WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   357,990:   103,135    153,392     87,137    130,515     80,313    320,787    320,842:    37,203     37,148
Old  :   319,737:   103,500    151,618     66,889    115,029     68,990    285,418    287,497:    34,319     32,240
Other:    38,253:    14,386     16,525      5,497     15,486     11,323     35,369     33,345:     2,884      4,908
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :   -27,640:    -8,632      6,834    -14,060     -4,622    -21,046    -27,314    -28,272:      -326        632
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       42.8       24.3       36.5       22.4       89.6       89.6:      10.4       10.4
Old  :     100.0:      32.4       47.4       20.9       36.0       21.6       89.3       89.9:      10.7       10.1
Other:     100.0:      37.6       43.2       14.4       40.5       29.6       92.5       87.2:       7.5       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       352:       105        112        103        105         80        269        245:
Old  :       347:       107        109         94        101         73        259        232:
Other:       143:        27         32         23         40         56         85         95:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.0       13.0       21.9       22.9       11.5       11.6       18.6       18.6
Old  :                 13.4       14.3       22.7       24.0       12.2       12.8       19.1       20.4
Other:                 28.1       29.1       44.1       44.9       27.9       26.7       41.3       38.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   186,042:    50,196     58,462     43,566     74,598     62,066    168,360    164,094:    17,682     21,948
Old  :   175,214:    53,047     59,805     35,760     69,878     59,521    158,685    155,086:    16,529     20,128
Other:    10,828:     4,131      5,639        824      4,720      2,545      9,675      9,008:     1,153      1,820
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :    -5,325:    -2,511        -90        235     -2,537     -5,900     -4,813     -5,755:      -512        430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       31.4       23.4       40.1       33.4       90.5       88.2:       9.5       11.8
Old  :     100.0:      30.3       34.1       20.4       39.9       34.0       90.6       88.5:       9.4       11.5
Other:     100.0:      38.2       52.1        7.6       43.6       23.5       89.4       83.2:      10.6       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        50         58         60         71         77        159        167:
Old  :       213:        51         60         55         70         76        153        165:
Other:        90:        20         14          6         25         40         46         59:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       21.1       32.1       33.3       14.8       17.9       23.8       26.8
Old  :                 21.7       22.2       33.4       35.2       17.6       19.0       27.0       28.4
Other:                 27.3       51.1       45.7       60.7       26.4       51.1       42.1       58.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,214,917:   271,797    307,610    208,924    609,413    530,033  1,090,134  1,046,567:   124,783    168,350
Old  :    47,015:     6,798     13,706          0     30,332     27,858     37,130     41,564:     9,885      5,451
Other: 1,167,902:   280,369    309,274    193,554    579,081    502,175  1,053,004  1,005,003:   114,898    162,899
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :   -86,422:    -6,274    -22,011    -37,576    -34,414    -16,825    -78,264    -76,412:    -8,158    -10,010
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       25.3       17.2       50.2       43.6       89.7       86.1:      10.3       13.9
Old  :     100.0:      14.5       29.2        0.0       64.5       59.3       79.0       88.4:      21.0       11.6
Other:     100.0:      24.0       26.5       16.6       49.6       43.0       90.2       86.1:       9.8       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       704:       124        140        167        340        308        569        538:
Old  :       252:        29         23          0        130         95        159        118:
Other:       700:       129        142        159        303        301        525        527:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.6       11.1       17.7       18.5       10.4        9.6       17.5       14.4
Old  :                 19.9       21.7       31.3       35.8       19.7       20.7       31.1       34.8
Other:                 11.0       11.3       18.4       18.9       10.9        9.9       18.2       14.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     4,390:     1,413         90         77        831      2,664      2,321      2,831:     2,069      1,559
Old  :     4,324:     1,477         90         13        831      2,664      2,321      2,767:     2,003      1,557
Other:        66:         0         64          0          0          0          0         64:        66          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :        34:       456        -37       -115       -236       -112        105       -264:       -71        298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2        2.1        1.8       18.9       60.7       52.9       64.5:      47.1       35.5
Old  :     100.0:      34.2        2.1        0.3       19.2       61.6       53.7       64.0:      46.3       36.0
Other:     100.0:       0.0       97.0        0.0        0.0        0.0        0.0       97.0:     100.0        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        13          1          1          7          6         20          8:
Old  :        24:        13          1          1          7          6         20          8:
Other:         1:         0          1          0          0          0          0          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       54.3       31.9       64.5       17.0       48.0       28.4       54.1
Old  :                 20.0       55.1       32.4       64.0       17.2       48.7       28.8       54.9
Other:                  0.0       97.0        0.0       97.0        0.0       97.0        0.0       97.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   698,855:   161,274     69,112    124,163    364,526    438,216    649,963    631,491:    48,892     67,364
Old  :   668,729:   160,240     71,895    109,145    353,118    424,374    622,503    605,414:    46,226     63,315
Other:    30,126:    14,388     10,571      1,664     11,408     13,842     27,460     26,077:     2,666      4,049
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :    33,151:    18,209     -7,820      6,486      5,953     31,495     30,648     30,161:     2,503      2,990
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        9.9       17.8       52.2       62.7       93.0       90.4:       7.0        9.6
Old  :     100.0:      24.0       10.8       16.3       52.8       63.5       93.1       90.5:       6.9        9.5
Other:     100.0:      47.8       35.1        5.5       37.9       45.9       91.2       86.6:       8.8       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       553:       144        104        141        173        235        393        431:
Old  :       551:       150        108        137        170        230        388        423:
Other:       230:        26         51         12         32        129         64        186:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.6       16.9       21.1       26.9       11.5       15.1       17.6       20.7
Old  :                 13.0       17.4       21.1       27.6       12.1       15.5       18.5       21.1
Other:                 48.9       25.1       66.2       39.9       47.9       25.0       64.3       39.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    23,013:    16,046      1,504        234          4      9,523     16,284     11,261:     6,729     11,752
Old  :    20,598:    14,522      1,502        232          4      7,646     14,758      9,380:     5,840     11,218
Other:     2,415:     1,524          2          2          0      1,877      1,526      1,881:       889        534
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :     1,079:     1,830        278        -63          0        586      1,767        801:      -688        278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.7        6.5        1.0        0.0       41.4       70.8       48.9:      29.2       51.1
Old  :     100.0:      70.5        7.3        1.1        0.0       37.1       71.6       45.5:      28.4       54.5
Other:     100.0:      63.1        0.1        0.1        0.0       77.7       63.2       77.9:      36.8       22.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         7          3          4          2         16          9         23:
Old  :        25:         6          3          3          2         16          8         22:
Other:        18:         3          1          2          0         14          3         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.7       28.5       70.8       36.3       64.0       28.5       69.7       36.3
Old  :                 66.9       23.3       71.6       31.8       66.2       23.3       70.5       31.8
Other:                 63.2       74.9       63.2       76.7       63.1       74.9       63.1       76.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   465,962:   106,557     50,003     86,209    239,463    308,184    432,229    444,396:    33,733     21,566
Old  :     8,284:       715      1,881          0      7,066      5,350      7,781      7,231:       503      1,053
Other:   457,678:   107,531     49,811     84,520    232,397    302,834    424,448    437,165:    33,230     20,513
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :   -15,058:       811     -4,098    -10,842     -5,868        844    -15,899    -14,096:       841       -962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       10.7       18.5       51.4       66.1       92.8       95.4:       7.2        4.6
Old  :     100.0:       8.6       22.7        0.0       85.3       64.6       93.9       87.3:       6.1       12.7
Other:     100.0:      23.5       10.9       18.5       50.8       66.2       92.7       95.5:       7.3        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        97         52         80         96        101        237        202:
Old  :        55:         5          6          0         23         24         28         30:
Other:       290:        99         51         79         95         98        234        198:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       22.0       23.0       33.8        9.3       17.0       15.1       25.2
Old  :                 57.0       39.4       74.3       58.1       57.0       39.4       71.9       58.1
Other:                 13.7       22.3       22.9       34.3        9.5       17.4       15.3       26.0
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,339,364:    86,430    277,030     35,995  1,026,706    873,485  1,149,131  1,186,510:   190,233    152,854
Old  : 1,339,364:    86,430    277,030     35,995  1,026,706    873,485  1,149,131  1,186,510:   190,233    152,854
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :   -92,025:   -21,820    -10,681    -42,315    -19,895    -35,597    -84,030    -88,593:    -7,995     -3,432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       20.7        2.7       76.7       65.2       85.8       88.6:      14.2       11.4
Old  :     100.0:       6.5       20.7        2.7       76.7       65.2       85.8       88.6:      14.2       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        25         36         26        101        102        144        146:
Old  :       197:        25         36         26        101        102        144        146:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       23.7       39.7       33.4       24.4       20.8       37.0       28.5
Old  :                 25.9       23.7       39.7       33.4       24.4       20.8       37.0       28.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                                                                 Code-020604
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,550,263:    83,622    464,491     24,203  1,264,356    914,909  1,372,181  1,403,603:   178,082    146,660
Old  : 1,550,263:    83,622    464,491     24,203  1,264,356    914,909  1,372,181  1,403,603:   178,082    146,660
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :  -115,005:       648    -49,723    -72,981    -42,362      1,950   -114,695   -120,754:      -310      5,749
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       30.0        1.6       81.6       59.0       88.5       90.5:      11.5        9.5
Old  :     100.0:       5.4       30.0        1.6       81.6       59.0       88.5       90.5:      11.5        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        17         22         16        110         84        137        112:
Old  :       169:        17         22         16        110         84        137        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       33.4       38.3       48.8       21.4       33.1       33.5       44.5
Old  :                 22.5       33.4       38.3       48.8       21.4       33.1       33.5       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   461,143:   114,652     15,421    118,591    183,071    298,560    416,314    432,572:    44,829     28,571
Old  :     9,549:     3,175        829          0      5,134      6,416      8,309      7,245:     1,240      2,304
Other:   451,594:   114,480     17,595    115,588    177,937    292,144    408,005    425,327:    43,589     26,267
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :   -12,650:     6,535    -11,831     -2,820    -17,885        255    -14,170    -14,396:     1,520      1,746
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        3.3       25.7       39.7       64.7       90.3       93.8:       9.7        6.2
Old  :     100.0:      33.2        8.7        0.0       53.8       67.2       87.0       75.9:      13.0       24.1
Other:     100.0:      25.4        3.9       25.6       39.4       64.7       90.3       94.2:       9.7        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:       100         31         86        111        107        248        204:
Old  :        74:        15          5          0         23         35         38         40:
Other:       286:        98         40         85        107        105        243        202:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       30.1       21.4       43.0       10.0       28.0       17.2       37.1
Old  :                 31.9       32.1       54.6       46.4       31.9       32.1       54.6       46.2
Other:                 12.7       30.6       21.8       43.7       10.2       28.9       17.6       38.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    10,627:     4,492        685        123      3,693      9,206      8,308     10,014:     2,319        613
Old  :    10,454:     4,491        685        123      3,523      9,057      8,137      9,865:     2,317        589
Other:       173:         1          0          0        170        149        171        149:         2         24
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :       788:      -353         43         16        714        970        377      1,029:       411       -241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.3        6.4        1.2       34.8       86.6       78.2       94.2:      21.8        5.8
Old  :     100.0:      43.0        6.6        1.2       33.7       86.6       77.8       94.4:      22.2        5.6
Other:     100.0:       0.6        0.0        0.0       98.3       86.1       98.8       86.1:       1.2       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        24          4          6         12         16         38         25:
Old  :        53:        24          4          6         12         16         38         25:
Other:         3:         1          0          0          1          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       67.9       46.1       80.9       32.7       63.0       44.6       74.7
Old  :                 31.6       67.6       45.2       80.8       31.6       62.6       43.7       74.5
Other:                 98.8       86.1       98.8       86.1       98.8       86.1       98.8       86.1
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,758,173:   373,217  1,543,073    105,036  3,013,658  1,953,294  3,491,911  3,601,403:   266,262    156,770
Old  : 3,758,173:   373,217  1,543,073    105,036  3,013,658  1,953,294  3,491,911  3,601,403:   266,262    156,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :  -228,319:    24,941    -76,028     32,298   -278,429   -195,728   -221,190   -239,458:    -7,129     11,139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       41.1        2.8       80.2       52.0       92.9       95.8:       7.1        4.2
Old  :     100.0:       9.9       41.1        2.8       80.2       52.0       92.9       95.8:       7.1        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       432:        92         50         42        239        177        351        250:
Old  :       432:        92         50         42        239        177        351        250:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       35.0       36.8       52.7       26.6       34.9       34.4       52.6
Old  :                 28.0       35.0       36.8       52.7       26.6       34.9       34.4       52.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                                                   Code-043602
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,825,244:   425,423  1,230,976    114,439  3,838,405  3,074,216  4,378,267  4,419,631:   446,977    405,613
Old  : 4,825,244:   425,423  1,230,976    114,439  3,838,405  3,074,216  4,378,267  4,419,631:   446,977    405,613
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :   -85,933:   -99,638     11,040     -6,289     19,955    -86,339    -85,972    -81,588:        39     -4,345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       25.5        2.4       79.5       63.7       90.7       91.6:       9.3        8.4
Old  :     100.0:       8.8       25.5        2.4       79.5       63.7       90.7       91.6:       9.3        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       414:        65         74         55        216        183        314        280:
Old  :       414:        65         74         55        216        183        314        280:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       20.3       40.9       31.6       25.6       18.6       35.9       27.8
Old  :                 28.0       20.3       40.9       31.6       25.6       18.6       35.9       27.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                                                                  Code-043607
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,852,744:   185,186    369,678     64,590  1,423,345  1,143,563  1,673,121  1,577,831:   179,623    274,913
Old  : 1,852,744:   185,186    369,678     64,590  1,423,345  1,143,563  1,673,121  1,577,831:   179,623    274,913
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :   -50,569:   -21,354     10,558      4,670    -34,288    -60,770    -50,972    -45,542:       403     -5,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       20.0        3.5       76.8       61.7       90.3       85.2:       9.7       14.8
Old  :     100.0:      10.0       20.0        3.5       76.8       61.7       90.3       85.2:       9.7       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        17         26         21         95        102        124        137:
Old  :       175:        17         26         21         95        102        124        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       30.1       48.9       40.2       35.8       26.4       45.3       35.4
Old  :                 36.3       30.1       48.9       40.2       35.8       26.4       45.3       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                                                            Code-04360Y
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 x Index Points                                                        :
     :          :                                                                            :
All  :     6,322:     2,741      1,651      2,496        190        525      5,427      4,672:       895      1,650
Old  :     6,322:     2,741      1,651      2,496        190        525      5,427      4,672:       895      1,650
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :      -397:      -876       -326      1,079       -572        525       -369      1,278:       -28     -1,675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.4       26.1       39.5        3.0        8.3       85.8       73.9:      14.2       26.1
Old  :     100.0:      43.4       26.1       39.5        3.0        8.3       85.8       73.9:      14.2       26.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         7         15          2          1          1          9         18:
Old  :        25:         7         15          2          1          1          9         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.9       63.3       85.4       67.8       44.0       26.0       46.4       29.7
Old  :                 82.9       63.3       85.4       67.8       44.0       26.0       46.4       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-044601
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 5,381,737:   389,313  1,393,936     73,693  4,468,271  3,581,433  4,931,277  5,049,062:   450,460    332,675
Old  : 5,381,737:   389,313  1,393,936     73,693  4,468,271  3,581,433  4,931,277  5,049,062:   450,460    332,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :  -428,903:  -123,681   -162,640    -64,965   -267,559   -168,060   -456,205   -395,665:    27,302    -33,238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       25.9        1.4       83.0       66.5       91.6       93.8:       8.4        6.2
Old  :     100.0:       7.2       25.9        1.4       83.0       66.5       91.6       93.8:       8.4        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       398:        69         59         35        208        189        296        264:
Old  :       398:        69         59         35        208        189        296        264:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       24.4       35.4       36.3       23.8       22.3       30.3       33.3
Old  :                 26.0       24.4       35.4       36.3       23.8       22.3       30.3       33.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FED FUNDS - CHICAGO BOARD OF TRADE                                                                      Code-045601
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,688,925:    71,537    320,846    350,368  1,230,760    971,496  1,652,665  1,642,710:    36,260     46,215
Old  : 1,688,925:    71,537    320,846    350,368  1,230,760    971,496  1,652,665  1,642,710:    36,260     46,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :   104,129:    26,059     -5,894     86,589    -15,549     18,814     97,099     99,509:     7,030      4,620
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       19.0       20.7       72.9       57.5       97.9       97.3:       2.1        2.7
Old  :     100.0:       4.2       19.0       20.7       72.9       57.5       97.9       97.3:       2.1        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        23         26         39         86         89        131        135:
Old  :       149:        23         26         39         86         89        131        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       24.5       38.9       36.2       13.7       16.1       21.3       23.8
Old  :                 23.5       24.5       38.9       36.2       13.7       16.1       21.3       23.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    96,960:    25,225     35,225      2,490     54,937     46,759     82,652     84,474:    14,308     12,486
Old  :    96,960:    25,225     35,225      2,490     54,937     46,759     82,652     84,474:    14,308     12,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :      -248:     2,299     -2,419     -1,158       -385      3,390        756       -187:    -1,004        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       36.3        2.6       56.7       48.2       85.2       87.1:      14.8       12.9
Old  :     100.0:      26.0       36.3        2.6       56.7       48.2       85.2       87.1:      14.8       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        23         24         13         29         26         59         56:
Old  :        93:        23         24         13         29         26         59         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       40.6       51.0       55.2       39.7       40.4       51.0       54.9
Old  :                 39.7       40.6       51.0       55.2       39.7       40.4       51.0       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                                                      Code-124603
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    96,960:    25,225     35,225      2,490     54,937     46,759     82,652     84,474:    14,308     12,486
Old  :    96,960:    25,225     35,225      2,490     54,937     46,759     82,652     84,474:    14,308     12,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :      -248:     2,299     -2,419     -1,158       -385      3,390        756       -187:    -1,004        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       36.3        2.6       56.7       48.2       85.2       87.1:      14.8       12.9
Old  :     100.0:      26.0       36.3        2.6       56.7       48.2       85.2       87.1:      14.8       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        23         24         13         29         26         59         56:
Old  :        93:        23         24         13         29         26         59         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       40.6       51.0       55.2       39.7       40.4       51.0       54.9
Old  :                 39.7       40.6       51.0       55.2       39.7       40.4       51.0       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    41,928:       350      2,736          0     39,680     38,143     40,030     40,879:     1,898      1,049
Old  :    41,928:       350      2,736          0     39,680     38,143     40,030     40,879:     1,898      1,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :        67:         0         74          0       -239       -156       -239        -82:       306        149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        6.5        0.0       94.6       91.0       95.5       97.5:       4.5        2.5
Old  :     100.0:       0.8        6.5        0.0       94.6       91.0       95.5       97.5:       4.5        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         1          4          0         28         10         29         14:
Old  :        40:         1          4          0         28         10         29         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       75.9       62.5       90.4       35.6       75.9       59.2       88.6
Old  :                 37.8       75.9       62.5       90.4       35.6       75.9       59.2       88.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                                                                  Code-221602
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    61,377:    11,157     17,797        975     48,957     42,491     61,089     61,263:       288        114
Old  :    61,377:    11,157     17,797        975     48,957     42,491     61,089     61,263:       288        114
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :       187:        20         14        162          6          0        188        176:        -1         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       29.0        1.6       79.8       69.2       99.5       99.8:       0.5        0.2
Old  :     100.0:      18.2       29.0        1.6       79.8       69.2       99.5       99.8:       0.5        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        18         12          6          7          2         28         17:
Old  :        38:        18         12          6          7          2         28         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.2       88.9       92.5       97.3       85.0       88.9       92.0       96.4
Old  :                 85.2       88.9       92.5       97.3       85.0       88.9       92.0       96.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                         Code-343603
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    74,619:    21,837     19,590     52,779          0      2,226     74,616     74,595:         3         24
Old  :    74,619:    21,837     19,590     52,779          0      2,226     74,616     74,595:         3         24
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :        75:        75         75          0          0          0         75         75:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       26.3       70.7        0.0        3.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      29.3       26.3       70.7        0.0        3.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        10         10          4          0          1         13         12:
Old  :        21:        10         10          4          0          1         13         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.1       95.2       94.2       99.4       19.8       27.5       29.1       28.8
Old  :                 77.1       95.2       94.2       99.4       19.8       27.5       29.1       28.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                          Code-344605
Commitments of Traders - Futures Only, August 29, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    22,192:    18,654     11,259      3,538          0      7,333     22,192     22,130:         0         62
Old  :    22,192:    18,654     11,259      3,538          0      7,333     22,192     22,130:         0         62
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2023                      :
     :       279:       279        279          0          0          0        279        279:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.1       50.7       15.9        0.0       33.0      100.0       99.7:       0.0        0.3
Old  :     100.0:      84.1       50.7       15.9        0.0       33.0      100.0       99.7:       0.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         9         14          3          0          2          9         19:
Old  :        25:         9         14          3          0          2          9         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.5       64.3       99.0       82.4       70.0       58.4       83.6       73.3
Old  :                 76.5       64.3       99.0       82.4       70.0       58.4       83.6       73.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 1, 2023