USD Malaysian Crude Palm Oil C - CHICAGO MERCANTILE EXCHANGE         Code-037021
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       38,439
COMMITMENTS
   2,060      952    8,389   27,990   29,098   38,439   38,439        0        0

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:     -3,271)
     300   -1,520      149   -3,720   -1,900   -3,271   -3,271        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      2.5     21.8     72.8     75.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        7        3       12       12       19       20                  
 
 
EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE                   Code-047745
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 X CONTRACT GRADE IMM INDEX)                   OPEN INTEREST:       28,248
COMMITMENTS
   5,359    1,592    6,681   16,143   19,887   28,183   28,160       65       88

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:       -113)
     282     -145      346     -779     -332     -151     -131       38       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0      5.6     23.7     57.1     70.4     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      13        8       15       15       17       34       36                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       11,621
COMMITMENTS
      92    2,283      855    9,738    7,955   10,685   11,093      936      528

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:        272)
      20       40       27      199      216      246      283       26      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     19.6      7.4     83.8     68.5     91.9     95.5      8.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        7        5       27       24       33       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       72,677
COMMITMENTS
   5,431   19,127   21,173   41,055   24,576   67,660   64,876    5,018    7,801

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:      2,538)
     306      816      795    1,262      887    2,363    2,498      176       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     26.3     29.1     56.5     33.8     93.1     89.3      6.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
       7       37       23       41       30       64       74                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       15,628
COMMITMENTS
   1,024    2,866    2,529   11,037    9,572   14,590   14,968    1,038      660

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:        137)
     -21      107      -50      261      101      190      158      -53      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6     18.3     16.2     70.6     61.3     93.4     95.8      6.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        8        7       41       27       50       36                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,000
COMMITMENTS
   4,927    3,079    3,069    9,505   10,099   17,500   16,246      500    1,754

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:        -77)
     176     -265     -226      -15      396      -65      -95      -12       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.4     17.1     17.0     52.8     56.1     97.2     90.3      2.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        4        7       24       21       33       29                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      305,634
COMMITMENTS
  53,993   59,402  117,326  113,035  101,636  284,355  278,364   21,279   27,270

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:     24,163)
  -3,721    8,366   10,215   14,284    3,657   20,777   22,238    3,385    1,925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7     19.4     38.4     37.0     33.3     93.0     91.1      7.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
     114       91      131       92       87      271      255                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      378,657
COMMITMENTS
  71,130   33,495  127,546  141,810  173,033  340,486  334,075   38,170   44,581

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:      4,281)
   2,019    3,472    5,402   -1,878   -2,886    5,542    5,988   -1,262   -1,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8      8.8     33.7     37.5     45.7     89.9     88.2     10.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
     133       66      131      160      170      351      327                  
 
 
LUMBER - CHICAGO MERCANTILE EXCHANGE                                 Code-058644
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 27,500 BOARD FEET)                     OPEN INTEREST:        8,779
COMMITMENTS
   4,140      562      474    3,196    7,154    7,810    8,190      969      589

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:         92)
     327       79     -112       40      257      254      225     -162     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.2      6.4      5.4     36.4     81.5     89.0     93.3     11.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      29       13        9       27       32       64       49                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       80,391
COMMITMENTS
  11,256   18,390   30,504   21,911   16,418   63,671   65,311   16,720   15,080

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:       -223)
    -300       33      109     -330     -534     -521     -391      298      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0     22.9     37.9     27.3     20.4     79.2     81.2     20.8     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      70       68      100       94       72      224      199                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,218
COMMITMENTS
     142    1,391      169    3,048    2,365    3,359    3,924      860      294

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:        178)
       0       70       -3      173      112      170      180        8       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4     33.0      4.0     72.2     56.1     79.6     93.0     20.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        5        3       13        8       18       13                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       32,349
COMMITMENTS
     226    9,139    4,503   26,730   16,590   31,458   30,232      891    2,117

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:        582)
     -17      362     -119      704      404      568      647       15      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     28.3     13.9     82.6     51.3     97.2     93.5      2.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       2       26        8       33       32       42       59                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      197,817
COMMITMENTS
  50,696   71,848    8,150  102,860   95,769  161,707  175,766   36,111   22,051

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:      6,474)
   8,490   -4,739     -235   -1,456   14,497    6,799    9,522     -325   -3,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.6     36.3      4.1     52.0     48.4     81.7     88.9     18.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      27       24       15       41       42       76       73                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       56,656
COMMITMENTS
  10,965   16,421    2,514   27,133   22,635   40,612   41,570   16,043   15,086

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:      4,919)
   2,281    4,417      326      419    1,362    3,025    6,105    1,894   -1,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     29.0      4.4     47.9     40.0     71.7     73.4     28.3     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      16       11        3       13       16       30       29                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      271,046
COMMITMENTS
 141,065   52,070    1,920  119,956  212,179  262,942  266,169    8,104    4,877

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:     15,341)
   9,151    7,827       34    5,551    7,282   14,735   15,143      605      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.0     19.2      0.7     44.3     78.3     97.0     98.2      3.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      75       27        8       41       38      119       70                  
 
 
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE                          Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      208,030
COMMITMENTS
  58,753   48,496   26,451   92,596  104,723  177,800  179,670   30,231   28,360

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:      1,342)
    -108    1,343    1,030    2,826   -3,877    3,749   -1,503   -2,407    2,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2     23.3     12.7     44.5     50.3     85.5     86.4     14.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      27       22       17       35       47       68       81                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      222,063
COMMITMENTS
  30,635   92,526   21,226  129,271   70,068  181,132  183,820   40,931   38,243

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:     -4,499)
  -3,445   -2,326      855   -1,483   -3,894   -4,073   -5,365     -426      865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8     41.7      9.6     58.2     31.6     81.6     82.8     18.4     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      26       40       14       55       47       92       90                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      810,765
COMMITMENTS
 219,359   99,329   50,856  454,295  612,879  724,510  763,064   86,255   47,701

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:     15,716)
   1,442    3,488      835   11,960   14,667   14,237   18,990    1,479   -3,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1     12.3      6.3     56.0     75.6     89.4     94.1     10.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      93       42       41      134       97      240      167                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       28,908
COMMITMENTS
   5,541    8,790        0   12,526   13,476   18,067   22,266   10,841    6,642

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:        104)
    -411      421        0       68     -275     -343      146      447      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2     30.4      0.0     43.3     46.6     62.5     77.0     37.5     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        4        0       10        9       17       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       65,033
COMMITMENTS
  46,930   12,623        1   14,422   51,104   61,353   63,728    3,680    1,305

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:    -25,222)
    -589    9,370   -4,989  -14,170  -24,275  -19,748  -19,894   -5,474   -5,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.2     19.4      0.0     22.2     78.6     94.3     98.0      5.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      32       13        1       18       16       51       29                  
 
 
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE                              Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       39,218
COMMITMENTS
  18,043   18,589    1,163   14,360   16,799   33,566   36,551    5,652    2,667

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:      4,304)
   3,461      340     -431      804    4,385    3,834    4,294      470       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.0     47.4      3.0     36.6     42.8     85.6     93.2     14.4      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      27       20        4       19       16       48       38                  
 
 
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                        Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:        5,467
COMMITMENTS
   2,205    1,072       77    1,488    3,232    3,770    4,381    1,697    1,086

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:       -395)
    -230      502        0       94   -1,012     -136     -510     -259      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.3     19.6      1.4     27.2     59.1     69.0     80.1     31.0     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        5        1        5        6       13       12                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:       25,569
COMMITMENTS
  18,391   20,764    3,670    1,684      382   23,746   24,816    1,823      753

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:     -1,051)
   1,968    1,869   -2,584       40      -75     -577     -790     -474     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    71.9     81.2     14.4      6.6      1.5     92.9     97.1      7.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      68       48       33        5        5       94       66                  
 
 
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE                          Code-133742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Bitcoin X $0.10)                                    OPEN INTEREST:       12,479
COMMITMENTS
   6,244    8,802    2,329      152      171    8,725   11,302    3,754    1,177

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:     -4,918)
  -3,042   -3,694   -1,429      -86      171   -4,556   -4,952     -362       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.0     70.5     18.7      1.2      1.4     69.9     90.6     30.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      72       34       21        3        1       85       46                  
 
 
SOFR-3M - CHICAGO MERCANTILE EXCHANGE                                Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:   20,076,272
COMMITMENTS
 1345092  1273564 10595889  8097307  8166630 20038288 20036083   37,984   40,188

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:     83,563)
-128,457  -30,263  187,417   24,687  -75,122   83,647   82,032      -84    1,531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7      6.3     52.8     40.3     40.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:    1,025)
     315      312      386      291      318      808      848                  
 
 
SOFR-1M - CHICAGO MERCANTILE EXCHANGE                                Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      854,481
COMMITMENTS
 296,391  215,132  134,471  423,179  504,495  854,041  854,098      440      383

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:   -168,540)
 -16,214  -24,835   -2,475 -149,273 -140,701 -167,962 -168,011     -578     -529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.7     25.2     15.7     49.5     59.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      30       55       47       71       84      131      157                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $50.00)                             OPEN INTEREST:    3,077,208
COMMITMENTS
 252,689  455,592  632,002  1871014  1744389  2755705  2831982  321,503  245,226

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:    -73,113)
  14,696   22,722 -100,170    5,962    9,902  -79,513  -67,547    6,400   -5,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2     14.8     20.5     60.8     56.7     89.6     92.0     10.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      559)
     115       97      126      278      250      462      407                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl             OPEN INTEREST:       18,800
COMMITMENTS
   2,839      265        0   14,578   16,667   17,417   16,932    1,383    1,868

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:       -523)
     -61      -23        0     -370     -340     -431     -363      -92     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1      1.4      0.0     77.5     88.7     92.6     90.1      7.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        0       12       11       15       12                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       23,861
COMMITMENTS
     712      307        0   20,051   22,376   20,763   22,683    3,098    1,178

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:     -1,026)
  -1,086       27        0      249   -1,036     -837   -1,009     -189      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      1.3      0.0     84.0     93.8     87.0     95.1     13.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       20       11       21       12                  
 
 
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE                         Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,061,078
COMMITMENTS
 253,167  457,283  624,548  1867613  1741236  2745328  2823067  315,750  238,011

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:    -75,065)
  14,389   24,703 -101,692    5,887    8,727  -81,416  -68,263    6,351   -6,803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3     14.9     20.4     61.0     56.9     89.7     92.2     10.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      548)
     113       93      123      275      247      453      400                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       36,295
COMMITMENTS
     353      586        0   33,451   34,144   33,804   34,730    2,491    1,565

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:      1,789)
     -16     -399        0    1,899    2,095    1,883    1,696      -94       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.6      0.0     92.2     94.1     93.1     95.7      6.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        0       12        7       13        9                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde             OPEN INTEREST:       26,321
COMMITMENTS
   2,827      835        0   21,087   24,229   23,914   25,064    2,407    1,257

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:       -287)
    -373     -214        0      216     -367     -157     -581     -130      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7      3.2      0.0     80.1     92.1     90.9     95.2      9.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        0       14       14       16       15                  
 
 
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX)                                 OPEN INTEREST:      161,294
COMMITMENTS
  45,046   32,908   24,710   34,009   31,528  103,765   89,146   57,528   72,148

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:     19,525)
  21,255   -1,626   -2,965      747   11,751   19,037    7,160      488   12,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9     20.4     15.3     21.1     19.5     64.3     55.3     35.7     44.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        8        8       14        7       25       18                  
 
 
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE         Code-13874W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25)                   OPEN INTEREST:      380,406
COMMITMENTS
  13,857   23,027   20,335  344,456  334,627  378,648  377,989    1,758    2,417

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:     10,910)
   1,500    2,777    1,000    8,410    7,133   10,910   10,910        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      6.1      5.3     90.5     88.0     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        6        8       22       23       30       34                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       42,248
COMMITMENTS
   6,159    3,152       14   27,664   35,227   33,837   38,393    8,411    3,855

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:      2,709)
     692     -564      -43    2,771    3,645    3,420    3,038     -711     -329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6      7.5      0.0     65.5     83.4     80.1     90.9     19.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       8        5        3       40       25       49       32                  
 
 
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE                     Code-146021
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 Index Points)                                    OPEN INTEREST:        6,250
COMMITMENTS
   3,877    4,802      766      678      381    5,320    5,949      930      302

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:       -658)
    -139     -123     -690      157      159     -671     -654       13       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.0     76.8     12.2     10.8      6.1     85.1     95.2     14.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      42       26       15        4        3       54       37                  
 
 
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE                            Code-146022
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(0.1 Index Points)                                   OPEN INTEREST:       29,081
COMMITMENTS
  16,433   16,970   11,432      148      460   28,012   28,862    1,068      219

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:    -14,638)
  -7,240   -7,639   -7,017        9        0  -14,248  -14,656     -390       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.5     58.4     39.3      0.5      1.6     96.3     99.2      3.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      91       28       13        1        1      101       33                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $20)                             OPEN INTEREST:      317,133
COMMITMENTS
  80,752   39,960   32,685  155,974  205,244  269,411  277,890   47,722   39,243

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:     -6,160)
   1,677   -7,688     -590   -8,843    6,243   -7,756   -2,036    1,596   -4,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5     12.6     10.3     49.2     64.7     85.0     87.6     15.0     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      82       59       63      121      113      231      208                  
 
 
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE                            Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      308,131
COMMITMENTS
  82,772   40,981   26,360  155,733  204,816  264,865  272,157   43,265   35,973

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:     -6,799)
   2,533   -8,639   -1,244   -8,616    5,923   -7,327   -3,961      528   -2,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     13.3      8.6     50.5     66.5     86.0     88.3     14.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      74       52       54      117      109      215      191                  
 
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE          Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2)                        OPEN INTEREST:       90,022
COMMITMENTS
  35,580   45,567    7,475    2,403    4,282   45,458   57,324   44,565   32,698

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:      6,385)
  -7,907   10,158    5,889   -2,275    3,199   -4,293   19,245   10,679  -12,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.5     50.6      8.3      2.7      4.8     50.5     63.7     49.5     36.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      15       14       13        6        8       28       28                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      169,454
COMMITMENTS
  45,824   87,068    9,406   85,292   56,505  140,523  152,980   28,931   16,474

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:      5,897)
   6,355   -2,630      462   -1,599   12,057    5,219    9,890      679   -3,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0     51.4      5.6     50.3     33.3     82.9     90.3     17.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      36       19       12       34       24       76       49                  
 
 
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE                         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      537,913
COMMITMENTS
  84,827   85,609   20,778  399,489  409,506  505,094  515,893   32,818   22,020

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:      9,013)
   3,764   -7,214   -7,650   11,958   25,192    8,071   10,328      942   -1,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8     15.9      3.9     74.3     76.1     93.9     95.9      6.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
      64       55       27      175      139      254      206                  
 
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE         Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50)                     OPEN INTEREST:       27,533
COMMITMENTS
   3,093      646        0   23,730   25,777   26,823   26,423      710    1,110

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:      1,251)
       0      -30        0    1,357    1,242    1,357    1,212     -106       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      2.3      0.0     86.2     93.6     97.4     96.0      2.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        0        9       11       11       13                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       15,164
COMMITMENTS
   1,552    4,972        0    9,981    7,969   11,533   12,941    3,631    2,223

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:        353)
     -95      497        0      158       -4       63      493      290     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2     32.8      0.0     65.8     52.6     76.1     85.3     23.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        5        0        8        6       12       11                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       41,817
COMMITMENTS
  13,581    3,896      520   19,726   21,391   33,827   25,807    7,990   16,010

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:       -253)
  -1,262      673      236       78       23     -948      932      695   -1,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.5      9.3      1.2     47.2     51.2     80.9     61.7     19.1     38.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      18        7        2       19       14       38       22                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      192,881
COMMITMENTS
  80,566    8,226   13,598   96,230  170,532  190,394  192,356    2,487      525

CHANGES FROM 12/26/23 (CHANGE IN OPEN INTEREST:      1,288)
     635      -80      369      -88      999      916    1,288      372        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.8      4.3      7.0     49.9     88.4     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      25        6       10       35       27       65       40                  



Updated January 05, 2024