588
       303        284          0       -310          0          0      1,624      1,535        176        472       -356          0      1,323      1,949
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        5.9        0.0        3.4        0.0        0.0       33.5       21.7        1.6        5.4        0.9        0.0       54.9       69.9
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          0          .          0          0          9          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    14,357
Positions
         0      7,589          0      7,796        233         11      3,066      2,259          0          0      2,548          0      3,484      1,717
 
Changes from:       July 23, 2024                                    Total Change is:    -1,714
         0        684          0       -620          6         -4       -162     -1,444          0          0       -390          0       -928       -566
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       52.9        0.0       54.3        1.6        0.1       21.4       15.7        0.0        0.0       17.7        0.0       24.3       12.0
 
Number of Traders in Each Category                                    Total Traders:        27 
         0          6          0          8          .          .          5          5          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    50,646
Positions
    14,484     14,238      1,048     13,160      2,147        241     10,451      5,204         65      4,587        924          0      6,610     26,779
 
Changes from:       July 23, 2024                                    Total Change is:    -2,649
       615      1,810         -9        219        722       -165       -873     -1,370         51       -327        458          0     -2,160     -4,146
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       28.1        2.1       26.0        4.2        0.5       20.6       10.3        0.1        9.1        1.8        0.0       13.1       52.9
 
Number of Traders in Each Category                                    Total Traders:        63 
        16          .          .         13          .          .         17          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   421,847
Positions
    35,948    234,750      2,353    297,997     72,441     41,144     24,177     33,754        742      7,139     30,675        922     11,425      5,066
 
Changes from:       July 23, 2024                                    Total Change is:    -2,698
     1,791     -3,052       -634     -1,548        773       -658       -716        869          1        105        142       -161       -878         22
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       55.6        0.6       70.6       17.2        9.8        5.7        8.0        0.2        1.7        7.3        0.2        2.7        1.2
 
Number of Traders in Each Category                                    Total Traders:       184 
        14         13          4         82         36         36         20         12         14          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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 1,035,947
Positions
    73,342    599,013     20,881    648,904    156,481     87,630    135,083    102,826      6,126     29,845     52,055      1,700     32,436      9,235
 
Changes from:       July 23, 2024                                    Total Change is:   -45,424
    -1,853       -408       -730    -45,387     -8,336         52      1,056    -12,335      1,085      6,510    -16,514       -170     -5,987     -8,068
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       57.8        2.0       62.6       15.1        8.5       13.0        9.9        0.6        2.9        5.0        0.2        3.1        0.9
 
Number of Traders in Each Category                                    Total Traders:       380 
        26         15          6        166         50         80         62         31         22         22          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   255,465
Positions
    28,250    175,567     21,286     58,328          0      1,520    114,925     27,159     23,391      4,603      5,424          0      3,162      1,118
 
Changes from:       July 23, 2024                                    Total Change is:       537
       514      2,361       -542        608          0       -150     -1,027     -2,408      1,294          5          5          0       -165        -23
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       68.7        8.3       22.8        0.0        0.6       45.0       10.6        9.2        1.8        2.1        0.0        1.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        78 
        11         18         17         12          0          .         27          4         11          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE   (S&P 500 QUARTERLY DIVIDEND INDEX X $1000)                                                  
CFTC Code #43874Q                                                    Open Interest is    38,975
Positions
     3,112     18,828        856      5,112          0          0     28,181     17,594      1,697          0          0          0         17          0
 
Changes from:       July 23, 2024                                    Total Change is:       946
        70      1,055       -100       -200          0          0      1,125        -60         51          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       48.3        2.2       13.1        0.0        0.0       72.3       45.1        4.4        0.0        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         7          6          4          .          0          0          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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 1,698,988
Positions
    30,711    192,625      4,686    915,182    397,078    199,626    205,020    671,071     13,112    105,373     86,593      1,669    223,609    132,528
 
Changes from:       July 23, 2024                                    Total Change is:    11,101
    -4,926     17,458       -948      5,419       -289     -3,319     20,493     15,624     -1,548        609     -3,879          2     -4,681    -12,000
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       11.3        0.3       53.9       23.4       11.7       12.1       39.5        0.8        6.2        5.1        0.1       13.2        7.8
 
Number of Traders in Each Category                                    Total Traders:       227 
         8         21          6         76         30         55         25         44         28         12         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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 1,643,960
Positions
     8,991     74,183        211  1,082,472    318,203    273,101     56,199    767,946      2,649     42,087     52,423        347    177,903    154,897
 
Changes from:       July 23, 2024                                    Total Change is:   -15,503
      -841      4,857     -1,295     -1,700    -15,855     -1,795      2,522     13,667     -6,663     -2,465     -3,351          0     -3,266     -5,068
 
Percent of Open Interest Represented by Each Category of Trader
       0.5        4.5        0.0       65.8       19.4       16.6        3.4       46.7        0.2        2.6        3.2        0.0       10.8        9.4
 
Number of Traders in Each Category                                    Total Traders:       184 
         .          9          .         80         29         58         12         39         13          7          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                                  
CFTC Code #042601                                                    Open Interest is 4,402,111
Positions
   199,776    383,366     11,311  2,412,014    519,588    407,590    503,119  2,680,007    107,071    450,004    174,643     11,142    300,084    107,393
 
Changes from:       July 23, 2024                                    Total Change is:   -36,671
    26,001    -42,690     -3,200    -34,561     21,780     25,708     17,588    -38,267    -26,718    -53,468     42,828     -3,260     15,239    -12,852
 
Percent of Open Interest Represented by Each Category of Trader
       4.5        8.7        0.3       54.8       11.8        9.3       11.4       60.9        2.4       10.2        4.0        0.3        6.8        2.4
 
Number of Traders in Each Category                                    Total Traders:       490 
        45         25          8        175         33         97         78         66         37         56         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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 4,754,113
Positions
   236,672    529,184     38,092  2,557,093    934,333    651,998    191,360  1,935,065     99,134    515,706    197,042        831    463,227    368,434
 
Changes from:       July 23, 2024                                    Total Change is:   168,602
    18,140    -19,704     11,464    140,616    -64,188     -5,158    -18,018    194,718     16,714     15,627     25,963        389    -11,172      8,404
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       11.1        0.8       53.8       19.7       13.7        4.0       40.7        2.1       10.8        4.1        0.0        9.7        7.7
 
Number of Traders in Each Category                                    Total Traders:       405 
        23         32         10        131         48         95         57         70         55         30         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                
CFTC Code #043607                                                    Open Interest is 2,099,513
Positions
    47,222    194,015      8,292  1,031,393    672,672    368,274    197,184    389,711     52,984    144,804    128,438     24,101    225,259    261,026
 
Changes from:       July 23, 2024                                    Total Change is:    13,687
    -4,892     16,130     -1,064      8,761    -16,628    -12,493      7,823     21,776      1,912     -4,455     10,338      2,030     16,065     -8,314
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        9.2        0.4       49.1       32.0       17.5        9.4       18.6        2.5        6.9        6.1        1.1       10.7       12.4
 
Number of Traders in Each Category                                    Total Traders:       199 
         .         21          4         52         57         62         19         24         18          9         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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 6,565,620
Positions
   182,738    809,393     15,594  3,768,001    975,836    725,379    538,697  3,466,349    123,251    720,524    206,149      1,174    490,262    242,495
 
Changes from:       July 23, 2024                                    Total Change is:   110,042
    10,207     24,611       -284     51,960   -107,780     10,831     32,786    193,485    -17,946     -7,510     29,047       -425     30,423    -21,497
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       12.3        0.2       57.4       14.9       11.0        8.2       52.8        1.9       11.0        3.1        0.0        7.5        3.7
 
Number of Traders in Each Category                                    Total Traders:       430 
        20         32          9        161         34        101         62         76         43         31         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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 2,085,226
Positions
   599,002    450,065    473,241     69,377     36,674     33,425    384,595    514,536    458,097     12,753     71,530     10,467     44,269     37,191
 
Changes from:       July 23, 2024                                    Total Change is:   211,294
   121,894     49,890     26,658    -50,258     10,755     -5,937     44,253     30,272     75,360      1,246     27,492     -1,856        -66     -1,340
 
Percent of Open Interest Represented by Each Category of Trader
      28.7       21.6       22.7        3.3        1.8        1.6       18.4       24.7       22.0        0.6        3.4        0.5        2.1        1.8
 
Number of Traders in Each Category                                    Total Traders:       191 
        33         37         55          7          6          7         34         48         59          7         18         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    51,919
Positions
    24,599     23,259     10,510        101         70         46        647      3,277     14,679      1,262          0         59         16         19
 
Changes from:       July 23, 2024                                    Total Change is:     2,103
       365      1,080       -325          0          0          0       -113       -619      2,131         33       -141         44        -32        -67
 
Percent of Open Interest Represented by Each Category of Trader
      47.4       44.8       20.2        0.2        0.1        0.1        1.2        6.3       28.3        2.4        0.0        0.1        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        46 
        13         12         14          .          .          .          5         10         16          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                      
CFTC Code #134741                                                    Open Interest is10,126,847
Positions
 2,198,355  2,375,773  1,527,879    871,188    697,336    756,133  1,504,161  1,448,367  2,911,505    206,651    258,267    117,255     33,720     34,332
 
Changes from:       July 23, 2024                                    Total Change is:   190,093
  -117,635    -87,495     78,978     88,566    -11,927     11,160      3,542     66,011    121,988     -2,212      3,899      5,224        482      2,255
 
Percent of Open Interest Represented by Each Category of Trader
      21.7       23.5       15.1        8.6        6.9        7.5       14.9       14.3       28.8        2.0        2.6        1.2        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:       901 
        87        104        149         61         75         63        148        156        184        112        107         94
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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 1,103,136
Positions
   464,225    313,094    216,860      9,677     24,343     19,174    142,550    253,755    232,895      2,301     24,921     15,010        444      3,084
 
Changes from:       July 23, 2024                                    Total Change is:   107,942
    94,903     46,705        683      4,811      7,592      4,108    -29,637      7,647     33,625       -376      6,112       -233         58      1,703
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       28.4       19.7        0.9        2.2        1.7       12.9       23.0       21.1        0.2        2.3        1.4        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:       202 
        49         35         59          5          8          7         31         53         49          7         12          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                            
CFTC Code #342603                                                    Open Interest is    26,623
Positions
       520          0          0         57         40          0     18,477     12,018      7,530         29      7,024          0         10         11
 
Changes from:       July 23, 2024                                    Total Change is:       566
         0          0          0          0          0          0         -2       -108        568          0        106          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
       2.0        0.0        0.0        0.2        0.2        0.0       69.4       45.1       28.3        0.1       26.4        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          0          0          .          .          0          .          8          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   113,632
Positions
     4,252      1,636     28,468        288          0          0      4,360     63,957     18,590     57,652        978          0         22          3
 
Changes from:       July 23, 2024                                    Total Change is:      -771
         0          0          0          0          0          0          0       -771          0       -771          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        1.4       25.1        0.3        0.0        0.0        3.8       56.3       16.4       50.7        0.9        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 July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    72,362
Positions
     7,443      8,567      1,253         65         34          0      2,926     47,340      7,063     53,591      8,031          0         21         74
 
Changes from:       July 23, 2024                                    Total Change is:       654
         0          0          0          0          0          0        531      1,386       -477        600       -257          0          0          2
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       11.8        1.7        0.1        0.0        0.0        4.0       65.4        9.8       74.1       11.1        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        34 
         4          .          .          .          .          0          .          9          .          6         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    28,605
Positions
     1,092      4,247        459     19,767        643        140      2,700     20,293        749      1,670        721        561      1,467        792
 
Changes from:       July 23, 2024                                    Total Change is:    -3,830
      -114        435       -672       -671          7        -41        832       -249     -2,499       -423       -373       -111       -131       -327
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       14.8        1.6       69.1        2.2        0.5        9.4       70.9        2.6        5.8        2.5        2.0        5.1        2.8
 
Number of Traders in Each Category                                    Total Traders:       131 
         8          7          4         14          5          .         29         48         20          8         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    22,938
Positions
     2,418      1,791         67      2,676         34         44      8,357     14,712      1,163      3,726      3,831          9      4,478      1,287
 
Changes from:       July 23, 2024                                    Total Change is:   -10,554
       520     -2,427         64        210         34        -14    -10,595     -9,648         73       -230      1,553        -29       -553       -160
 
Percent of Open Interest Represented by Each Category of Trader
      10.5        7.8        0.3       11.7        0.1        0.2       36.4       64.1        5.1       16.2       16.7        0.0       19.5        5.6
 
Number of Traders in Each Category                                    Total Traders:       145 
         .          5          .          6          .          .         25         11          6         69         25          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Nano Bitcoin  - LMX LABS LLC   1/100 X Bitcoin Contract $300                                                                                               
CFTC Code #133LM1                                                    Open Interest is    30,000
Positions
         0      4,610          0          0          0          0        253     14,400         23     25,992      9,966          0      3,732      1,001
 
Changes from:       July 23, 2024                                    Total Change is:     2,558
         0      2,975        -42          0          0          0     -2,087      3,962        -23      4,413     -3,903          0        297       -411
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       15.4        0.0        0.0        0.0        0.0        0.8       48.0        0.1       86.6       33.2        0.0       12.4        3.3
 
Number of Traders in Each Category                                    Total Traders:       237 
         0          .          0          0          0          0          .          4          .        182         47          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     6,243
Positions
       277      1,128         26      3,059        211         25      1,334      3,311        175        574        973          0        773        394
 
Changes from:       July 23, 2024                                    Total Change is:    -1,418
       -12       -165        -73         84        -60        -83       -499       -138        -90         22       -295       -499       -268        -15
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       18.1        0.4       49.0        3.4        0.4       21.4       53.0        2.8        9.2       15.6        0.0       12.4        6.3
 
Number of Traders in Each Category                                    Total Traders:        67 
         .          4          .          9          4          .         19         22          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    19,764
Positions
     2,249      6,499          0        586      1,586      1,845      3,190      8,690        230     10,431        697          0      1,233        217
 
Changes from:       July 23, 2024                                    Total Change is:   -19,152
      -658    -14,671       -191         98        -18        646    -11,984     -2,158         -2     -6,467     -2,753          0       -594         -5
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       32.9        0.0        3.0        8.0        9.3       16.1       44.0        1.2       52.8        3.5        0.0        6.2        1.1
 
Number of Traders in Each Category                                    Total Traders:       124 
         .          .          0          .          4          .          9         11          .         82         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    17,469
Positions
     1,026          0         10          0          0          0        325     13,456          0     13,569      3,627          0      2,539        376
 
Changes from:       July 23, 2024                                    Total Change is:    -3,061
     1,026       -903         10          0          0          0        -23        365        -18     -3,982     -2,257          0        -74       -258
 
Percent of Open Interest Represented by Each Category of Trader
       5.9        0.0        0.1        0.0        0.0        0.0        1.9       77.0        0.0       77.7       20.8        0.0       14.5        2.2
 
Number of Traders in Each Category                                    Total Traders:       123 
         .          0          .          0          0          0          .          .          0        100         18          0
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Traders in Financial Futures - Futures Only Positions as of July 30, 2024                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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USD INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                                 
CFTC Code #098662                                                    Open Interest is    39,266
Positions
         0     22,398          0      9,332      1,798        604     20,167      8,800        712      4,792      2,542          0      3,659      2,412
 
Changes from:       July 23, 2024                                    Total Change is:       448
      -143          0          0        280        452         31        242       -222       -284       -125        582          0        447       -111
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       57.0        0.0       23.8        4.6        1.5       51.4       22.4        1.8       12.2        6.5        0.0        9.3        6.1
 
Number of Traders in Each Category                                    Total Traders:        98 
         0          .          0         17          4          .         31         19          7         14         12          0
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Traders in Financial Futures - Futures Only Positions as of July 30, 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   429,259
Positions
    86,613     27,168     22,701     54,583     73,886     66,437     59,214    107,732     82,521     15,807      1,732     15,377     26,006     31,705
 
Changes from:       July 23, 2024                                    Total Change is:    -1,478
     4,072      5,211     -2,572      1,493     -9,396     -3,781        369     13,715     -2,632      1,262       -840      1,019       -708     -2,202
 
Percent of Open Interest Represented by Each Category of Trader
      20.2        6.3        5.3       12.7       17.2       15.5       13.8       25.1       19.2        3.7        0.4        3.6        6.1        7.4
 
Number of Traders in Each Category                                    Total Traders:       208 
        17         12         19         22         23         29         36         58         65         14         11         19
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Traders in Financial Futures - Futures Only Positions as of July 30, 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   174,824
Positions
   149,996    152,914          0     16,158     10,915        312      6,651     10,341         22      1,345        187          0        340        133
 
Changes from:       July 23, 2024                                    Total Change is:     4,052
     2,095          0          0        -36      4,308          0        955       -123          5      1,025       -134          0          8         -4
 
Percent of Open Interest Represented by Each Category of Trader
      85.8       87.5        0.0        9.2        6.2        0.2        3.8        5.9        0.0        0.8        0.1        0.0        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        58 
         8          4          0         14          9          .          7          6          .          8          .          0
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Updated July 30, 2024