Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   173,508
Positions
    48,892     36,278      3,587     46,245     54,927      3,270     16,974     37,322      9,323     10,491      1,877        611     34,115     26,312
 
Changes from:       January 23, 2024                                 Total Change is:     5,872
    -1,343      7,852       -842      2,323     -1,584       -625      3,859         83      1,298        143       -190         -2      1,060       -118
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       20.9        2.1       26.7       31.7        1.9        9.8       21.5        5.4        6.0        1.1        0.4       19.7       15.2
 
Number of Traders in Each Category                                    Total Traders:       106 
         .         11          7         17         25         10         17         21         11          8          4          4
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Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    53,569
Positions
    10,608      6,301        919     13,239     17,900        605      9,900      7,467      4,587      1,238          0          0     12,473     15,790
 
Changes from:       January 23, 2024                                 Total Change is:    -2,858
     1,195       -485        -10       -721      1,145        -49     -1,375     -3,983        -36       -156          0          0     -1,706        560
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       11.8        1.7       24.7       33.4        1.1       18.5       13.9        8.6        2.3        0.0        0.0       23.3       29.5
 
Number of Traders in Each Category                                    Total Traders:        50 
         7          4          .          6         12          .         13          6          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                                    
CFTC Code #096742                                                    Open Interest is   224,457
Positions
    25,887     16,562     12,293     53,488     86,953      7,949     57,878     32,530     35,228        179      3,779      1,089     30,466     28,073
 
Changes from:       January 23, 2024                                 Total Change is:     8,380
       -44        345         20      2,474        948        303      2,117      3,544      3,332        -81        -34         88        169       -166
 
Percent of Open Interest Represented by Each Category of Trader
      11.5        7.4        5.5       23.8       38.7        3.5       25.8       14.5       15.7        0.1        1.7        0.5       13.6       12.5
 
Number of Traders in Each Category                                    Total Traders:       111 
         5          7          7         11         31         14         23         27         18          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   273,372
Positions
    71,773     10,331      4,976     67,600     99,524      7,809     32,980     78,281     27,645     16,233      1,812          0     44,356     42,994
 
Changes from:       January 23, 2024                                 Total Change is:    -5,060
     6,385        418     -1,349        367      6,607       -134     -8,589      1,692     -5,964      2,482     -1,808         -4      1,745     -4,518
 
Percent of Open Interest Represented by Each Category of Trader
      26.3        3.8        1.8       24.7       36.4        2.9       12.1       28.6       10.1        5.9        0.7        0.0       16.2       15.7
 
Number of Traders in Each Category                                    Total Traders:       160 
        15          5          7         25         31         18         26         40         18         13          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   818,717
Positions
    21,304    432,423     23,669    487,166    110,516     34,791     62,669     75,215     73,602     30,062     10,492      4,157     81,297     53,852
 
Changes from:       January 23, 2024                                 Total Change is:    14,014
     2,145    -11,542      1,615     -6,590     13,294      2,693      4,063     -2,250     10,217      1,408       -609        146     -1,684        449
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       52.8        2.9       59.5       13.5        4.2        7.7        9.2        9.0        3.7        1.3        0.5        9.9        6.6
 
Number of Traders in Each Category                                    Total Traders:       300 
        12         16         13        111         40         50         40         46         34         23         12          8
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Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    29,186
Positions
       479     10,923          0     15,543      6,651      1,456        453      2,930          0          0          0          0     11,255      7,226
 
Changes from:       January 23, 2024                                 Total Change is:       356
       -15          3          0        375        876       -340         11       -203          0          0          0          0        325         20
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       37.4        0.0       53.3       22.8        5.0        1.6       10.0        0.0        0.0        0.0        0.0       38.6       24.8
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          0         15          .          5          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   181,221
Positions
    69,332      1,948      1,967     30,834    109,501      6,445     23,136     18,276     19,402      7,071        430        102     22,933     23,150
 
Changes from:       January 23, 2024                                 Total Change is:     8,409
     9,186        115        480     -2,070      4,783        695     -3,312     -3,427      5,542        -17          0         11     -2,106        210
 
Percent of Open Interest Represented by Each Category of Trader
      38.3        1.1        1.1       17.0       60.4        3.6       12.8       10.1       10.7        3.9        0.2        0.1       12.7       12.8
 
Number of Traders in Each Category                                    Total Traders:       101 
        11          .          7         16         19         13         26         19         20          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   251,356
Positions
     1,952     86,051      1,736    146,342      3,177        867     82,667     56,963      7,630      2,324     92,417         28      7,809      2,487
 
Changes from:       January 23, 2024                                 Total Change is:       139
    -2,444      2,097        501      4,272       -650          0     -1,348        291     -1,827        108       -122          1        876       -152
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       34.2        0.7       58.2        1.3        0.3       32.9       22.7        3.0        0.9       36.8        0.0        3.1        1.0
 
Number of Traders in Each Category                                    Total Traders:       168 
         4          8          4         32          6          .         68         23         14         12         15          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    77,396
Positions
     2,607     36,534      9,677     36,453      2,144        160     14,304     18,834      5,681      4,975      2,953        150      3,389      1,263
 
Changes from:       January 23, 2024                                 Total Change is:    18,190
      -171     -1,150      7,402      3,877       -507         50      2,149      7,944      4,948        -22       -489        100       -143       -108
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       47.2       12.5       47.1        2.8        0.2       18.5       24.3        7.3        6.4        3.8        0.2        4.4        1.6
 
Number of Traders in Each Category                                    Total Traders:        83 
         6          6          4         16          5          .         23         10          .         10          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                                       
CFTC Code #112741                                                    Open Interest is    36,982
Positions
     6,964      1,869         21      9,274     19,870      1,304     13,843      9,926        585        400        145          0      4,591      3,262
 
Changes from:       January 23, 2024                                 Total Change is:       346
       489     -1,076        -48     -2,642       -463        -24      2,604      2,056       -130        139        -15          0        -42         46
 
Percent of Open Interest Represented by Each Category of Trader
      18.8        5.1        0.1       25.1       53.7        3.5       37.4       26.8        1.6        1.1        0.4        0.0       12.4        8.8
 
Number of Traders in Each Category                                    Total Traders:        78 
         7          5          .         11         15          4         19         17          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                                 
CFTC Code #122741                                                    Open Interest is    12,249
Positions
         0      2,448          0      5,377      2,497         77      5,456      5,468          0          0          0          0      1,339      1,759
 
Changes from:       January 23, 2024                                 Total Change is:     2,346
      -481        592          0      4,677     -1,139          0     -1,961      2,838        -50          0          0          0        161        105
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       20.0        0.0       43.9       20.4        0.6       44.5       44.6        0.0        0.0        0.0        0.0       10.9       14.4
 
Number of Traders in Each Category                                    Total Traders:        30 
         0          4          0          .          4          .         10          9          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                             
CFTC Code #12460+                                                    Open Interest is   110,420
Positions
    30,553     65,160      1,378     22,517      3,917      3,403     32,818     16,272      1,913      2,367      3,774         17     15,454     14,586
 
Changes from:       January 23, 2024                                 Total Change is:     8,627
      -503      7,736       -142      4,127     -3,687      1,882      3,498      1,518       -661        644        286        -27       -191      1,722
 
Percent of Open Interest Represented by Each Category of Trader
      27.7       59.0        1.2       20.4        3.5        3.1       29.7       14.7        1.7        2.1        3.4        0.0       14.0       13.2
 
Number of Traders in Each Category                                    Total Traders:       129 
        10         19          8         23          6          6         41         18         16          4          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                                     
CFTC Code #124603                                                    Open Interest is   107,923
Positions
    30,479     64,995      1,376     22,517      3,917      3,403     31,585     16,138      1,303      2,289      3,754         17     14,955     13,020
 
Changes from:       January 23, 2024                                 Total Change is:     8,196
      -515      7,753       -144      4,127     -3,687      1,882      2,793      1,267       -482        599        309          0        -64      1,298
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       60.2        1.3       20.9        3.6        3.2       29.3       15.0        1.2        2.1        3.5        0.0       13.9       12.1
 
Number of Traders in Each Category                                    Total Traders:       115 
         9         18          7         23          6          6         32         17         13          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    61,685
Positions
    24,483     50,580          0     29,588      5,631      1,461      3,292      3,137          0          0          0          0      2,861        876
 
Changes from:       January 23, 2024                                 Total Change is:       438
     1,273        359          0       -744         23         -7       -277        164          0          0          0          0        193       -101
 
Percent of Open Interest Represented by Each Category of Trader
      39.7       82.0        0.0       48.0        9.1        2.4        5.3        5.1        0.0        0.0        0.0        0.0        4.6        1.4
 
Number of Traders in Each Category                                    Total Traders:        36 
         5          6          0         16          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE   ($0.5 X DJIA INDEX)                                                                                   
CFTC Code #124608                                                    Open Interest is    24,966
Positions
       735      1,654         20          0          0          0     17,890      6,892        545        779        200          0      4,997     15,655
 
Changes from:       January 23, 2024                                 Total Change is:     4,305
       119       -166         20          0          0          0      4,938        393        324        179       -501          0     -1,275      4,235
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        6.6        0.1        0.0        0.0        0.0       71.7       27.6        2.2        3.1        0.8        0.0       20.0       62.7
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          .          0          0          0         13          5          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $50.00)                                                                              
CFTC Code #13874+                                                    Open Interest is 3,354,841
Positions
   256,391    840,885    261,476  1,206,171    239,368    174,179    166,633    599,258    810,708    137,067    156,451     20,760    321,456    251,756
 
Changes from:       January 23, 2024                                 Total Change is:   133,588
     9,331     28,678     24,283     18,904    -37,604       -523     -4,629     32,297     76,632      3,164      9,224      2,029      4,396     -1,428
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       25.1        7.8       36.0        7.1        5.2        5.0       17.9       24.2        4.1        4.7        0.6        9.6        7.5
 
Number of Traders in Each Category                                    Total Traders:       596 
        34         36         39        184         62        115         89         87        118         66         34         63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    18,806
Positions
     9,704     14,056          0      5,067      2,587         65      2,370        877          0          0          0          0      1,600      1,221
 
Changes from:       January 23, 2024                                 Total Change is:    -1,780
       196        810          0     -1,408        186         65       -494        -23          0          0          0          0       -139     -2,818
 
Percent of Open Interest Represented by Each Category of Trader
      51.6       74.7        0.0       26.9       13.8        0.3       12.6        4.7        0.0        0.0        0.0        0.0        8.5        6.5
 
Number of Traders in Each Category                                    Total Traders:        26 
         7          5          0          .          4          .          5          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    24,154
Positions
     6,102     21,403         12     13,129        329        226      2,607        484          0          0          0          0      2,078      1,700
 
Changes from:       January 23, 2024                                 Total Change is:     1,019
       171      2,396          0      1,485     -1,739          0       -125        -80          0          0          0          0       -512        442
 
Percent of Open Interest Represented by Each Category of Trader
      25.3       88.6        0.0       54.4        1.4        0.9       10.8        2.0        0.0        0.0        0.0        0.0        8.6        7.0
 
Number of Traders in Each Category                                    Total Traders:        36 
         6         10          .         12          .          .          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                                       
CFTC Code #13874A                                                    Open Interest is 3,334,615
Positions
   255,938    840,890    261,231  1,204,091    239,351    173,766    165,900    603,693    800,404    136,890    154,007     20,752    315,644    240,521
 
Changes from:       January 23, 2024                                 Total Change is:   132,352
     9,091     28,789     24,191     18,935    -37,741       -635     -4,638     32,631     76,391      3,096      8,796      2,028      3,894     -2,097
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       25.2        7.8       36.1        7.2        5.2        5.0       18.1       24.0        4.1        4.6        0.6        9.5        7.2
 
Number of Traders in Each Category                                    Total Traders:       586 
        33         35         38        182         62        114         86         86        115         66         33         62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    39,590
Positions
    27,347     36,218          0      8,821        528          0        722      1,400          0          0          0          0      2,700      1,444
 
Changes from:       January 23, 2024                                 Total Change is:     2,518
     1,229      2,233          0      1,178       -194          0        -85         48          0          0          0          0        196        431
 
Percent of Open Interest Represented by Each Category of Trader
      69.1       91.5        0.0       22.3        1.3        0.0        1.8        3.5        0.0        0.0        0.0        0.0        6.8        3.6
 
Number of Traders in Each Category                                    Total Traders:        26 
         5          7          0          6          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    36,019
Positions
     6,693     25,391          0     15,717      5,816        161     10,501      2,835         11          0          0          0      2,936      1,805
 
Changes from:       January 23, 2024                                 Total Change is:    -3,195
       593       -486          0     -1,081     -2,900          0       -102        -71         11          0          0          0     -2,616        251
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       70.5        0.0       43.6       16.1        0.4       29.2        7.9        0.0        0.0        0.0        0.0        8.2        5.0
 
Number of Traders in Each Category                                    Total Traders:        34 
         7          6          0          9          4          .          .          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P REAL ESTATE INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Real Estate Select Sector Index)                                                  
CFTC Code #13874R                                                    Open Interest is    25,908
Positions
     5,895     21,969          0     17,761      1,448          0        906      1,428          0          0          0          0      1,346      1,063
 
Changes from:       January 23, 2024                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       84.8        0.0       68.6        5.6        0.0        3.5        5.5        0.0        0.0        0.0        0.0        5.2        4.1
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          7          0          7          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE   ($5 X S&P 500 INDEX)                                                                            
CFTC Code #13874U                                                    Open Interest is   202,261
Positions
     6,955      2,369         32     22,623      1,993      2,305     72,267     20,575     38,113      1,767     24,441         80     58,119    112,353
 
Changes from:       January 23, 2024                                 Total Change is:    12,362
     3,324       -185          0       -370      1,310      1,185      1,256     -2,183      1,254        676      4,282          9      5,028      6,690
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        1.2        0.0       11.2        1.0        1.1       35.7       10.2       18.8        0.9       12.1        0.0       28.7       55.5
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          .         11          .          6         11          6          8          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE   (S&P 500 TOTAL RETURN INDEX x $25)                                                          
CFTC Code #13874W                                                    Open Interest is   386,304
Positions
   149,481    152,114    122,390      1,634     38,000          0     30,667     16,565     54,082     25,277          0        250      2,523      2,903
 
Changes from:       January 23, 2024                                 Total Change is:    12,522
     4,461      6,225      6,702          0          0          0        985       -250        363          0          0          0         11       -518
 
Percent of Open Interest Represented by Each Category of Trader
      38.7       39.4       31.7        0.4        9.8        0.0        7.9        4.3       14.0        6.5        0.0        0.1        0.7        0.8
 
Number of Traders in Each Category                                    Total Traders:        39 
        11         12         18          .          .          0          5          4          8          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    41,178
Positions
     4,963      9,800        135     23,595     21,382      2,170      1,858      4,013         15          0          0          0      8,442      3,663
 
Changes from:       January 23, 2024                                 Total Change is:      -113
       119         59         16     -1,659       -945        211        351      1,136         12          0       -251          0        837       -351
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       23.8        0.3       57.3       51.9        5.3        4.5        9.7        0.0        0.0        0.0        0.0       20.5        8.9
 
Number of Traders in Each Category                                    Total Traders:        69 
         7          5          .         31         14         10          5          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $20)                                                                           
CFTC Code #20974+                                                    Open Interest is   358,180
Positions
    50,966    124,248     16,076    122,955     25,800      3,528     54,448     80,168     52,748      6,018     11,058      2,038     49,404     42,516
 
Changes from:       January 23, 2024                                 Total Change is:     8,701
    -2,503     11,396      1,517      4,560      1,581     -1,185        955     -8,168      5,791     -3,350       -768        485      2,431     -1,948
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       34.7        4.5       34.3        7.2        1.0       15.2       22.4       14.7        1.7        3.1        0.6       13.8       11.9
 
Number of Traders in Each Category                                    Total Traders:       330 
        22         30         14         87         23         32         55         53         48         23         36         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                                                 
CFTC Code #209742                                                    Open Interest is   343,177
Positions
    51,137    124,529     15,188    122,713     25,800      3,517     61,077     88,182     36,052      6,483     10,077      1,475     45,534     38,356
 
Changes from:       January 23, 2024                                 Total Change is:     6,985
    -2,128     11,895        869      4,564      1,581     -1,187      3,459     -6,387      2,022     -3,052       -524        177      2,260     -1,462
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       36.3        4.4       35.8        7.5        1.0       17.8       25.7       10.5        1.9        2.9        0.4       13.3       11.2
 
Number of Traders in Each Category                                    Total Traders:       306 
        22         28         12         84         23         31         50         48         45         22         29         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX x $2)                                                                
CFTC Code #209747                                                    Open Interest is   150,025
Positions
     7,144      6,050         20      2,416          0        106     97,203     83,355      3,458        547     15,005        437     38,694     41,593
 
Changes from:       January 23, 2024                                 Total Change is:    17,162
     2,733      1,490         -4        -47          0         21     11,380     18,616      1,266        188        718        -84      1,709     -4,862
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        4.0        0.0        1.6        0.0        0.1       64.8       55.6        2.3        0.4       10.0        0.3       25.8       27.7
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          .          .          4          0          .         14          9         10          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                                   
CFTC Code #239742                                                    Open Interest is   529,573
Positions
    92,876    138,054     14,055    209,966    166,558     31,519    104,562    122,275     15,626     23,960     16,390      1,072     35,937     24,025
 
Changes from:       January 23, 2024                                 Total Change is:     6,898
     4,222     10,401        506      2,532      6,046        790    -11,997     -4,362        861      6,850    -10,042         27      3,105      2,669
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       26.1        2.7       39.6       31.5        6.0       19.7       23.1        3.0        4.5        3.1        0.2        6.8        4.5
 
Number of Traders in Each Category                                    Total Traders:       358 
        35         20          7        104         56         43         51         63         31         16         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is    30,462
Positions
    16,543     14,412          0     12,214     14,324          0        589        828          0          0          0          0      1,116        898
 
Changes from:       January 23, 2024                                 Total Change is:      -885
       751     -1,101          0     -1,440        348       -248         19          0          0          0          0          0         33        116
 
Percent of Open Interest Represented by Each Category of Trader
      54.3       47.3        0.0       40.1       47.0        0.0        1.9        2.7        0.0        0.0        0.0        0.0        3.7        2.9
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          9          0          8          4          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    16,800
Positions
         0      8,495          0     10,788          0          6      1,450      2,738          0        423      3,439          0      4,133      2,122
 
Changes from:       January 23, 2024                                 Total Change is:       120
         0         29          0        128          0          1       -253        107          0          0        102          0        244       -119
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       50.6        0.0       64.2        0.0        0.0        8.6       16.3        0.0        2.5       20.5        0.0       24.6       12.6
 
Number of Traders in Each Category                                    Total Traders:        26 
         0          5          0         12          0          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    48,670
Positions
     6,785     16,018      1,566     13,192      1,546        695     12,554      6,261        327      5,315      2,341          0      8,236     19,916
 
Changes from:       January 23, 2024                                 Total Change is:     1,996
        81       -401        -45        442        288         30        661     -1,172       -198        -65        564          0      1,090      2,930
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       32.9        3.2       27.1        3.2        1.4       25.8       12.9        0.7       10.9        4.8        0.0       16.9       40.9
 
Number of Traders in Each Category                                    Total Traders:        63 
         8          6          .         13          .          5         16         10          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE  - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                                    
CFTC Code #244041                                                    Open Interest is   422,531
Positions
    37,140    241,012      1,181    296,706     70,129     28,489     32,255     18,284        842     11,316     53,383        954     13,648      8,257
 
Changes from:       January 23, 2024                                 Total Change is:    -1,100
       177      1,669         78     -5,118     -3,055       -267      5,893      2,074       -455       -110       -568         45     -1,343       -621
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       57.0        0.3       70.2       16.6        6.7        7.6        4.3        0.2        2.7       12.6        0.2        3.2        2.0
 
Number of Traders in Each Category                                    Total Traders:       195 
        11         18          7         80         37         35         26         14          7          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                                     
CFTC Code #244042                                                    Open Interest is 1,035,193
Positions
   101,677    308,674     10,735    608,165    381,645    116,991    104,616    153,558      7,276     55,017     39,771      3,272     27,444     13,271
 
Changes from:       January 23, 2024                                 Total Change is:     5,305
    -3,411    -10,721      1,400     19,023      6,561     -5,507        802       -466        947       -452     13,113         85     -7,582       -107
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       29.8        1.0       58.7       36.9       11.3       10.1       14.8        0.7        5.3        3.8        0.3        2.7        1.3
 
Number of Traders in Each Category                                    Total Traders:       396 
        27         19          9        156         68         76         51         39         23         26         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   204,478
Positions
    11,300    140,566     21,572     44,719          0      1,701     83,241      5,962     29,535      9,861      4,605          0      2,550        537
 
Changes from:       January 23, 2024                                 Total Change is:     5,366
       114      3,852        868        -65          0         96      2,344     -1,338      1,886         99          0          0         25          2
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       68.7       10.5       21.9        0.0        0.8       40.7        2.9       14.4        4.8        2.3        0.0        1.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        77 
         6         19         14         10          0          .         29          5         11          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE   (S&P 500 QUARTERLY DIVIDEND INDEX X $1000)                                                  
CFTC Code #43874Q                                                    Open Interest is    55,447
Positions
       455     26,969      3,060      8,794          0          0     41,274     23,706      1,712        150          0          0          2          0
 
Changes from:       January 23, 2024                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       48.6        5.5       15.9        0.0        0.0       74.4       42.8        3.1        0.3        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .         10          6          .          0          0          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                     
CFTC Code #020601                                                    Open Interest is 1,560,229
Positions
    30,827    203,958     34,877    784,773    283,079    188,903     79,956    481,069    106,278    106,405     94,259      5,766    222,443    162,039
 
Changes from:       January 23, 2024                                 Total Change is:   -64,383
     4,347     -9,825    -10,986    -33,222    -15,966      5,942      2,598      2,373    -32,747       -142     -4,943     -1,733      1,560      3,502
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       13.1        2.2       50.3       18.1       12.1        5.1       30.8        6.8        6.8        6.0        0.4       14.3       10.4
 
Number of Traders in Each Category                                    Total Traders:       204 
        12         18         20         62         33         58         19         39         40          7         14          4
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Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA UST BOND - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                               
CFTC Code #020604                                                    Open Interest is 1,649,402
Positions
    16,221     93,990        944  1,032,980    299,781    285,693     92,419    762,429     19,060     36,236     34,552         14    165,836    152,941
 
Changes from:       January 23, 2024                                 Total Change is:   -17,034
    -1,370      3,104     -1,146     -3,337     -8,104     -5,546      1,327      5,432     -4,214     -2,246     -6,826          0       -502        266
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        5.7        0.1       62.6       18.2       17.3        5.6       46.2        1.2        2.2        2.1        0.0       10.1        9.3
 
Number of Traders in Each Category                                    Total Traders:       185 
         6         14          5         74         35         58         14         32         14          6          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                                  
CFTC Code #042601                                                    Open Interest is 3,975,810
Positions
   131,126    459,159     14,205  1,756,397    474,393    335,994    851,560  2,324,315     91,121    516,828    137,834     15,319    263,259    123,469
 
Changes from:       January 23, 2024                                 Total Change is:   -22,539
       716     20,457        185     58,843    -12,003    -11,923    -31,657     18,657    -30,774     -6,796      1,200     -1,982        849     -6,356
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       11.5        0.4       44.2       11.9        8.5       21.4       58.5        2.3       13.0        3.5        0.4        6.6        3.1
 
Number of Traders in Each Category                                    Total Traders:       456 
        33         27         16        158         48         91         62         70         45         50          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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UST 10Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                 
CFTC Code #043602                                                    Open Interest is 5,360,092
Positions
   134,238    349,473    238,261  2,497,526  1,080,158    703,169    307,432  1,911,891    450,759    538,740    182,019     53,116    436,851    391,246
 
Changes from:       January 23, 2024                                 Total Change is:    33,599
     4,820    -52,154    -12,268      2,185    -13,965     41,658     -5,600     77,253    -13,831      6,279     -7,512      3,430      6,927     10,989
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        6.5        4.4       46.6       20.2       13.1        5.7       35.7        8.4       10.1        3.4        1.0        8.2        7.3
 
Number of Traders in Each Category                                    Total Traders:       419 
        18         31         40        127         59        108         47         85         86         39         13         16
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Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                
CFTC Code #043607                                                    Open Interest is 2,106,809
Positions
    75,604    180,993      4,296    957,458    642,347    302,098    373,146    577,957     33,299    165,410     69,301      7,752    187,746    288,766
 
Changes from:       January 23, 2024                                 Total Change is:   -25,345
    -3,747    -10,569       -182      2,706    -48,546      7,920    -36,201     20,488      1,997      1,299        751      1,744       -881      1,052
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        8.6        0.2       45.4       30.5       14.3       17.7       27.4        1.6        7.9        3.3        0.4        8.9       13.7
 
Number of Traders in Each Category                                    Total Traders:       189 
         6         14          5         50         57         59         15         26         17          9         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                  
CFTC Code #044601                                                    Open Interest is 6,185,790
Positions
   170,613    769,062     84,362  3,106,694  1,218,792    681,964    828,212  2,751,317    269,122    602,231    118,942      3,781    438,811    288,449
 
Changes from:       January 23, 2024                                 Total Change is:   -87,254
     8,735    -38,302     -6,682    -52,420     28,811     14,330    -60,602    -78,641     -1,020     23,410     -3,597     -2,109    -10,896        -45
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       12.4        1.4       50.2       19.7       11.0       13.4       44.5        4.4        9.7        1.9        0.1        7.1        4.7
 
Number of Traders in Each Category                                    Total Traders:       402 
        20         33         28        154         31        100         58         66         60         28         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                             
CFTC Code #045601                                                    Open Interest is 2,025,249
Positions
   469,844    205,240    516,604     26,958     25,935     48,877    353,055    522,708    562,266     10,362     92,854      9,545     27,738     41,220
 
Changes from:       January 23, 2024                                 Total Change is:   133,457
    70,565      8,675      4,089        424    -15,984      6,618    -11,759     62,741     66,558      3,718     13,695     -2,678     -4,078    -10,257
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       10.1       25.5        1.3        1.3        2.4       17.4       25.8       27.8        0.5        4.6        0.5        1.4        2.0
 
Number of Traders in Each Category                                    Total Traders:       169 
        34         30         53          4          7          .         35         42         55          4         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE   (2,500 X CONTRACT GRADE IMM INDEX)                                                                    
CFTC Code #047745                                                    Open Interest is    34,482
Positions
    17,003     13,863      8,513        477        257         61        642      3,792      7,516        175        335          0         95        145
 
Changes from:       January 23, 2024                                 Total Change is:     1,884
     1,581          0      1,696          0          7         -2       -612      1,137       -940        175         12        -64         50         38
 
Percent of Open Interest Represented by Each Category of Trader
      49.3       40.2       24.7        1.4        0.7        0.2        1.9       11.0       21.8        0.5        1.0        0.0        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        41 
        12          6         12          .          .          .          6         10         14          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SOFR-3M - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                      
CFTC Code #134741                                                    Open Interest is21,235,244
Positions
 1,851,837  2,086,424  3,547,946    268,936    912,679  1,605,476  1,867,777    763,999 11,358,202    113,248    336,247    589,462     32,359     34,809
 
Changes from:       January 23, 2024                                 Total Change is:   423,955
   238,075    101,805   -100,012    -17,784    129,354    -21,778    -41,223    -31,207    327,206     -6,322    -19,583     49,255     -3,462    -11,086
 
Percent of Open Interest Represented by Each Category of Trader
       8.7        9.8       16.7        1.3        4.3        7.6        8.8        3.6       53.5        0.5        1.6        2.8        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:     1,087 
        71        112        148         59         79         81        171        165        231        208        177        204
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                      
CFTC Code #134742                                                    Open Interest is 1,158,710
Positions
   348,487    122,305    285,804     83,720      4,680     31,317    207,345    519,592    173,927     20,723     14,172      6,691        696        222
 
Changes from:       January 23, 2024                                 Total Change is:    60,388
    84,010     20,434    -17,378     -4,542        612      4,306    -20,535     37,287     14,762       -295        229        107        -47         29
 
Percent of Open Interest Represented by Each Category of Trader
      30.1       10.6       24.7        7.2        0.4        2.7       17.9       44.8       15.0        1.8        1.2        0.6        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:       198 
        35         52         60          5          7          .         23         57         50          8          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                           
CFTC Code #343603                                                    Open Interest is    76,869
Positions
     2,546         40     31,585        220         49          0      4,015     23,997     20,589     17,901        574          0         13         35
 
Changes from:       January 23, 2024                                 Total Change is:    -3,010
         0          0          0          0       -152          0       -160     -3,241        366     -3,216          2          0          0         15
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        0.1       41.1        0.3        0.1        0.0        5.2       31.2       26.8       23.3        0.7        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          .          .          .          0          .          4          .          9          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                            
CFTC Code #344605                                                    Open Interest is    33,953
Positions
     6,968          0      1,253         60         67          0      3,166     18,191      9,549     12,946      4,829          0         11         64
 
Changes from:       January 23, 2024                                 Total Change is:      -835
         0          0          0          0       -281          0      1,332        470       -612     -1,560       -414          0          5          2
 
Percent of Open Interest Represented by Each Category of Trader
      20.5        0.0        3.7        0.2        0.2        0.0        9.3       53.6       28.1       38.1       14.2        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          0          .          .          .          0          .          8          .          7          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    22,479
Positions
     1,575      4,788        323     12,898          0        223      2,545     12,172      2,287        830      1,726        273      1,526        687
 
Changes from:       January 23, 2024                                 Total Change is:    -2,534
       -13        651       -788        300        -42       -203       -333        875     -1,466        507     -1,048       -301       -237       -212
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       21.3        1.4       57.4        0.0        1.0       11.3       54.1       10.2        3.7        7.7        1.2        6.8        3.1
 
Number of Traders in Each Category                                    Total Traders:       120 
         8          7          5         19          0          .         30         38         23          9          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE   (Bitcoin X $0.10)                                                                                            
CFTC Code #133742                                                    Open Interest is    13,274
Positions
       201      2,469         20        805      4,708         56      4,826      3,186      1,369      2,117        505         49      3,831        911
 
Changes from:       January 23, 2024                                 Total Change is:   -13,576
    -3,232     -4,113       -424        -13        -25         10     -3,995     -4,640     -3,415     -1,570       -286       -462       -476       -221
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       18.6        0.2        6.1       35.5        0.4       36.4       24.0       10.3       15.9        3.8        0.4       28.9        6.9
 
Number of Traders in Each Category                                    Total Traders:        98 
         4          .          .          4          .          .         20         10         12         43         14          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Nano Bitcoin  - LMX LABS LLC   1/100 X Bitcoin Contract $300                                                                                               
CFTC Code #133LM1                                                    Open Interest is    11,214
Positions
         0      2,954         17          0          0          0         91      1,795          0      8,745      4,400          0      2,361      2,048
 
Changes from:       January 23, 2024                                 Total Change is:    -6,580
      -675      2,954         17          0          0          0     -1,997     -9,012         -5     -2,778       -693          0     -1,142        159
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       26.3        0.2        0.0        0.0        0.0        0.8       16.0        0.0       78.0       39.2        0.0       21.1       18.3
 
Number of Traders in Each Category                                    Total Traders:       117 
         0          .          .          0          0          0          .          .          0         70         43          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     5,968
Positions
       237        983        142      1,278         34         17      2,001      4,034        491        950          0         35        817        232
 
Changes from:       January 23, 2024                                 Total Change is:      -948
       -21       -415         37        -13         33       -121       -307        440       -426        146       -251        -30       -213       -214
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       16.5        2.4       21.4        0.6        0.3       33.5       67.6        8.2       15.9        0.0        0.6       13.7        3.9
 
Number of Traders in Each Category                                    Total Traders:        79 
         .          6          .         11          .          .         27         24         13          6          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER  - CHICAGO MERCANTILE EXCHANGE   (0.1 Index Points)                                                                                            
CFTC Code #146022                                                    Open Interest is    21,016
Positions
         0      2,537      1,241      1,394      1,552        678      5,142      7,023      4,793      6,585      2,900         80      1,104        212
 
Changes from:       January 23, 2024                                 Total Change is:   -25,378
      -654     -8,852       -343     -1,000        348       -238     -8,786     -9,674     -4,023     -6,466      1,305     -3,817        -51        -83
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       12.1        5.9        6.6        7.4        3.2       24.5       33.4       22.8       31.3       13.8        0.4        5.3        1.0
 
Number of Traders in Each Category                                    Total Traders:       103 
         0          .          .          4          .          .         14          5          5         61         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NANO ETHER - LMX LABS LLC   0.1 Ether or 1/10 X$2,000 = $200                                                                                               
CFTC Code #146LM1                                                    Open Interest is     5,681
Positions
         0      1,927          0          0          0          0        210      1,198          0      4,869      2,364          0        602        192
 
Changes from:       January 23, 2024                                 Total Change is:    -1,957
         0     -1,123       -126          0          0          0        -32     -1,728          0     -1,571      1,124          0       -228       -104
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       33.9        0.0        0.0        0.0        0.0        3.7       21.1        0.0       85.7       41.6        0.0       10.6        3.4
 
Number of Traders in Each Category                                    Total Traders:        62 
         0          .          0          0          0          0          .          .          0         36         21          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                                 
CFTC Code #098662                                                    Open Interest is    25,785
Positions
       168      3,602          0     11,022      2,992        685      7,146     12,958      1,177      2,671      1,842          7      2,909      2,522
 
Changes from:       January 23, 2024                                 Total Change is:     1,074
       168       -383          0        847        708         17        446      1,320       -306        325       -218          0       -422        -64
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       14.0        0.0       42.7       11.6        2.7       27.7       50.3        4.6       10.4        7.1        0.0       11.3        9.8
 
Number of Traders in Each Category                                    Total Traders:       102 
         .          .          0         14          5          .         26         26          7         15         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   347,797
Positions
    48,726     26,529     17,643     64,137     70,297     51,610     61,867     80,436     56,323      9,532      4,498      9,927     28,032     30,534
 
Changes from:       January 23, 2024                                 Total Change is:     7,484
       865      3,810     -1,086      4,180     -2,083     -7,523        471      9,281      7,393        185     -2,559        272      2,727        -21
 
Percent of Open Interest Represented by Each Category of Trader
      14.0        7.6        5.1       18.4       20.2       14.8       17.8       23.1       16.2        2.7        1.3        2.9        8.1        8.8
 
Number of Traders in Each Category                                    Total Traders:       208 
        13         12         19         23         32         25         47         49         58         13          8         20
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Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2024                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BBG COMMODITY - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                                    
CFTC Code #221602                                                    Open Interest is    93,539
Positions
    82,098     76,557          0      9,490      7,589         30      1,042      9,204          0        598        109          0        281         50
 
Changes from:       January 23, 2024                                 Total Change is:      -155
         0          0          0        -25        -47          0       -183        -58          0         51        -29          0          2        -21
 
Percent of Open Interest Represented by Each Category of Trader
      87.8       81.8        0.0       10.1        8.1        0.0        1.1        9.8        0.0        0.6        0.1        0.0        0.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        36 
         4          .          0          9          7          .          .          4          0          7          .          0
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Updated February 02, 2024