Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   314,073
Positions
   221,945      3,017      1,545     25,160    160,924      4,537     10,354     99,611      6,140     14,256      5,567         74     30,062     32,658
 
Changes from:       August 13, 2024                                  Total Change is:    -9,094
    -7,717       -418        141     -1,100      2,661          4        808    -13,069        289       -418      1,150          0     -1,101        148
 
Percent of Open Interest Represented by Each Category of Trader
      70.7        1.0        0.5        8.0       51.2        1.4        3.3       31.7        2.0        4.5        1.8        0.0        9.6       10.4
 
Number of Traders in Each Category                                    Total Traders:       117 
         9          .          .          9         39         10         10         35          8          6          6          .
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Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    67,104
Positions
    35,279      1,870         68     11,599     33,459        359      7,248     14,415        222          0          0          0     12,329     16,711
 
Changes from:       August 13, 2024                                  Total Change is:     1,353
     2,650       -419          0       -778      1,311         26       -562        680       -135          0          0          0        152       -110
 
Percent of Open Interest Represented by Each Category of Trader
      52.6        2.8        0.1       17.3       49.9        0.5       10.8       21.5        0.3        0.0        0.0        0.0       18.4       24.9
 
Number of Traders in Each Category                                    Total Traders:        49 
        10          .          .          .         11          .         12         11          6          0          0          0
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Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   231,383
Positions
    15,547     59,970      5,052     68,865     77,300      3,782     83,572     39,807     16,782          0      3,351        173     37,610     25,166
 
Changes from:       August 13, 2024                                  Total Change is:    25,814
    -8,325     22,481      1,666     19,789    -11,081      1,661      6,151      7,899      3,720          0        232          0      1,152       -764
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       25.9        2.2       29.8       33.4        1.6       36.1       17.2        7.3        0.0        1.4        0.1       16.3       10.9
 
Number of Traders in Each Category                                    Total Traders:       127 
         6          9          4         18         28         10         39         22         17          0          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   316,197
Positions
   134,081    153,299      1,381     50,500     49,244      6,407     37,384     47,877      3,567     46,888     23,249          0     35,989     31,173
 
Changes from:       August 13, 2024                                  Total Change is:       859
     1,068      4,658       -297      1,498     -2,765     -1,226     -6,475      1,603        489      3,014          2          0      2,788     -1,605
 
Percent of Open Interest Represented by Each Category of Trader
      42.4       48.5        0.4       16.0       15.6        2.0       11.8       15.1        1.1       14.8        7.4        0.0       11.4        9.9
 
Number of Traders in Each Category                                    Total Traders:       125 
        10          7          5         19         20         14         26         29         17         10          4          0
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Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   692,017
Positions
    11,271    358,161      8,284    436,430    131,472     31,835     75,339     78,023     15,632     25,859     14,450      4,850     82,517     49,310
 
Changes from:       August 13, 2024                                  Total Change is:    24,667
       837     53,496       -705     11,525    -16,318      2,467      4,330    -16,404        959        254      2,335         72      4,928     -1,235
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       51.8        1.2       63.1       19.0        4.6       10.9       11.3        2.3        3.7        2.1        0.7       11.9        7.1
 
Number of Traders in Each Category                                    Total Traders:       288 
        11         17          7        107         32         43         43         45         24         19         14          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    27,382
Positions
         0      5,257          0     14,878      1,404      1,056          0     14,661          0          0          0          0     11,448      5,004
 
Changes from:       August 13, 2024                                  Total Change is:       754
         0        441          0        816     -1,000       -288          0      1,450          0          0          0          0        226        151
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       19.2        0.0       54.3        5.1        3.9        0.0       53.5        0.0        0.0        0.0        0.0       41.8       18.3
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          4          0         15          .          6          0          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   187,360
Positions
    63,960     10,620      1,465     61,418    101,363      3,456     16,862     43,949      1,688     13,173          0          0     25,338     24,819
 
Changes from:       August 13, 2024                                  Total Change is:      -938
    -8,433      2,796        680      3,826     -4,350        -70      3,380      7,699     -1,584        561       -427          0        702     -5,682
 
Percent of Open Interest Represented by Each Category of Trader
      34.1        5.7        0.8       32.8       54.1        1.8        9.0       23.5        0.9        7.0        0.0        0.0       13.5       13.2
 
Number of Traders in Each Category                                    Total Traders:       104 
         9          6          4         23         14          9         16         30         13          6          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   174,530
Positions
    23,155     54,609        675     73,278     17,132      5,082     61,821     46,965      3,913      2,657     40,969          1      3,948      5,184
 
Changes from:       August 13, 2024                                  Total Change is:   -10,399
     2,118    -11,277        460     -9,616     -1,040      1,365     -4,918       -185        392       -304        -68          1        103        -47
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       31.3        0.4       42.0        9.8        2.9       35.4       26.9        2.2        1.5       23.5        0.0        2.3        3.0
 
Number of Traders in Each Category                                    Total Traders:       148 
         6          6          .         19         17          8         42         36         12          8         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    79,462
Positions
    49,681      6,497         59      9,194     40,241          1     10,946     26,160        271      7,010      3,653          0      2,300      2,580
 
Changes from:       August 13, 2024                                  Total Change is:    -3,949
    -6,259      4,827         44      1,809    -10,583          0         12      1,975        270         -8       -569          0        183         87
 
Percent of Open Interest Represented by Each Category of Trader
      62.5        8.2        0.1       11.6       50.6        0.0       13.8       32.9        0.3        8.8        4.6        0.0        2.9        3.2
 
Number of Traders in Each Category                                    Total Traders:        91 
         6          6          .          7         10          .         14         23          .         15         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    66,846
Positions
    33,899     17,188        484      8,145     21,901      1,875     16,718     14,985        587        658      5,115         15      4,465      4,696
 
Changes from:       August 13, 2024                                  Total Change is:       250
    -3,942      1,906        322      2,516     -3,113        727        -82        199        237        247        703          0        225       -731
 
Percent of Open Interest Represented by Each Category of Trader
      50.7       25.7        0.7       12.2       32.8        2.8       25.0       22.4        0.9        1.0        7.7        0.0        6.7        7.0
 
Number of Traders in Each Category                                    Total Traders:        96 
         7          7          .         14         14          6         19         23          9          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    46,245
Positions
     2,118     16,264        166     33,178      1,764         77      6,099     26,220        195      2,111        756          0      2,301        803
 
Changes from:       August 13, 2024                                  Total Change is:     3,572
      -221      1,065         -2      2,292       -754          0      1,033      3,077          3        620        367          0       -153       -184
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       35.2        0.4       71.7        3.8        0.2       13.2       56.7        0.4        4.6        1.6        0.0        5.0        1.7
 
Number of Traders in Each Category                                    Total Traders:        66 
         .          7          .         13          .          .         19         13          .          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    87,145
Positions
    31,881     33,959        935     19,520     16,855      1,251     18,797     14,473        981          0      5,793        152     13,628     12,746
 
Changes from:       August 13, 2024                                  Total Change is:     5,264
      -610      5,129         39      3,848       -704        319      2,241       -334       -691          0       -277          6        112      1,777
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       39.0        1.1       22.4       19.3        1.4       21.6       16.6        1.1        0.0        6.6        0.2       15.6       14.6
 
Number of Traders in Each Category                                    Total Traders:        85 
        11         10          .         19          8          7         19         14          8          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    87,145
Positions
    31,881     33,959        935     19,520     16,855      1,251     18,797     14,473        981          0      5,793        152     13,628     12,746
 
Changes from:       August 13, 2024                                  Total Change is:     5,264
      -610      5,129         39      3,848       -704        319      2,241       -334       -691          0       -277          6        112      1,777
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       39.0        1.1       22.4       19.3        1.4       21.6       16.6        1.1        0.0        6.6        0.2       15.6       14.6
 
Number of Traders in Each Category                                    Total Traders:        85 
        11         10          .         19          8          7         19         14          8          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    64,508
Positions
    17,509     49,015          0     40,104      7,739      1,694      1,786      5,408          0          0          0          0      3,415        652
 
Changes from:       August 13, 2024                                  Total Change is:     1,395
     3,879        250          0     -2,727      1,162          0        125         20          0          0          0          0        118        -37
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       76.0        0.0       62.2       12.0        2.6        2.8        8.4        0.0        0.0        0.0        0.0        5.3        1.0
 
Number of Traders in Each Category                                    Total Traders:        42 
         6          5          0         22          .          .          .          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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 2,066,099
Positions
   150,826    860,126     34,637  1,131,607    161,563    121,472    184,176    539,003     62,109     92,180     91,490     20,329    268,764    175,371
 
Changes from:       August 13, 2024                                  Total Change is:    20,037
    -2,003    -15,309      5,177     -2,932    -21,502      3,827      9,304     85,066      2,389    -21,980    -46,029     15,233     11,023     -8,816
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       41.6        1.7       54.8        7.8        5.9        8.9       26.1        3.0        4.5        4.4        1.0       13.0        8.5
 
Number of Traders in Each Category                                    Total Traders:       480 
        21         41         23        171         50         98         67         89         66         19         21          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    14,690
Positions
     6,490      6,585          0      4,223      5,127        359      1,244      1,394          0          0          0          0      2,374      1,225
 
Changes from:       August 13, 2024                                  Total Change is:       -57
         5     -2,081          0       -361        755        206         36      1,038          0          0          0          0         57         25
 
Percent of Open Interest Represented by Each Category of Trader
      44.2       44.8        0.0       28.7       34.9        2.4        8.5        9.5        0.0        0.0        0.0        0.0       16.2        8.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          4          0          5          7          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    21,346
Positions
     7,351     13,527          0     10,749      5,025          0        261      1,301          0          0          0          0      2,985      1,493
 
Changes from:       August 13, 2024                                  Total Change is:     3,015
     2,064       -952          0      1,156      3,849          0         33        383          0          0          0          0       -238       -265
 
Percent of Open Interest Represented by Each Category of Trader
      34.4       63.4        0.0       50.4       23.5        0.0        1.2        6.1        0.0        0.0        0.0        0.0       14.0        7.0
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          6          0         13          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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 2,050,976
Positions
   150,826    859,317     34,496  1,129,086    161,677    121,238    184,653    535,744     58,125     92,210     89,179     20,178    260,164    171,022
 
Changes from:       August 13, 2024                                  Total Change is:    17,968
    -2,003    -15,734      5,151     -3,029    -21,502      3,826      9,460     84,097      1,923    -24,059    -48,319     17,435      9,264     -8,909
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       41.9        1.7       55.1        7.9        5.9        9.0       26.1        2.8        4.5        4.3        1.0       12.7        8.3
 
Number of Traders in Each Category                                    Total Traders:       468 
        21         39         23        169         50         97         61         88         58         20         19          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    61,013
Positions
    31,919     57,092          0     25,001        243          0      1,206      2,437          0          0          0          0      2,887      1,241
 
Changes from:       August 13, 2024                                  Total Change is:     6,055
     1,411      5,618          0      4,573       -167       -203        267        535          0          0          0          0          7        272
 
Percent of Open Interest Represented by Each Category of Trader
      52.3       93.6        0.0       41.0        0.4        0.0        2.0        4.0        0.0        0.0        0.0        0.0        4.7        2.0
 
Number of Traders in Each Category                                    Total Traders:        30 
         6          7          0         10          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    15,221
Positions
     1,433     10,600          0     11,320          0          0          0      4,111          0          0          0          0      2,468        510
 
Changes from:       August 13, 2024                                  Total Change is:     1,353
        24      1,476          0      1,916       -620          0          0        914          0          0          0          0       -587       -417
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       69.6        0.0       74.4        0.0        0.0        0.0       27.0        0.0        0.0        0.0        0.0       16.2        3.4
 
Number of Traders in Each Category                                    Total Traders:        26 
         .         10          0         11          0          0          0          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    32,147
Positions
     6,616     23,449          0     11,460      3,017        231     10,638      2,765          1        201          0          0      3,000      2,684
 
Changes from:       August 13, 2024                                  Total Change is:     2,575
      -821     -1,964          0      1,031      3,017          0      2,726        275          0        201          0          0       -562      1,247
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       72.9        0.0       35.6        9.4        0.7       33.1        8.6        0.0        0.6        0.0        0.0        9.3        8.3
 
Number of Traders in Each Category                                    Total Traders:        37 
         4          7          0         12          .          .          5          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P REAL ESTATE INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Real Estate Select Sector Index)                                                  
CFTC Code #13874R                                                    Open Interest is     8,181
Positions
       695      4,783          0      5,084      2,282          3        204        494          0        204          0          0      1,991        619
 
Changes from:       August 13, 2024                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       58.5        0.0       62.1       27.9        0.0        2.5        6.0        0.0        2.5        0.0        0.0       24.3        7.6
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          6          0          5          .          .          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   151,227
Positions
     1,409      9,499          0     26,737        384        809     29,879     67,243      5,189        897     24,304        308     85,999     43,491
 
Changes from:       August 13, 2024                                  Total Change is:    20,689
       256      4,507          0      1,230        264       -252      3,900     15,152       -800     -1,230        888          0     17,585        930
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        6.3        0.0       17.7        0.3        0.5       19.8       44.5        3.4        0.6       16.1        0.2       56.9       28.8
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          0         11          .          4         12          6         12          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   571,966
Positions
   170,373    150,543    200,769      1,634     38,000          0     44,382     51,051    127,309     25,277          0        250      1,972      4,044
 
Changes from:       August 13, 2024                                  Total Change is:     9,529
    -1,476      9,609      4,434          0          0          0      7,291     -3,439       -439          0          0          0       -281       -636
 
Percent of Open Interest Represented by Each Category of Trader
      29.8       26.3       35.1        0.3        6.6        0.0        7.8        8.9       22.3        4.4        0.0        0.0        0.3        0.7
 
Number of Traders in Each Category                                    Total Traders:        50 
        11         14         18          .          .          0          8          7         17          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    33,783
Positions
     6,536      2,467        137     15,698     23,480      1,286      1,309      1,291         42        230        390          0      8,545      4,690
 
Changes from:       August 13, 2024                                  Total Change is:       100
        60        -63          3        218       -862       -325       -294          9         -1       -172        390          0        611        949
 
Percent of Open Interest Represented by Each Category of Trader
      19.3        7.3        0.4       46.5       69.5        3.8        3.9        3.8        0.1        0.7        1.2        0.0       25.3       13.9
 
Number of Traders in Each Category                                    Total Traders:        61 
         8          .          .         26         15          8          4          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   253,133
Positions
    28,551     84,382      9,751     95,896     24,908      5,359     27,006     82,930      7,569     35,326      4,798      1,089     42,586     32,347
 
Changes from:       August 13, 2024                                  Total Change is:       153
     8,179    -10,316      1,699        145          2     -1,240       -869     10,566      1,071     -6,284        -86       -814     -1,735       -730
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       33.3        3.9       37.9        9.8        2.1       10.7       32.8        3.0       14.0        1.9        0.4       16.8       12.8
 
Number of Traders in Each Category                                    Total Traders:       288 
        22         26         17         81         22         26         50         49         31         18         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   244,230
Positions
    28,322     85,499      8,351     95,604     24,908      5,352     27,735     83,485      3,820     35,902      4,495        150     38,994     28,170
 
Changes from:       August 13, 2024                                  Total Change is:       169
     8,165    -10,190      1,572        104          2     -1,240       -217     10,207        624     -6,344       -224       -656     -1,839         74
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       35.0        3.4       39.1       10.2        2.2       11.4       34.2        1.6       14.7        1.8        0.1       16.0       11.5
 
Number of Traders in Each Category                                    Total Traders:       252 
        19         24         14         78         22         26         40         46         23         10         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    89,025
Positions
    16,262      2,799         22      2,921          0         73     25,173     26,914      5,026      3,377     12,172        249     35,922     41,770
 
Changes from:       August 13, 2024                                  Total Change is:      -156
     1,400          1         13        411          0          4     -1,664      8,448       -382       -982       -198          0      1,044     -8,042
 
Percent of Open Interest Represented by Each Category of Trader
      18.3        3.1        0.0        3.3        0.0        0.1       28.3       30.2        5.6        3.8       13.7        0.3       40.4       46.9
 
Number of Traders in Each Category                                    Total Traders:        57 
         6          .          .          6          0          .         17         11         11          9          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   422,443
Positions
    81,132     96,033      3,737    184,959    130,447     33,275     52,082    116,759      6,723     29,147     17,151        156     31,232     18,162
 
Changes from:       August 13, 2024                                  Total Change is:    -2,101
     1,227     -4,031         88        629      2,386      2,466    -10,769      3,094     -1,128      3,957     -2,011         -9      1,438     -2,956
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       22.7        0.9       43.8       30.9        7.9       12.3       27.6        1.6        6.9        4.1        0.0        7.4        4.3
 
Number of Traders in Each Category                                    Total Traders:       353 
        36         15          6         94         59         38         42         79         28         10         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is    31,070
Positions
    15,927     12,835          0     12,614     16,855        296        924        216          0          0          0          0      1,309        868
 
Changes from:       August 13, 2024                                  Total Change is:         4
      -373        484          0      1,487       -670         -8       -626          8          0          0       -216          0       -476        406
 
Percent of Open Interest Represented by Each Category of Trader
      51.3       41.3        0.0       40.6       54.2        1.0        3.0        0.7        0.0        0.0        0.0        0.0        4.2        2.8
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          6          0         14          4          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    19,404
Positions
       416      1,680          0      2,017          0          0      4,404      7,712        258        996      1,130          0     11,313      8,624
 
Changes from:       August 13, 2024                                  Total Change is:     2,220
        22        295          0        824          0          0      1,557      1,375        150        -63         15          0       -270        385
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        8.7        0.0       10.4        0.0        0.0       22.7       39.7        1.3        5.1        5.8        0.0       58.3       44.4
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          0          4          0          0          9          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    14,529
Positions
         0      6,335          0      8,245        238          3      2,758      3,811          0          0      1,668          0      3,523      2,474
 
Changes from:       August 13, 2024                                  Total Change is:     1,099
         0       -884          0        525        -10         -3       -100      1,974          0          0        542          0        677       -520
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       43.6        0.0       56.7        1.6        0.0       19.0       26.2        0.0        0.0       11.5        0.0       24.2       17.0
 
Number of Traders in Each Category                                    Total Traders:        27 
         0          6          0         10          .          .          .          5          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    50,100
Positions
    13,658     21,530      1,067     10,562      1,192        566      9,208      7,378        736      6,613        466          0      7,690     17,165
 
Changes from:       August 13, 2024                                  Total Change is:       698
    -1,827         -9         89        857         88         92        519       -880        205      1,931          0        -10     -1,158      1,123
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       43.0        2.1       21.1        2.4        1.1       18.4       14.7        1.5       13.2        0.9        0.0       15.3       34.3
 
Number of Traders in Each Category                                    Total Traders:        54 
        15          .          .         12          .          .         11          7          5          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   416,344
Positions
    36,222    229,825      1,750    297,427     63,772     39,913     20,262     30,383        431      6,626     42,564      1,117     12,596      6,589
 
Changes from:       August 13, 2024                                  Total Change is:    -2,165
       162      6,658       -151     -3,584     -4,380        755        676     -6,951         -5       -740      1,393          8        714        508
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       55.2        0.4       71.4       15.3        9.6        4.9        7.3        0.1        1.6       10.2        0.3        3.0        1.6
 
Number of Traders in Each Category                                    Total Traders:       184 
        13         15          5         78         37         37         18         16          6          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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 1,011,484
Positions
    68,606    582,190     18,530    655,839    156,155     84,436    117,860    102,289      5,198     27,781     48,916      1,584     31,650     12,186
 
Changes from:       August 13, 2024                                  Total Change is:     5,589
      -864     -9,588       -139     -1,818     -8,609       -194      4,358      5,961      1,150        607     14,730        122      2,367      2,156
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       57.6        1.8       64.8       15.4        8.3       11.7       10.1        0.5        2.7        4.8        0.2        3.1        1.2
 
Number of Traders in Each Category                                    Total Traders:       382 
        25         17          7        167         55         71         53         33         24         22         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   263,495
Positions
    27,864    177,814     24,609     60,772          0      1,650    116,690     28,114     24,384      4,752      5,786          0      2,774      1,138
 
Changes from:       August 13, 2024                                  Total Change is:     3,302
       551      3,276        965      1,369          0          0      1,231         35     -1,062        230        332          0         18       -244
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       67.5        9.3       23.1        0.0        0.6       44.3       10.7        9.3        1.8        2.2        0.0        1.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        81 
        11         18         16         13          0          .         28          4         12          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    42,014
Positions
     3,362     20,165        806      5,662          0          0     30,596     19,472      1,571          0          0          0         17          0
 
Changes from:       August 13, 2024                                  Total Change is:       789
        50        700          0          0          0          0        840        190       -101          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       48.0        1.9       13.5        0.0        0.0       72.8       46.3        3.7        0.0        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         7          6          4          .          0          0          4          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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 1,781,757
Positions
    45,503    137,817      7,076    880,342    406,054    207,258    203,141    726,692     72,199    123,245     77,508     12,401    230,592    134,752
 
Changes from:       August 13, 2024                                  Total Change is:    46,626
     4,793    -30,128      1,715      4,891      6,942      5,386     -6,334     19,819     29,708       -203      2,321     10,396     -3,726        467
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        7.7        0.4       49.4       22.8       11.6       11.4       40.8        4.1        6.9        4.4        0.7       12.9        7.6
 
Number of Traders in Each Category                                    Total Traders:       225 
        13         20         13         78         27         53         16         44         28         14         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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 1,688,695
Positions
     7,542     79,493      6,781  1,062,102    331,188    266,901     64,285    728,827     52,805     42,558     60,684      1,548    184,173    160,468
 
Changes from:       August 13, 2024                                  Total Change is:   -10,878
     1,005    -19,196      4,895    -24,706      6,223      6,586     -5,912    -30,672      6,527     -2,462      4,980      1,406      1,783      8,373
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        4.7        0.4       62.9       19.6       15.8        3.8       43.2        3.1        2.5        3.6        0.1       10.9        9.5
 
Number of Traders in Each Category                                    Total Traders:       170 
         .         10          7         76         25         55         11         32         18          7          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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 4,473,479
Positions
   200,605    407,557     18,604  2,549,495    478,424    412,909    400,480  2,743,183    118,733    463,198    177,157      2,115    307,340    114,797
 
Changes from:       August 13, 2024                                  Total Change is:    14,650
    19,934    -29,297      8,727     20,400     23,684    -12,501    -55,172      1,559     30,089      5,747    -15,564       -322     -2,252      8,275
 
Percent of Open Interest Represented by Each Category of Trader
       4.5        9.1        0.4       57.0       10.7        9.2        9.0       61.3        2.7       10.4        4.0        0.0        6.9        2.6
 
Number of Traders in Each Category                                    Total Traders:       467 
        46         24         17        176         29         91         68         63         42         47         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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 5,283,780
Positions
   370,595    533,541     80,238  2,618,897    887,952    677,970    188,809  2,373,719    190,555    605,721    128,795     57,923    493,072    353,087
 
Changes from:       August 13, 2024                                  Total Change is:   255,353
    32,657    -23,174     29,732     36,106    -29,124      1,886    -39,690    136,124     71,196     57,326     -2,219     54,202     11,938     16,730
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       10.1        1.5       49.6       16.8       12.8        3.6       44.9        3.6       11.5        2.4        1.1        9.3        6.7
 
Number of Traders in Each Category                                    Total Traders:       405 
        28         35         16        127         48        100         51         70         51         31         15         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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 2,196,148
Positions
    44,966    248,489      6,279  1,066,719    667,003    387,990    227,671    432,065     38,677    172,265    121,829     26,176    225,405    267,640
 
Changes from:       August 13, 2024                                  Total Change is:    23,501
        -8     -2,139     -1,866    -29,499     18,155     14,370     24,207    -25,401      9,359      2,293     -1,545      1,191      3,454     11,377
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       11.3        0.3       48.6       30.4       17.7       10.4       19.7        1.8        7.8        5.5        1.2       10.3       12.2
 
Number of Traders in Each Category                                    Total Traders:       203 
         4         15          5         57         55         61         19         30         21          9         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE   1000 x Index Points                                                                                         
CFTC Code #04360Y                                                    Open Interest is     4,156
Positions
         0          0          0          0         25          0      1,218        364      1,910        236        692          0        792      1,165
 
Changes from:       August 13, 2024                                  Total Change is:       840
         0          0          0        -37          0          0       -763       -744      1,515         -2         12          0        127         57
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        0.6        0.0       29.3        8.8       46.0        5.7       16.7        0.0       19.1       28.0
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          0          0          0          .          0          .          .          .          5         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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 6,855,335
Positions
   133,580    785,013     36,550  3,965,708  1,064,705    692,533    535,546  3,606,743    230,151    762,626    191,294     10,219    488,422    238,127
 
Changes from:       August 13, 2024                                  Total Change is:    50,234
   -44,837    -30,959     13,338     -4,995     36,552     33,488    -18,652    -61,686     66,308     -5,168    -14,394      7,814      2,938       -227
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       11.5        0.5       57.8       15.5       10.1        7.8       52.6        3.4       11.1        2.8        0.1        7.1        3.5
 
Number of Traders in Each Category                                    Total Traders:       424 
        21         35         15        156         31        100         62         69         53         29         19          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                             
CFTC Code #045601                                                    Open Interest is 1,732,281
Positions
   572,001    343,200    470,042     65,857     28,018     35,032    198,325    420,847    336,043      6,530     41,548     19,501     28,950     38,050
 
Changes from:       August 13, 2024                                  Total Change is:    56,357
    74,897     11,120    -15,557      9,424        459     -4,337    -44,297     29,895     37,002     -1,189     -1,424        359         55     -1,160
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       19.8       27.1        3.8        1.6        2.0       11.4       24.3       19.4        0.4        2.4        1.1        1.7        2.2
 
Number of Traders in Each Category                                    Total Traders:       177 
        31         35         53          4          6          8         40         40         53          6         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    62,590
Positions
    23,784     22,513     11,914        101         70         46      1,708      4,148     23,679      1,229         78        112         17         30
 
Changes from:       August 13, 2024                                  Total Change is:     2,421
        97        142        157          0          0          0        162        175      2,024          0        -66        -20          1          9
 
Percent of Open Interest Represented by Each Category of Trader
      38.0       36.0       19.0        0.2        0.1        0.1        2.7        6.6       37.8        2.0        0.1        0.2        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        48 
        13         13         20          .          .          .          7          8         16          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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 is10,973,469
Positions
 1,937,719  2,424,840  2,003,963    671,820    607,708    965,474  1,487,555  1,068,819  3,493,734    248,454    242,911    125,989     38,761     40,031
 
Changes from:       August 13, 2024                                  Total Change is:   311,335
    47,697      3,566     94,168   -115,251    -21,035     62,945     28,730    -86,610    256,719    -63,262       -833      1,089     -1,500      1,326
 
Percent of Open Interest Represented by Each Category of Trader
      17.7       22.1       18.3        6.1        5.5        8.8       13.6        9.7       31.8        2.3        2.2        1.1        0.4        0.4
 
Number of Traders in Each Category                                    Total Traders:       895 
        75        115        142         63         67         59        168        135        185         96        129         94
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   983,848
Positions
   366,652    347,482    175,186     12,818     20,079     16,972    179,891    174,907    222,844      1,225     17,526      7,915        345        937
 
Changes from:       August 13, 2024                                  Total Change is:    52,388
    15,179     25,674     -1,568      1,514      4,631        212     11,136      2,943     26,267       -328     -5,561        -22         -2       -188
 
Percent of Open Interest Represented by Each Category of Trader
      37.3       35.3       17.8        1.3        2.0        1.7       18.3       17.8       22.7        0.1        1.8        0.8        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:       199 
        39         44         57          5          8          6         35         50         53          9          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    25,507
Positions
       320        300          0         57         35          0     15,981      8,698      8,220        919      8,241          0         10         13
 
Changes from:       August 13, 2024                                  Total Change is:       186
         0          0          0          0          0          0        917     -2,079      2,269     -3,000         -6          0          0          2
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        1.2        0.0        0.2        0.1        0.0       62.7       34.1       32.2        3.6       32.3        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          0          .          .          0          .          7          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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   127,003
Positions
     4,252      7,364     28,468        293          0          0      4,700     71,642     18,590     70,680        914          0         20         25
 
Changes from:       August 13, 2024                                  Total Change is:       685
         0      1,000          0          0          0          0          0       -335          0        685         20          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        5.8       22.4        0.2        0.0        0.0        3.7       56.4       14.6       55.7        0.7        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          .          .          0          0          .          5          .         14          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    85,290
Positions
     7,443      9,867      1,253         65         35          0        275     59,709      7,095     69,140      7,246          0         19         85
 
Changes from:       August 13, 2024                                  Total Change is:       -51
         0          0          0          0          0          0          0        -64          9        -60         -1          0          0          5
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       11.6        1.5        0.1        0.0        0.0        0.3       70.0        8.3       81.1        8.5        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          .          .          .          .          0          .         10          .          8          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    29,630
Positions
       940      4,278        924     18,784        620        202      1,905     19,036      1,445      2,997        918      1,218      1,215        989
 
Changes from:       August 13, 2024                                  Total Change is:     1,756
        72         29        342        176         22         31       -298       -455        334         -3        296      1,035         67        122
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       14.4        3.1       63.4        2.1        0.7        6.4       64.2        4.9       10.1        3.1        4.1        4.1        3.3
 
Number of Traders in Each Category                                    Total Traders:       128 
         8          7          7         12          4          .         14         60         22         10         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    46,944
Positions
     5,991      9,968      1,432        728         78         50     27,473     29,492      2,512      4,059      1,800          8      4,691      1,604
 
Changes from:       August 13, 2024                                  Total Change is:    15,646
    -3,038      4,561        412        121        -44         -4     15,730      8,983      1,633        486         43        -10        316         72
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       21.2        3.1        1.6        0.2        0.1       58.5       62.8        5.4        8.6        3.8        0.0       10.0        3.4
 
Number of Traders in Each Category                                    Total Traders:       140 
         6          4          .          6          .          .         17         17          6         70         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           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    30,251
Positions
         0      1,334          0          0          0          0        309     14,995          8     25,243     12,677          0      4,691      1,237
 
Changes from:       August 13, 2024                                  Total Change is:     1,031
         0     -1,953          0          0          0          0        160      2,510        -30         -5        727          0        906       -223
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        4.4        0.0        0.0        0.0        0.0        1.0       49.6        0.0       83.4       41.9        0.0       15.5        4.1
 
Number of Traders in Each Category                                    Total Traders:       280 
         0          .          0          0          0          0          .          5          .        200         71          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     7,337
Positions
       177        932        107      3,205        102         78      1,038      3,531        957      1,072      1,137          0        703        493
 
Changes from:       August 13, 2024                                  Total Change is:       501
         0        -99        -10        107        -30          6         32       -352        450        -65        442          0        -19         94
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       12.7        1.5       43.7        1.4        1.1       14.1       48.1       13.0       14.6       15.5        0.0        9.6        6.7
 
Number of Traders in Each Category                                    Total Traders:        69 
         .          4          .          8          .          .         14         28          9          6          .          0
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Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MICRO ETHER  - CHICAGO MERCANTILE EXCHANGE   (0.1 Index Points)                                                                                            
CFTC Code #146022                                                    Open Interest is    65,013
Positions
    19,477         84      1,553      3,037      5,460      1,498     25,439     54,705          1     12,730      1,401          1      1,277        310
 
Changes from:       August 13, 2024                                  Total Change is:     5,500
     7,477          0        981       -282        143        445      6,140      3,696          0     -9,159        181         -4        -98         58
 
Percent of Open Interest Represented by Each Category of Trader
      30.0        0.1        2.4        4.7        8.4        2.3       39.1       84.1        0.0       19.6        2.2        0.0        2.0        0.5
 
Number of Traders in Each Category                                    Total Traders:       143 
         4          .          .          4          4          .         13         13          .         92         12          .
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Traders in Financial Futures - Futures Only Positions as of August 20, 2024                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NANO ETHER - LMX LABS LLC   0.1 Ether or 1/10 X$2,000 = $200                                                                                               
CFTC Code #146LM1                                                    Open Interest is    21,766
Positions
         0      1,592          2          0          0          0        662     14,704          3     17,498      5,031          0      3,601        434
 
Changes from:       August 13, 2024                                  Total Change is:       159
         0        429          2          0          0          0          4       -645          3       -137        673          0        287       -303
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        7.3        0.0        0.0        0.0        0.0        3.0       67.6        0.0       80.4       23.1        0.0       16.5        2.0
 
Number of Traders in Each Category                                    Total Traders:       173 
         0          .          .          0          0          0          6          .          .        135         28          0
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Traders in Financial Futures - Futures Only Positions as of August 20, 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    48,713
Positions
       239     22,398          0      5,732      4,733        724     37,049     13,488      1,083      1,525      2,707          0      2,361      3,580
 
Changes from:       August 13, 2024                                  Total Change is:     3,477
        23          0          0       -111      1,113        -45      3,001      1,703        222        220        514          0        167        -30
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       46.0        0.0       11.8        9.7        1.5       76.1       27.7        2.2        3.1        5.6        0.0        4.8        7.3
 
Number of Traders in Each Category                                    Total Traders:       102 
         .          .          0         11          9          4         19         24          6         12         24          0
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Traders in Financial Futures - Futures Only Positions as of August 20, 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   411,580
Positions
    56,486     27,035     31,437     34,139     55,690     69,363     63,984     88,786     90,133     15,395      1,554     17,942     32,701     29,640
 
Changes from:       August 13, 2024                                  Total Change is:    10,611
   -20,384     -9,156     11,036       -911     -2,937      4,387      3,456    -11,485     11,726     -5,962        992      1,347      5,916      4,701
 
Percent of Open Interest Represented by Each Category of Trader
      13.7        6.6        7.6        8.3       13.5       16.9       15.5       21.6       21.9        3.7        0.4        4.4        7.9        7.2
 
Number of Traders in Each Category                                    Total Traders:       198 
        19         12         25         23         24         28         45         40         65         10         10         21
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Traders in Financial Futures - Futures Only Positions as of August 20, 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   177,705
Positions
   151,713    152,914          0     13,971     12,467        976      8,215     11,079         23      2,381        135         13        413         98
 
Changes from:       August 13, 2024                                  Total Change is:     1,721
     1,499          0          0        600      1,592        -36       -705        131         -1        331          2         10         23         23
 
Percent of Open Interest Represented by Each Category of Trader
      85.4       86.0        0.0        7.9        7.0        0.5        4.6        6.2        0.0        1.3        0.1        0.0        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        51 
         8          4          0         12          9          .          5          4          .          8          .          .
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Updated August 23, 2024