WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, September 05, 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  :   376,770:   109,981    156,391     98,799    130,578     86,418    339,358    341,608:    37,412     35,162
Old  :   336,759:   111,717    154,146     76,811    113,831     75,623    302,359    306,580:    34,400     30,179
Other:    40,011:    14,718     18,699      5,534     16,747     10,795     36,999     35,028:     3,012      4,983
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :    18,780:     6,846      2,999     11,662         63      6,105     18,571     20,766:       209     -1,986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       41.5       26.2       34.7       22.9       90.1       90.7:       9.9        9.3
Old  :     100.0:      33.2       45.8       22.8       33.8       22.5       89.8       91.0:      10.2        9.0
Other:     100.0:      36.8       46.7       13.8       41.9       27.0       92.5       87.5:       7.5       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       370:       117        106        102        109         93        279        260:
Old  :       366:       115        110         95        105         85        272        245:
Other:       156:        29         35         24         45         60         91        104:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       13.2       20.7       22.6       10.3       11.7       17.1       18.9
Old  :                 12.2       14.3       21.8       24.0       10.8       12.8       17.7       20.8
Other:                 27.1       28.0       42.0       43.9       26.8       27.2       39.3       39.4
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, September 05, 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  :   195,685:    52,225     62,775     48,903     76,099     63,257    177,227    174,935:    18,458     20,750
Old  :   184,313:    55,242     64,097     40,487     71,348     60,754    167,077    165,338:    17,236     18,975
Other:    11,372:     4,556      6,251        843      4,751      2,503     10,150      9,597:     1,222      1,775
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :     9,643:     2,029      4,313      5,337      1,501      1,191      8,867     10,841:       776     -1,198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       32.1       25.0       38.9       32.3       90.6       89.4:       9.4       10.6
Old  :     100.0:      30.0       34.8       22.0       38.7       33.0       90.6       89.7:       9.4       10.3
Other:     100.0:      40.1       55.0        7.4       41.8       22.0       89.3       84.4:      10.7       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       216:        57         55         56         65         78        154        166:
Old  :       215:        56         59         53         64         76        150        163:
Other:        92:        21         17          8         26         39         49         62:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       20.0       31.3       33.5       14.1       17.8       22.8       26.9
Old  :                 20.8       21.0       32.3       35.4       17.0       18.9       26.0       28.6
Other:                 29.0       53.0       47.1       62.2       28.2       53.0       42.8       60.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 05, 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  : 1,229,700:   278,322    323,954    224,538    601,098    521,133  1,103,958  1,069,625:   125,742    160,075
Old  : 1,149,021:   289,230    331,469    178,585    562,002    492,413  1,029,817  1,002,467:   119,204    146,554
Other:    80,679:    34,072     37,465        973     39,096     28,720     74,141     67,158:     6,538     13,521
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :    14,783:     6,525     16,344     15,614     -8,315     -8,900     13,824     23,058:       959     -8,275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       26.3       18.3       48.9       42.4       89.8       87.0:      10.2       13.0
Old  :     100.0:      25.2       28.8       15.5       48.9       42.9       89.6       87.2:      10.4       12.8
Other:     100.0:      42.2       46.4        1.2       48.5       35.6       91.9       83.2:       8.1       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       711:       136        136        158        315        305        541        532:
Old  :       708:       137        146        147        307        295        523        520:
Other:       314:        41         47         10         68        173        115        225:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.9       11.8       17.5       19.1        9.8       10.1       17.2       14.8
Old  :                 10.5       12.0       18.5       19.0       10.5       10.7       18.1       15.5
Other:                 27.8       36.6       43.5       45.5       27.8       36.5       43.5       45.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 05, 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  :     4,125:     1,384         66         61        698      2,724      2,143      2,851:     1,982      1,274
Old  :     4,039:     1,438         66          5        698      2,724      2,141      2,795:     1,898      1,244
Other:        86:         0         54          2          0          0          2         56:        84         30
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :      -265:       -29        -24        -16       -133         60       -178         20:       -87       -285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        1.6        1.5       16.9       66.0       52.0       69.1:      48.0       30.9
Old  :     100.0:      35.6        1.6        0.1       17.3       67.4       53.0       69.2:      47.0       30.8
Other:     100.0:       0.0       62.8        2.3        0.0        0.0        2.3       65.1:      97.7       34.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        11          1          2          7          8         18         11:
Old  :        23:        11          1          2          7          8         18         11:
Other:         1:         0          1          1          0          0          1          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  :                 18.9       57.2       32.0       66.2       18.2       51.6       30.1       59.9
Old  :                 19.3       58.4       32.6       67.6       18.6       52.7       31.3       61.2
Other:                  2.3       65.1        2.3       65.1        0.0       62.8        0.0       62.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 05, 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  :   716,200:   161,468     74,139    137,716    368,024    436,867    667,208    648,722:    48,992     67,478
Old  :   684,319:   162,235     77,029    120,890    354,998    423,053    638,123    620,972:    46,196     63,347
Other:    31,881:    14,365     12,242      1,694     13,026     13,814     29,085     27,750:     2,796      4,131
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :    17,345:       194      5,027     13,553      3,498     -1,349     17,245     17,231:       100        114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       10.4       19.2       51.4       61.0       93.2       90.6:       6.8        9.4
Old  :     100.0:      23.7       11.3       17.7       51.9       61.8       93.2       90.7:       6.8        9.3
Other:     100.0:      45.1       38.4        5.3       40.9       43.3       91.2       87.0:       8.8       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       556:       143        109        158        172        229        405        437:
Old  :       554:       147        114        153        169        224        398        430:
Other:       225:        23         55         13         35        122         66        183:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       16.6       21.2       26.3       11.7       14.5       17.6       20.3
Old  :                 12.8       17.2       21.1       26.9       12.3       15.0       18.5       20.8
Other:                 48.6       23.2       63.9       38.8       47.7       23.2       62.0       37.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 05, 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  :    22,586:    16,357      1,505        120          6      9,517     16,483     11,142:     6,103     11,444
Old  :    20,090:    14,750      1,503        118          6      7,571     14,874      9,192:     5,216     10,898
Other:     2,496:     1,607          2          2          0      1,946      1,609      1,950:       887        546
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :      -427:       311          1       -114          2         -6        199       -119:      -626       -308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.4        6.7        0.5        0.0       42.1       73.0       49.3:      27.0       50.7
Old  :     100.0:      73.4        7.5        0.6        0.0       37.7       74.0       45.8:      26.0       54.2
Other:     100.0:      64.4        0.1        0.1        0.0       78.0       64.5       78.1:      35.5       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         7          3          3          3         16         10         22:
Old  :        25:         6          3          1          3         16          9         20:
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  :                 66.3       29.2       73.0       37.2       66.3       29.2       72.4       37.2
Old  :                 68.9       23.7       74.0       32.5       68.9       23.7       73.4       32.5
Other:                 64.5       74.9       64.5       76.8       64.4       74.9       64.4       76.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 05, 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  :   454,449:   105,904     49,969     84,721    229,775    296,258    420,400    430,948:    34,049     23,501
Old  :   440,362:   110,894     49,718     75,716    220,810    291,980    407,420    417,414:    32,942     22,948
Other:    14,087:     1,653      6,894      2,362      8,965      4,278     12,980     13,534:     1,107        553
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :   -11,513:      -653        -34     -1,488     -9,688    -11,926    -11,829    -13,448:       316      1,935
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       11.0       18.6       50.6       65.2       92.5       94.8:       7.5        5.2
Old  :     100.0:      25.2       11.3       17.2       50.1       66.3       92.5       94.8:       7.5        5.2
Other:     100.0:      11.7       48.9       16.8       63.6       30.4       92.1       96.1:       7.9        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:        93         52         82         95        100        237        202:
Old  :       290:        93         53         81         94         99        235        200:
Other:        51:         9          7         10         21         15         35         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       21.4       22.1       33.1        9.2       17.1       15.5       25.3
Old  :                 13.4       21.9       22.2       33.2        9.1       17.7       15.9       26.1
Other:                 40.2       54.5       63.8       71.0       33.8       54.1       54.2       67.4
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, September 05, 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  : 1,343,057:    83,153    281,445     14,085  1,053,899    901,482  1,151,137  1,197,012:   191,920    146,045
Old  : 1,343,057:    83,153    281,445     14,085  1,053,899    901,482  1,151,137  1,197,012:   191,920    146,045
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :     3,693:    -3,277      4,415    -21,910     27,193     27,997      2,006     10,502:     1,687     -6,809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       21.0        1.0       78.5       67.1       85.7       89.1:      14.3       10.9
Old  :     100.0:       6.2       21.0        1.0       78.5       67.1       85.7       89.1:      14.3       10.9
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  :       209:        22         39         14        109        106        140        150:
Old  :       209:        22         39         14        109        106        140        150:
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  :                 26.2       23.7       40.2       35.4       24.8       20.6       37.6       29.1
Old  :                 26.2       23.7       40.2       35.4       24.8       20.6       37.6       29.1
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, September 05, 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  : 1,548,219:    86,222    464,493     11,083  1,279,191    922,399  1,376,496  1,397,975:   171,723    150,244
Old  : 1,548,219:    86,222    464,493     11,083  1,279,191    922,399  1,376,496  1,397,975:   171,723    150,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :    -2,044:     2,600          2    -13,120     14,835      7,490      4,315     -5,628:    -6,359      3,584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       30.0        0.7       82.6       59.6       88.9       90.3:      11.1        9.7
Old  :     100.0:       5.6       30.0        0.7       82.6       59.6       88.9       90.3:      11.1        9.7
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  :       172:        16         24         15        109         85        134        115:
Old  :       172:        16         24         15        109         85        134        115:
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       39.4       48.3       21.4       32.9       35.0       43.7
Old  :                 22.5       33.4       39.4       48.3       21.4       32.9       35.0       43.7
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, September 05, 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  :   455,533:   109,916     17,166    122,399    178,230    290,420    410,545    429,985:    44,988     25,548
Old  :   449,498:   111,071     17,517    119,471    174,682    287,582    405,224    424,570:    44,274     24,928
Other:     6,035:       893      1,697        880      3,548      2,838      5,321      5,415:       714        620
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :    -5,610:    -4,736      1,745      3,808     -4,841     -8,140     -5,769     -2,587:       159     -3,023
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        3.8       26.9       39.1       63.8       90.1       94.4:       9.9        5.6
Old  :     100.0:      24.7        3.9       26.6       38.9       64.0       90.2       94.5:       9.8        5.5
Other:     100.0:      14.8       28.1       14.6       58.8       47.0       88.2       89.7:      11.8       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        94         34         78        108        106        237        197:
Old  :       279:        98         34         78        108        106        237        197:
Other:        54:        16          9         10         22         13         45         26:
     :----------------------------------------------------------------------------------------------------
     :             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       30.3       21.5       43.0        9.8       28.2       16.9       37.1
Old  :                 12.6       30.5       21.7       43.1        9.8       28.7       17.0       37.7
Other:                 35.4       45.3       56.7       67.9       34.1       36.4       49.6       53.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 05, 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  :    11,998:     5,301        732        104      4,011     10,506      9,416     11,342:     2,582        656
Old  :    11,720:     5,301        732        104      3,737     10,253      9,142     11,089:     2,578        631
Other:       278:         0          0          0        274        253        274        253:         4         25
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :     1,371:       809         47        -19        318      1,300      1,108      1,328:       263         43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.2        6.1        0.9       33.4       87.6       78.5       94.5:      21.5        5.5
Old  :     100.0:      45.2        6.2        0.9       31.9       87.5       78.0       94.6:      22.0        5.4
Other:     100.0:       0.0        0.0        0.0       98.6       91.0       98.6       91.0:       1.4        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        26          6          5         16         19         46         27:
Old  :        63:        26          6          5         16         19         46         27:
Other:         2:         0          0          0          1          1          1          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  :                 30.0       62.7       42.5       77.0       30.0       59.5       42.1       72.0
Old  :                 28.4       62.0       41.2       76.7       28.4       58.7       40.8       71.6
Other:                 98.6       91.0       98.6       91.0       98.6       91.0       98.6       91.0
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders - Futures Only, September 05, 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  : 3,661,941:   341,198  1,559,088     52,224  3,013,032  1,898,500  3,406,454  3,509,812:   255,487    152,129
Old  : 3,661,941:   341,198  1,559,088     52,224  3,013,032  1,898,500  3,406,454  3,509,812:   255,487    152,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :   -96,232:   -32,019     16,015    -52,812       -626    -54,794    -85,457    -91,591:   -10,775     -4,641
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       42.6        1.4       82.3       51.8       93.0       95.8:       7.0        4.2
Old  :     100.0:       9.3       42.6        1.4       82.3       51.8       93.0       95.8:       7.0        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  :       429:        89         48         31        234        166        339        229:
Old  :       429:        89         48         31        234        166        339        229:
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  :                 29.2       35.6       37.6       54.1       27.2       35.5       34.7       54.0
Old  :                 29.2       35.6       37.6       54.1       27.2       35.5       34.7       54.0
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, September 05, 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  : 4,718,782:   454,880  1,246,415    108,945  3,738,091  2,967,406  4,301,916  4,322,766:   416,866    396,016
Old  : 4,718,782:   454,880  1,246,415    108,945  3,738,091  2,967,406  4,301,916  4,322,766:   416,866    396,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :  -106,462:    29,457     15,439     -5,494   -100,314   -106,810    -76,351    -96,865:   -30,111     -9,597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       26.4        2.3       79.2       62.9       91.2       91.6:       8.8        8.4
Old  :     100.0:       9.6       26.4        2.3       79.2       62.9       91.2       91.6:       8.8        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  :       412:        62         73         43        211        182        295        277:
Old  :       412:        62         73         43        211        182        295        277:
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  :                 28.1       19.4       40.8       31.5       26.1       18.2       35.6       28.5
Old  :                 28.1       19.4       40.8       31.5       26.1       18.2       35.6       28.5
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, September 05, 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  : 1,772,231:   206,129    383,177     26,105  1,360,518  1,091,641  1,592,752  1,500,923:   179,479    271,308
Old  : 1,772,231:   206,129    383,177     26,105  1,360,518  1,091,641  1,592,752  1,500,923:   179,479    271,308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :   -80,513:    20,943     13,499    -38,485    -62,827    -51,922    -80,369    -76,908:      -144     -3,605
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       21.6        1.5       76.8       61.6       89.9       84.7:      10.1       15.3
Old  :     100.0:      11.6       21.6        1.5       76.8       61.6       89.9       84.7:      10.1       15.3
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  :       177:        19         25         13         95        102        120        134:
Old  :       177:        19         25         13         95        102        120        134:
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  :                 34.1       29.1       47.1       39.7       33.6       25.2       43.6       34.6
Old  :                 34.1       29.1       47.1       39.7       33.6       25.2       43.6       34.6
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, September 05, 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  :     7,177:     2,338      1,700      3,864         59          0      6,261      5,564:       916      1,613
Old  :     7,177:     2,338      1,700      3,864         59          0      6,261      5,564:       916      1,613
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :       855:      -403         49      1,368       -131       -525        834        892:        21        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       23.7       53.8        0.8        0.0       87.2       77.5:      12.8       22.5
Old  :     100.0:      32.6       23.7       53.8        0.8        0.0       87.2       77.5:      12.8       22.5
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  :        25:         6         17          2          1          0          8         19:
Old  :        25:         6         17          2          1          0          8         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  :                 84.5       68.8       87.2       72.3       31.6       16.9       33.4       19.8
Old  :                 84.5       68.8       87.2       72.3       31.6       16.9       33.4       19.8
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, September 05, 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  : 5,415,832:   424,157  1,480,425     51,759  4,525,006  3,555,593  5,000,922  5,087,777:   414,910    328,055
Old  : 5,415,832:   424,157  1,480,425     51,759  4,525,006  3,555,593  5,000,922  5,087,777:   414,910    328,055
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :    34,095:    34,844     86,489    -21,934     56,735    -25,840     69,645     38,715:   -35,550     -4,620
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       27.3        1.0       83.6       65.7       92.3       93.9:       7.7        6.1
Old  :     100.0:       7.8       27.3        1.0       83.6       65.7       92.3       93.9:       7.7        6.1
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  :       398:        67         58         28        201        185        283        256:
Old  :       398:        67         58         28        201        185        283        256:
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       23.8       35.5       35.6       24.0       23.7       30.8       34.4
Old  :                 25.9       23.8       35.5       35.6       24.0       23.7       30.8       34.4
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, September 05, 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  : 1,352,672:    96,359    243,249    246,634    980,022    819,922  1,323,015  1,309,805:    29,657     42,867
Old  : 1,352,672:    96,359    243,249    246,634    980,022    819,922  1,323,015  1,309,805:    29,657     42,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :  -336,253:    24,822    -77,597   -103,734   -250,738   -151,574   -329,650   -332,905:    -6,603     -3,348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       18.0       18.2       72.5       60.6       97.8       96.8:       2.2        3.2
Old  :     100.0:       7.1       18.0       18.2       72.5       60.6       97.8       96.8:       2.2        3.2
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  :       137:        23         25         41         74         77        118        127:
Old  :       137:        23         25         41         74         77        118        127:
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  :                 23.9       24.6       40.7       36.7       15.6       18.7       24.6       28.6
Old  :                 23.9       24.6       40.7       36.7       15.6       18.7       24.6       28.6
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, September 05, 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  :    93,933:    22,245     33,969      3,233     53,865     43,642     79,343     80,844:    14,590     13,089
Old  :    93,933:    22,245     33,969      3,233     53,865     43,642     79,343     80,844:    14,590     13,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :    -3,027:    -2,980     -1,256        743     -1,072     -3,117     -3,309     -3,630:       282        603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       36.2        3.4       57.3       46.5       84.5       86.1:      15.5       13.9
Old  :     100.0:      23.7       36.2        3.4       57.3       46.5       84.5       86.1:      15.5       13.9
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  :        89:        26         17         10         30         27         60         50:
Old  :        89:        26         17         10         30         27         60         50:
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  :                 39.3       42.5       50.4       59.9       39.3       42.3       50.4       59.3
Old  :                 39.3       42.5       50.4       59.9       39.3       42.3       50.4       59.3
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, September 05, 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  :    93,933:    22,245     33,969      3,233     53,865     43,642     79,343     80,844:    14,590     13,089
Old  :    93,933:    22,245     33,969      3,233     53,865     43,642     79,343     80,844:    14,590     13,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :    -3,027:    -2,980     -1,256        743     -1,072     -3,117     -3,309     -3,630:       282        603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       36.2        3.4       57.3       46.5       84.5       86.1:      15.5       13.9
Old  :     100.0:      23.7       36.2        3.4       57.3       46.5       84.5       86.1:      15.5       13.9
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  :        89:        26         17         10         30         27         60         50:
Old  :        89:        26         17         10         30         27         60         50:
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  :                 39.3       42.5       50.4       59.9       39.3       42.3       50.4       59.3
Old  :                 39.3       42.5       50.4       59.9       39.3       42.3       50.4       59.3
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, September 05, 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  :    42,486:       380      3,470          0     39,751     37,937     40,131     41,407:     2,355      1,079
Old  :    42,486:       380      3,470          0     39,751     37,937     40,131     41,407:     2,355      1,079
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :       558:        30        734          0         71       -206        101        528:       457         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        8.2        0.0       93.6       89.3       94.5       97.5:       5.5        2.5
Old  :     100.0:       0.9        8.2        0.0       93.6       89.3       94.5       97.5:       5.5        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          5          0         27         11         28         16:
Old  :        40:         1          5          0         27         11         28         16:
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  :                 39.6       72.0       63.0       89.2       37.1       72.0       59.9       88.0
Old  :                 39.6       72.0       63.0       89.2       37.1       72.0       59.9       88.0
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, September 05, 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  :    62,372:    12,140     18,731        932     49,022     42,599     62,094     62,262:       278        110
Old  :    62,372:    12,140     18,731        932     49,022     42,599     62,094     62,262:       278        110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :       995:       983        934        -43         65        108      1,005        999:       -10         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       30.0        1.5       78.6       68.3       99.6       99.8:       0.4        0.2
Old  :     100.0:      19.5       30.0        1.5       78.6       68.3       99.6       99.8:       0.4        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  :        40:        21         11          6          7          2         31         16:
Old  :        40:        21         11          6          7          2         31         16:
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  :                 83.9       87.9       90.9       98.1       83.8       87.9       90.4       97.2
Old  :                 83.9       87.9       90.9       98.1       83.8       87.9       90.4       97.2
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, September 05, 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  :    74,367:    21,585     19,338     52,779          0      2,226     74,364     74,343:         3         24
Old  :    74,367:    21,585     19,338     52,779          0      2,226     74,364     74,343:         3         24
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :      -252:      -252       -252          0          0          0       -252       -252:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       26.0       71.0        0.0        3.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      29.0       26.0       71.0        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  :                 77.3       95.2       94.2       99.4       19.5       27.2       28.8       28.6
Old  :                 77.3       95.2       94.2       99.4       19.5       27.2       28.8       28.6
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, September 05, 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  :    21,734:    18,153     11,254      3,581          0      6,837     21,734     21,672:         0         62
Old  :    21,734:    18,153     11,254      3,581          0      6,837     21,734     21,672:         0         62
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2023                      :
     :      -458:      -501         -5         43          0       -496       -458       -458:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.5       51.8       16.5        0.0       31.5      100.0       99.7:       0.0        0.3
Old  :     100.0:      83.5       51.8       16.5        0.0       31.5      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:         8         15          3          0          2          9         19:
Old  :        25:         8         15          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  :                 79.8       62.8       99.3       81.3       69.2       56.8       83.5       72.2
Old  :                 79.8       62.8       99.3       81.3       69.2       56.8       83.5       72.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 8, 2023