WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, November 14, 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  :   436,959:   128,375    187,413    131,427    140,853     82,054    400,655    400,894:    36,304     36,065
Old  :   355,846:   144,023    174,158     85,203     94,383     67,790    323,609    327,151:    32,237     28,695
Other:    81,113:    21,174     50,077      9,402     46,470     14,264     77,046     73,743:     4,067      7,370
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :   -16,353:    -4,577     -5,150    -10,758     -1,303        452    -16,638    -15,456:       285       -897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       42.9       30.1       32.2       18.8       91.7       91.7:       8.3        8.3
Old  :     100.0:      40.5       48.9       23.9       26.5       19.1       90.9       91.9:       9.1        8.1
Other:     100.0:      26.1       61.7       11.6       57.3       17.6       95.0       90.9:       5.0        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       363:       105        115        115        102         95        276        272:
Old  :       355:       117        104        100         94         83        257        249:
Other:       185:        32         58         30         52         61        106        129:
     :----------------------------------------------------------------------------------------------------
     :             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       13.4       21.9       23.1        9.3        9.9       15.7       17.6
Old  :                 14.6       14.8       22.9       25.6        8.7       11.8       15.5       20.9
Other:                 35.1       26.2       50.4       41.0       35.0       24.6       50.4       36.3
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, November 14, 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  :   227,923:    53,906     82,268     62,248     92,195     63,436    208,349    207,952:    19,574     19,971
Old  :   193,648:    60,935     82,735     44,382     71,676     49,724    176,993    176,841:    16,655     16,807
Other:    34,275:     9,452     16,014      1,385     20,519     13,712     31,356     31,111:     2,919      3,164
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :       225:       516      1,048     -2,388      1,843      3,771        -29      2,431:       254     -2,206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       36.1       27.3       40.5       27.8       91.4       91.2:       8.6        8.8
Old  :     100.0:      31.5       42.7       22.9       37.0       25.7       91.4       91.3:       8.6        8.7
Other:     100.0:      27.6       46.7        4.0       59.9       40.0       91.5       90.8:       8.5        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        60         61         61         62         68        151        165:
Old  :       211:        63         59         54         61         62        145        155:
Other:       120:        25         30         17         38         42         76         77:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       20.4       30.2       32.2       12.6       15.1       20.9       24.0
Old  :                 18.1       23.6       30.8       36.6       15.5       17.1       25.5       27.5
Other:                 41.1       36.4       54.8       52.0       40.5       35.5       54.2       47.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, November 14, 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  : 1,448,933:   280,425    389,625    330,824    681,380    548,295  1,292,629  1,268,744:   156,304    180,189
Old  : 1,303,572:   298,244    391,520    251,774    606,022    504,969  1,156,040  1,148,263:   147,532    155,309
Other:   145,361:    55,720     71,644      5,511     75,358     43,326    136,589    120,481:     8,772     24,880
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :    12,808:     8,848     12,007     -9,605      8,074      3,086      7,317      5,488:     5,491      7,320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       26.9       22.8       47.0       37.8       89.2       87.6:      10.8       12.4
Old  :     100.0:      22.9       30.0       19.3       46.5       38.7       88.7       88.1:      11.3       11.9
Other:     100.0:      38.3       49.3        3.8       51.8       29.8       94.0       82.9:       6.0       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       711:       133        141        173        327        322        563        560:
Old  :       704:       135        146        163        322        307        550        538:
Other:       365:        42         60         17         79        207        131        275:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.2       10.4       14.7       17.1        7.7        8.0       13.6       12.4
Old  :                  9.0       10.4       15.8       17.0        8.3        9.1       14.8       13.5
Other:                 22.6       30.0       39.5       38.9       22.6       30.0       39.3       38.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, November 14, 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  :     4,946:       531        553         87      2,443      2,812      3,061      3,452:     1,885      1,494
Old  :     4,823:       573        553         37      2,419      2,777      3,029      3,367:     1,794      1,456
Other:       123:         0         42          8         24         35         32         85:        91         38
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       11.2        1.8       49.4       56.9       61.9       69.8:      38.1       30.2
Old  :     100.0:      11.9       11.5        0.8       50.2       57.6       62.8       69.8:      37.2       30.2
Other:     100.0:       0.0       34.1        6.5       19.5       28.5       26.0       69.1:      74.0       30.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          5          1         10          8         14         14:
Old  :        21:         4          5          1         10          8         14         14:
Other:         3:         0          1          1          2          2          3          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 36.2       48.9       50.4       60.6       15.3       30.2       25.1       38.9
Old  :                 36.4       49.4       51.0       61.4       15.9       30.5       26.3       39.3
Other:                 26.0       69.1       26.0       69.1       11.4       54.5       11.4       54.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, November 14, 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  :   738,268:   160,458     73,781    144,943    380,773    450,268    686,174    668,992:    52,094     69,276
Old  :   665,952:   158,557     63,759    121,485    338,252    419,924    618,294    605,168:    47,658     60,784
Other:    72,316:    20,580     28,701      4,779     42,521     30,344     67,880     63,824:     4,436      8,492
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :    15,320:    20,474     -2,646     -1,456     -4,315     15,857     14,703     11,755:       617      3,565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       10.0       19.6       51.6       61.0       92.9       90.6:       7.1        9.4
Old  :     100.0:      23.8        9.6       18.2       50.8       63.1       92.8       90.9:       7.2        9.1
Other:     100.0:      28.5       39.7        6.6       58.8       42.0       93.9       88.3:       6.1       11.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       552:       137        118        146        183        250        405        444:
Old  :       544:       136        120        137        174        242        388        428:
Other:       285:        47         54         27         61        153        120        223:
     :----------------------------------------------------------------------------------------------------
     :             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       11.8       21.5       20.4        9.5       10.5       16.0       17.8
Old  :                 13.7       12.9       22.8       22.2       11.7       11.5       18.8       19.3
Other:                 24.1       37.7       42.4       49.0       23.4       37.5       40.0       46.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, November 14, 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  :   521,923:   111,193     90,336    132,864    243,793    271,304    487,850    494,504:    34,073     27,419
Old  :   479,501:   128,069     94,390    101,075    218,409    257,965    447,553    453,430:    31,948     26,071
Other:    42,422:     7,219     20,041      7,694     25,384     13,339     40,297     41,074:     2,125      1,348
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :    13,243:     5,178       -656      2,363      3,489     10,891     11,030     12,598:     2,213        645
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       17.3       25.5       46.7       52.0       93.5       94.7:       6.5        5.3
Old  :     100.0:      26.7       19.7       21.1       45.5       53.8       93.3       94.6:       6.7        5.4
Other:     100.0:      17.0       47.2       18.1       59.8       31.4       95.0       96.8:       5.0        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:        98         67        106        105         88        260        226:
Old  :       311:        98         71        103        104         86        256        223:
Other:        94:        20         20         13         41         20         68         48:
     :----------------------------------------------------------------------------------------------------
     :             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       18.5       18.9       28.4        8.8       17.6       14.5       25.0
Old  :                  9.8       18.9       18.2       29.6        8.2       18.1       15.1       25.9
Other:                 36.1       47.0       53.6       71.3       29.8       42.9       45.4       61.6
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, November 14, 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  : 1,354,137:   109,797    238,536     18,770  1,019,283    954,529  1,147,850  1,211,835:   206,287    142,302
Old  : 1,354,137:   109,797    238,536     18,770  1,019,283    954,529  1,147,850  1,211,835:   206,287    142,302
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :    -7,875:     1,697       -362     -8,170    -14,240     -2,987    -20,713    -11,519:    12,838      3,644
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       17.6        1.4       75.3       70.5       84.8       89.5:      15.2       10.5
Old  :     100.0:       8.1       17.6        1.4       75.3       70.5       84.8       89.5:      15.2       10.5
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  :       208:        24         37         28        103        108        145        155:
Old  :       208:        24         37         28        103        108        145        155:
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       19.2       40.0       33.9       26.6       16.8       38.2       27.7
Old  :                 28.1       19.2       40.0       33.9       26.6       16.8       38.2       27.7
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, November 14, 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  : 1,584,880:    89,069    414,830     16,560  1,306,531  1,008,677  1,412,160  1,440,067:   172,720    144,813
Old  : 1,584,880:    89,069    414,830     16,560  1,306,531  1,008,677  1,412,160  1,440,067:   172,720    144,813
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :    11,897:    -6,791     -6,395      7,920     10,385      6,116     11,514      7,641:       383      4,256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       26.2        1.0       82.4       63.6       89.1       90.9:      10.9        9.1
Old  :     100.0:       5.6       26.2        1.0       82.4       63.6       89.1       90.9:      10.9        9.1
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  :       176:        16         25         12        107         95        129        126:
Old  :       176:        16         25         12        107         95        129        126:
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  :                 23.3       36.4       39.9       49.5       22.4       35.1       35.3       44.8
Old  :                 23.3       36.4       39.9       49.5       22.4       35.1       35.3       44.8
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, November 14, 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  :   547,353:   165,856     30,273    138,559    189,857    345,628    494,272    514,460:    53,081     32,893
Old  :   521,264:   164,938     33,098    125,146    180,433    332,704    470,517    490,948:    50,747     30,316
Other:    26,089:    10,120      6,377      4,211      9,424     12,924     23,755     23,512:     2,334      2,577
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :    16,737:    14,796        438      6,921     -5,313      8,705     16,404     16,064:       333        673
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        5.5       25.3       34.7       63.1       90.3       94.0:       9.7        6.0
Old  :     100.0:      31.6        6.3       24.0       34.6       63.8       90.3       94.2:       9.7        5.8
Other:     100.0:      38.8       24.4       16.1       36.1       49.5       91.1       90.1:       8.9        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       315:       113         42         95        117        121        271        230:
Old  :       313:       113         45         95        116        120        269        229:
Other:        91:        27         15         12         29         29         61         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.4       31.5       18.4       44.0        8.3       28.5       15.3       37.7
Old  :                 10.9       33.0       19.2       44.5        8.7       30.8       15.9       39.1
Other:                 39.3       40.4       57.1       56.0       39.1       39.7       50.8       52.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, November 14, 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  :    10,452:     3,454        581        210      4,584      9,024      8,248      9,815:     2,204        637
Old  :     9,811:     3,452        581        210      3,970      8,426      7,632      9,217:     2,179        594
Other:       641:         2          0          0        614        598        616        598:        25         43
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :      -642:       604       -544        -75     -1,467        330       -938       -289:       296       -353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        5.6        2.0       43.9       86.3       78.9       93.9:      21.1        6.1
Old  :     100.0:      35.2        5.9        2.1       40.5       85.9       77.8       93.9:      22.2        6.1
Other:     100.0:       0.3        0.0        0.0       95.8       93.3       96.1       93.3:       3.9        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        22          3          6         17         17         43         25:
Old  :        55:        22          3          6         17         17         43         25:
Other:         4:         1          0          0          1          2          2          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.9       63.9       47.9       78.2       34.9       60.2       47.2       74.1
Old  :                 30.9       62.0       44.8       77.2       30.9       58.0       44.0       72.9
Other:                 96.1       93.3       96.1       93.3       96.1       93.3       96.1       93.3
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders - Futures Only, November 14, 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  : 4,208,593:   435,839  1,823,933     76,498  3,432,176  2,175,820  3,944,513  4,076,251:   264,080    132,342
Old  : 4,208,593:   435,839  1,823,933     76,498  3,432,176  2,175,820  3,944,513  4,076,251:   264,080    132,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :    50,652:    -1,609    -67,221     29,103     28,141     97,931     55,635     59,813:    -4,983     -9,161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       43.3        1.8       81.6       51.7       93.7       96.9:       6.3        3.1
Old  :     100.0:      10.4       43.3        1.8       81.6       51.7       93.7       96.9:       6.3        3.1
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  :       461:       106         54         43        246        171        373        247:
Old  :       461:       106         54         43        246        171        373        247:
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  :                 25.2       36.0       34.1       54.2       23.7       35.7       31.9       53.6
Old  :                 25.2       36.0       34.1       54.2       23.7       35.7       31.9       53.6
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, November 14, 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  : 4,743,217:   514,109  1,175,875    108,942  3,684,382  3,088,727  4,307,433  4,373,544:   435,784    369,673
Old  : 4,743,217:   514,109  1,175,875    108,942  3,684,382  3,088,727  4,307,433  4,373,544:   435,784    369,673
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :   116,981:    12,673     69,940     13,244    104,146     24,020    130,063    107,204:   -13,082      9,777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       24.8        2.3       77.7       65.1       90.8       92.2:       9.2        7.8
Old  :     100.0:      10.8       24.8        2.3       77.7       65.1       90.8       92.2:       9.2        7.8
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  :       435:        69         75         51        224        195        324        290:
Old  :       435:        69         75         51        224        195        324        290:
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  :                 24.0       21.5       35.3       30.5       21.9       18.8       29.2       27.2
Old  :                 24.0       21.5       35.3       30.5       21.9       18.8       29.2       27.2
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, November 14, 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  : 2,042,924:   195,468    460,904     36,470  1,597,398  1,283,330  1,829,336  1,780,704:   213,588    262,220
Old  : 2,042,924:   195,468    460,904     36,470  1,597,398  1,283,330  1,829,336  1,780,704:   213,588    262,220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :    31,123:    10,334     11,590     -2,867     17,753     22,907     25,220     31,630:     5,903       -507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       22.6        1.8       78.2       62.8       89.5       87.2:      10.5       12.8
Old  :     100.0:       9.6       22.6        1.8       78.2       62.8       89.5       87.2:      10.5       12.8
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  :       187:        18         27         20         98        106        128        141:
Old  :       187:        18         27         20         98        106        128        141:
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  :                 34.5       26.8       47.6       35.4       34.1       23.0       43.7       29.7
Old  :                 34.5       26.8       47.6       35.4       34.1       23.0       43.7       29.7
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, November 14, 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  :     5,891:     1,345      1,533      3,281        108          0      4,734      4,814:     1,157      1,077
Old  :     5,891:     1,345      1,533      3,281        108          0      4,734      4,814:     1,157      1,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :      -128:       548       -232        257     -1,106          0       -301         25:       173       -153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       26.0       55.7        1.8        0.0       80.4       81.7:      19.6       18.3
Old  :     100.0:      22.8       26.0       55.7        1.8        0.0       80.4       81.7:      19.6       18.3
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  :        21:        10          9          3          1          0         12         12:
Old  :        21:        10          9          3          1          0         12         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  :                 72.6       76.1       78.1       79.7       18.7       22.4       23.2       25.5
Old  :                 72.6       76.1       78.1       79.7       18.7       22.4       23.2       25.5
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, November 14, 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  : 6,084,468:   448,867  1,865,107    140,835  5,057,978  3,766,695  5,647,680  5,772,637:   436,788    311,831
Old  : 6,084,468:   448,867  1,865,107    140,835  5,057,978  3,766,695  5,647,680  5,772,637:   436,788    311,831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :    64,634:    15,296      8,152     20,734      5,388     48,527     41,418     77,413:    23,216    -12,779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       30.7        2.3       83.1       61.9       92.8       94.9:       7.2        5.1
Old  :     100.0:       7.4       30.7        2.3       83.1       61.9       92.8       94.9:       7.2        5.1
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:        61         57         41        219        187        304        261:
Old  :       398:        61         57         41        219        187        304        261:
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  :                 23.3       25.7       33.5       37.5       21.2       25.1       29.4       35.4
Old  :                 23.3       25.7       33.5       37.5       21.2       25.1       29.4       35.4
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, November 14, 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  : 1,766,824:   142,411    292,532    243,974  1,346,353  1,173,636  1,732,738  1,710,142:    34,086     56,682
Old  : 1,766,824:   142,411    292,532    243,974  1,346,353  1,173,636  1,732,738  1,710,142:    34,086     56,682
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :    36,617:   -38,207     32,867    -34,525    107,327     36,915     34,595     35,257:     2,022      1,360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       16.6       13.8       76.2       66.4       98.1       96.8:       1.9        3.2
Old  :     100.0:       8.1       16.6       13.8       76.2       66.4       98.1       96.8:       1.9        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  :       156:        25         35         48         76         87        130        145:
Old  :       156:        25         35         48         76         87        130        145:
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  :                 26.9       24.6       43.9       36.0       19.7       18.6       29.4       24.7
Old  :                 26.9       24.6       43.9       36.0       19.7       18.6       29.4       24.7
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, November 14, 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  :   101,030:    20,914     57,427      1,940     67,381     25,585     90,235     84,952:    10,795     16,078
Old  :   101,030:    20,914     57,427      1,940     67,381     25,585     90,235     84,952:    10,795     16,078
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :    -2,276:    -1,816     -2,379        864     -1,358       -595     -2,310     -2,110:        34       -166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       56.8        1.9       66.7       25.3       89.3       84.1:      10.7       15.9
Old  :     100.0:      20.7       56.8        1.9       66.7       25.3       89.3       84.1:      10.7       15.9
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  :       103:        20         34         12         31         27         59         65:
Old  :       103:        20         34         12         31         27         59         65:
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  :                 41.1       42.1       55.3       56.1       40.4       42.1       54.6       56.1
Old  :                 41.1       42.1       55.3       56.1       40.4       42.1       54.6       56.1
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, November 14, 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  :   101,030:    20,914     57,427      1,940     67,381     25,585     90,235     84,952:    10,795     16,078
Old  :   101,030:    20,914     57,427      1,940     67,381     25,585     90,235     84,952:    10,795     16,078
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :    -2,276:    -1,816     -2,379        864     -1,358       -595     -2,310     -2,110:        34       -166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       56.8        1.9       66.7       25.3       89.3       84.1:      10.7       15.9
Old  :     100.0:      20.7       56.8        1.9       66.7       25.3       89.3       84.1:      10.7       15.9
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  :       103:        20         34         12         31         27         59         65:
Old  :       103:        20         34         12         31         27         59         65:
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  :                 41.1       42.1       55.3       56.1       40.4       42.1       54.6       56.1
Old  :                 41.1       42.1       55.3       56.1       40.4       42.1       54.6       56.1
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, November 14, 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  :    43,952:       416      3,505          0     39,358     39,165     39,774     42,670:     4,178      1,282
Old  :    43,952:       416      3,505          0     39,358     39,165     39,774     42,670:     4,178      1,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :     3,264:       -45        718          0      1,263      2,493      1,218      3,211:     2,046         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        8.0        0.0       89.5       89.1       90.5       97.1:       9.5        2.9
Old  :     100.0:       0.9        8.0        0.0       89.5       89.1       90.5       97.1:       9.5        2.9
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  :        43:         1          4          0         25         17         26         21:
Old  :        43:         1          4          0         25         17         26         21:
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  :                 34.0       52.1       56.6       74.8       32.6       49.8       52.6       69.6
Old  :                 34.0       52.1       56.6       74.8       32.6       49.8       52.6       69.6
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, November 14, 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  :    64,335:    12,016     18,350        652     51,398     45,301     64,066     64,303:       269         32
Old  :    64,335:    12,016     18,350        652     51,398     45,301     64,066     64,303:       269         32
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :       -41:      -306       -134         92        170          0        -44        -42:         3          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       28.5        1.0       79.9       70.4       99.6      100.0:       0.4        0.0
Old  :     100.0:      18.7       28.5        1.0       79.9       70.4       99.6      100.0:       0.4        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  :        39:        19         13          5          6          2         27         18:
Old  :        39:        19         13          5          6          2         27         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  :                 84.4       89.6       91.9       98.3       84.4       89.6       91.6       97.8
Old  :                 84.4       89.6       91.9       98.3       84.4       89.6       91.6       97.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                          Code-342603
Commitments of Traders - Futures Only, November 14, 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  :    18,311:    17,000     12,177      1,311          0      4,800     18,311     18,288:         0         23
Old  :    18,311:    17,000     12,177      1,311          0      4,800     18,311     18,288:         0         23
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :       250:       344        344        -94          0          0        250        250:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      92.8       66.5        7.2        0.0       26.2      100.0       99.9:       0.0        0.1
Old  :     100.0:      92.8       66.5        7.2        0.0       26.2      100.0       99.9:       0.0        0.1
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  :        20:         6         13          3          0          1          7         16:
Old  :        20:         6         13          3          0          1          7         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  :                 95.7       62.3      100.0       91.8       90.7       58.3       92.8       87.5
Old  :                 95.7       62.3      100.0       91.8       90.7       58.3       92.8       87.5
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, November 14, 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  :    68,148:    17,148     16,061     51,000          0      1,067     68,148     68,128:         0         20
Old  :    68,148:    17,148     16,061     51,000          0      1,067     68,148     68,128:         0         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :       230:       230        230          0          0          0        230        230:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       23.6       74.8        0.0        1.6      100.0      100.0:       0.0        0.0
Old  :     100.0:      25.2       23.6       74.8        0.0        1.6      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  :        24:        12         11          4          0          1         14         14:
Old  :        24:        12         11          4          0          1         14         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  :                 78.6       96.7       93.3       99.4       15.4       24.0       23.7       24.9
Old  :                 78.6       96.7       93.3       99.4       15.4       24.0       23.7       24.9
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, November 14, 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  :    31,047:    26,955     19,625      4,092          0      7,269     31,047     30,986:         0         61
Old  :    31,047:    26,955     19,625      4,092          0      7,269     31,047     30,986:         0         61
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2023                     :
     :     1,973:     1,973      1,404          0          0        569      1,973      1,973:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.8       63.2       13.2        0.0       23.4      100.0       99.8:       0.0        0.2
Old  :     100.0:      86.8       63.2       13.2        0.0       23.4      100.0       99.8:       0.0        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  :        25:         8         16          3          0          1         10         18:
Old  :        25:         8         16          3          0          1         10         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  :                 72.1       68.8       98.8       85.6       71.7       60.1       86.8       75.0
Old  :                 72.1       68.8       98.8       85.6       71.7       60.1       86.8       75.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 17, 2023