WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, November 21, 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  :   446,260:   129,115    206,646    125,494    153,562     77,407    408,171    409,547:    38,089     36,713
Old  :   361,845:   145,465    192,908     78,218    104,867     61,977    328,550    333,103:    33,295     28,742
Other:    84,415:    21,521     51,609      9,405     48,695     15,430     79,621     76,444:     4,794      7,971
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :     9,301:       740     19,233     -5,933     12,709     -4,647      7,516      8,653:     1,785        648
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       46.3       28.1       34.4       17.3       91.5       91.8:       8.5        8.2
Old  :     100.0:      40.2       53.3       21.6       29.0       17.1       90.8       92.1:       9.2        7.9
Other:     100.0:      25.5       61.1       11.1       57.7       18.3       94.3       90.6:       5.7        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       366:       105        115        111        104         87        279        263:
Old  :       355:       116        101         98         98         73        261        237:
Other:       181:        30         57         30         53         57        109        122:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       13.1       20.1       23.5        9.2       11.4       15.7       19.8
Old  :                 13.1       15.3       21.6       26.4        9.3       13.3       16.2       23.3
Other:                 33.1       25.2       48.0       38.7       33.0       23.7       47.9       35.4
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, November 21, 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  :   225,369:    54,558     90,835     56,005     94,322     56,350    204,885    203,190:    20,484     22,179
Old  :   188,825:    60,925     89,511     38,150     72,927     42,727    172,002    170,388:    16,823     18,437
Other:    36,544:     8,017     15,708      3,471     21,395     13,623     32,883     32,802:     3,661      3,742
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :    -2,554:       652      8,567     -6,243      2,127     -7,086     -3,464     -4,762:       910      2,208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       40.3       24.9       41.9       25.0       90.9       90.2:       9.1        9.8
Old  :     100.0:      32.3       47.4       20.2       38.6       22.6       91.1       90.2:       8.9        9.8
Other:     100.0:      21.9       43.0        9.5       58.5       37.3       90.0       89.8:      10.0       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        61         60         59         68         67        158        162:
Old  :       211:        61         60         55         66         57        151        150:
Other:       127:        23         31         20         44         43         83         80:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.3       18.1       29.8       29.7       12.5       14.8       20.5       24.7
Old  :                 17.8       20.2       30.6       33.0       15.1       17.2       24.6       28.5
Other:                 38.0       33.0       51.4       49.4       33.4       31.1       46.8       43.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, November 21, 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  : 1,431,159:   282,624    406,630    315,227    675,854    532,631  1,273,705  1,254,488:   157,454    176,671
Old  : 1,276,626:   301,185    406,922    230,128    597,223    488,209  1,128,536  1,125,259:   148,090    151,367
Other:   154,533:    59,985     78,254      6,553     78,631     44,422    145,169    129,229:     9,364     25,304
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :   -17,774:     2,199     17,005    -15,597     -5,526    -15,664    -18,924    -14,256:     1,150     -3,518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       28.4       22.0       47.2       37.2       89.0       87.7:      11.0       12.3
Old  :     100.0:      23.6       31.9       18.0       46.8       38.2       88.4       88.1:      11.6       11.9
Other:     100.0:      38.8       50.6        4.2       50.9       28.7       93.9       83.6:       6.1       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       714:       134        137        171        331        323        564        566:
Old  :       707:       136        149        153        327        307        544        543:
Other:       378:        52         58         19         80        211        141        280:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.6       10.6       15.5       17.3        7.7        8.4       13.8       12.7
Old  :                  9.5       10.6       17.1       17.3        8.6        9.3       15.3       14.3
Other:                 21.7       31.1       37.1       39.8       21.7       31.0       36.6       39.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, November 21, 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  :     4,940:       494        522        125      2,642      2,798      3,261      3,445:     1,679      1,495
Old  :     4,817:       536        522         75      2,618      2,763      3,229      3,360:     1,588      1,457
Other:       123:         0         42          8         24         35         32         85:        91         38
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :        -6:       -37        -31         38        199        -14        200         -7:      -206          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       10.6        2.5       53.5       56.6       66.0       69.7:      34.0       30.3
Old  :     100.0:      11.1       10.8        1.6       54.3       57.4       67.0       69.8:      33.0       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  :        22:         4          5          1         10          8         14         14:
Old  :        22:         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  :                 42.7       49.5       57.4       62.3       18.6       27.6       28.0       35.8
Old  :                 43.3       50.0       58.2       62.7       18.8       27.8       29.3       36.2
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 21, 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  :   745,196:   150,568     76,762    152,991    391,254    445,031    694,813    674,784:    50,383     70,412
Old  :   669,074:   149,642     64,766    127,968    345,528    415,036    623,138    607,770:    45,936     61,304
Other:    76,122:    20,556     31,626      5,393     45,726     29,995     71,675     67,014:     4,447      9,108
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :     6,928:    -9,890      2,981      8,048     10,481     -5,237      8,639      5,792:    -1,711      1,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       10.3       20.5       52.5       59.7       93.2       90.6:       6.8        9.4
Old  :     100.0:      22.4        9.7       19.1       51.6       62.0       93.1       90.8:       6.9        9.2
Other:     100.0:      27.0       41.5        7.1       60.1       39.4       94.2       88.0:       5.8       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       561:       134        122        148        186        250        405        453:
Old  :       553:       134        121        138        177        239        388        432:
Other:       292:        46         60         27         65        153        124        227:
     :----------------------------------------------------------------------------------------------------
     :             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       12.0       21.3       21.0       10.1       10.7       16.3       17.5
Old  :                 13.4       13.1       22.4       23.0       11.2       11.8       18.4       19.2
Other:                 23.7       32.3       42.4       43.7       22.7       32.1       39.9       42.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, November 21, 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  :   508,573:   110,392     89,081    127,189    236,555    267,387    474,136    483,657:    34,437     24,916
Old  :   463,348:   126,833     91,882     95,356    209,299    252,709    431,488    439,947:    31,860     23,401
Other:    45,225:     7,970     21,610      7,422     27,256     14,678     42,648     43,710:     2,577      1,515
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :   -13,350:      -801     -1,255     -5,675     -7,238     -3,917    -13,714    -10,847:       364     -2,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       17.5       25.0       46.5       52.6       93.2       95.1:       6.8        4.9
Old  :     100.0:      27.4       19.8       20.6       45.2       54.5       93.1       94.9:       6.9        5.1
Other:     100.0:      17.6       47.8       16.4       60.3       32.5       94.3       96.7:       5.7        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:       104         64        105        105         94        259        230:
Old  :       311:       103         68        103        103         92        255        227:
Other:        95:        20         20         12         45         18         72         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       19.6       19.5       29.6        8.9       18.2       15.3       25.7
Old  :                  9.9       20.1       18.7       30.7        8.5       18.8       15.9       26.4
Other:                 34.1       46.8       52.2       70.6       29.5       43.6       44.3       61.1
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, November 21, 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  : 1,382,150:   119,860    219,843     55,806  1,004,995    953,746  1,180,661  1,229,395:   201,489    152,755
Old  : 1,382,150:   119,860    219,843     55,806  1,004,995    953,746  1,180,661  1,229,395:   201,489    152,755
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :    28,013:    10,063    -18,693     37,036    -14,288       -783     32,811     17,560:    -4,798     10,453
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       15.9        4.0       72.7       69.0       85.4       88.9:      14.6       11.1
Old  :     100.0:       8.7       15.9        4.0       72.7       69.0       85.4       88.9:      14.6       11.1
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  :       208:        27         38         35        104        110        154        160:
Old  :       208:        27         38         35        104        110        154        160:
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  :                 26.5       19.0       38.4       33.6       25.1       16.3       36.4       26.9
Old  :                 26.5       19.0       38.4       33.6       25.1       16.3       36.4       26.9
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 21, 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  : 1,651,168:    92,660    415,403     60,820  1,313,927  1,009,819  1,467,407  1,486,042:   183,761    165,126
Old  : 1,651,168:    92,660    415,403     60,820  1,313,927  1,009,819  1,467,407  1,486,042:   183,761    165,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :    66,288:     3,591        573     44,260      7,396      1,142     55,247     45,975:    11,041     20,313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       25.2        3.7       79.6       61.2       88.9       90.0:      11.1       10.0
Old  :     100.0:       5.6       25.2        3.7       79.6       61.2       88.9       90.0:      11.1       10.0
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  :       170:        16         27         16        103         88        130        120:
Old  :       170:        16         27         16        103         88        130        120:
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  :                 22.6       35.3       38.5       49.2       21.8       33.3       34.0       42.5
Old  :                 22.6       35.3       38.5       49.2       21.8       33.3       34.0       42.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, November 21, 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  :   570,631:   173,507     34,958    155,078    191,683    344,841    520,268    534,877:    50,363     35,754
Old  :   542,145:   173,561     38,023    139,535    181,238    331,150    494,334    508,708:    47,811     33,437
Other:    28,486:    10,800      7,789      4,689     10,445     13,691     25,934     26,169:     2,552      2,317
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :    23,278:     7,651      4,685     16,519      1,826       -787     25,996     20,417:    -2,718      2,861
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        6.1       27.2       33.6       60.4       91.2       93.7:       8.8        6.3
Old  :     100.0:      32.0        7.0       25.7       33.4       61.1       91.2       93.8:       8.8        6.2
Other:     100.0:      37.9       27.3       16.5       36.7       48.1       91.0       91.9:       9.0        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       321:       109         51        101        116        119        276        236:
Old  :       320:       109         53         99        115        118        273        234:
Other:        98:        30         15         15         33         27         71         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  :                 11.2       29.8       19.1       42.9        8.3       27.2       14.9       35.8
Old  :                 11.8       31.3       19.9       43.5        8.6       29.2       15.7       37.2
Other:                 35.9       39.3       50.7       55.2       33.2       39.3       45.3       51.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, November 21, 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  :    11,573:     4,663        541        341      4,057      9,974      9,061     10,856:     2,512        717
Old  :    10,863:     4,659        541        341      3,386      9,307      8,386     10,189:     2,477        674
Other:       710:         4          0          0        671        667        675        667:        35         43
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :     1,121:     1,209        -40        131       -527        950        813      1,041:       308         80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3        4.7        2.9       35.1       86.2       78.3       93.8:      21.7        6.2
Old  :     100.0:      42.9        5.0        3.1       31.2       85.7       77.2       93.8:      22.8        6.2
Other:     100.0:       0.6        0.0        0.0       94.5       93.9       95.1       93.9:       4.9        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        26          6          9         18         21         50         32:
Old  :        65:        26          6          9         18         21         50         32:
Other:         7:         2          0          0          2          3          4          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  :                 29.7       61.3       43.3       74.0       29.7       59.8       43.3       72.3
Old  :                 26.0       59.3       40.5       72.7       26.0       57.6       40.4       70.9
Other:                 95.1       93.9       95.1       93.9       95.1       93.9       95.1       93.9
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders - Futures Only, November 21, 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  : 4,203,989:   417,109  1,802,511     98,370  3,412,559  2,173,155  3,928,038  4,074,036:   275,951    129,953
Old  : 4,203,989:   417,109  1,802,511     98,370  3,412,559  2,173,155  3,928,038  4,074,036:   275,951    129,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :    -4,604:   -18,730    -21,422     21,872    -19,617     -2,665    -16,475     -2,215:    11,871     -2,389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       42.9        2.3       81.2       51.7       93.4       96.9:       6.6        3.1
Old  :     100.0:       9.9       42.9        2.3       81.2       51.7       93.4       96.9:       6.6        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  :       472:       104         62         45        254        183        381        267:
Old  :       472:       104         62         45        254        183        381        267:
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       34.9       32.7       52.3       22.3       34.8       30.2       52.2
Old  :                 23.9       34.9       32.7       52.3       22.3       34.8       30.2       52.2
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 21, 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  : 4,958,141:   479,587  1,137,745    292,575  3,739,579  3,138,738  4,511,741  4,569,058:   446,400    389,083
Old  : 4,958,141:   479,587  1,137,745    292,575  3,739,579  3,138,738  4,511,741  4,569,058:   446,400    389,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :   214,924:   -34,522    -38,130    183,633     55,197     50,011    204,308    195,514:    10,616     19,410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       22.9        5.9       75.4       63.3       91.0       92.2:       9.0        7.8
Old  :     100.0:       9.7       22.9        5.9       75.4       63.3       91.0       92.2:       9.0        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  :       430:        63         72         59        233        207        332        303:
Old  :       430:        63         72         59        233        207        332        303:
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  :                 22.3       20.7       33.8       31.1       20.5       18.0       27.8       26.1
Old  :                 22.3       20.7       33.8       31.1       20.5       18.0       27.8       26.1
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 21, 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  : 2,268,144:   207,468    441,874     69,049  1,777,070  1,461,201  2,053,587  1,972,124:   214,557    296,020
Old  : 2,268,144:   207,468    441,874     69,049  1,777,070  1,461,201  2,053,587  1,972,124:   214,557    296,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :   225,220:    12,000    -19,030     32,579    179,672    177,871    224,251    191,420:       969     33,800
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       19.5        3.0       78.3       64.4       90.5       86.9:       9.5       13.1
Old  :     100.0:       9.1       19.5        3.0       78.3       64.4       90.5       86.9:       9.5       13.1
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  :       193:        19         31         22        102        109        135        148:
Old  :       193:        19         31         22        102        109        135        148:
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  :                 32.3       24.2       46.0       35.4       30.7       21.0       39.6       27.5
Old  :                 32.3       24.2       46.0       35.4       30.7       21.0       39.6       27.5
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 21, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 x Index Points                                                        :
     :          :                                                                            :
All  :     6,022:     1,543      1,436      3,399          0         72      4,942      4,907:     1,080      1,115
Old  :     6,022:     1,543      1,436      3,399          0         72      4,942      4,907:     1,080      1,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :       131:       198        -97        118       -108         72        208         93:       -77         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       23.8       56.4        0.0        1.2       82.1       81.5:      17.9       18.5
Old  :     100.0:      25.6       23.8       56.4        0.0        1.2       82.1       81.5:      17.9       18.5
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  :        24:         9         12          3          0          1         11         16:
Old  :        24:         9         12          3          0          1         11         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  :                 77.6       72.8       80.6       76.7       22.7       19.1       25.2       22.4
Old  :                 77.6       72.8       80.6       76.7       22.7       19.1       25.2       22.4
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 21, 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  : 6,172,960:   468,516  1,937,149    207,197  5,059,026  3,741,750  5,734,739  5,886,096:   438,221    286,864
Old  : 6,172,960:   468,516  1,937,149    207,197  5,059,026  3,741,750  5,734,739  5,886,096:   438,221    286,864
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :    88,492:    19,649     72,042     66,362      1,048    -24,945     87,059    113,459:     1,433    -24,967
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       31.4        3.4       82.0       60.6       92.9       95.4:       7.1        4.6
Old  :     100.0:       7.6       31.4        3.4       82.0       60.6       92.9       95.4:       7.1        4.6
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  :       400:        64         56         43        228        185        316        260:
Old  :       400:        64         56         43        228        185        316        260:
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  :                 23.0       25.8       32.8       37.7       21.2       24.8       29.1       35.2
Old  :                 23.0       25.8       32.8       37.7       21.2       24.8       29.1       35.2
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 21, 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  : 1,762,263:   117,630    266,912    253,661  1,355,195  1,188,099  1,726,486  1,708,672:    35,777     53,591
Old  : 1,762,263:   117,630    266,912    253,661  1,355,195  1,188,099  1,726,486  1,708,672:    35,777     53,591
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :    -4,561:   -24,781    -25,620      9,687      8,842     14,463     -6,252     -1,470:     1,691     -3,091
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       15.1       14.4       76.9       67.4       98.0       97.0:       2.0        3.0
Old  :     100.0:       6.7       15.1       14.4       76.9       67.4       98.0       97.0:       2.0        3.0
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  :       148:        29         28         45         80         82        132        133:
Old  :       148:        29         28         45         80         82        132        133:
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  :                 27.5       25.9       44.5       36.8       18.8       20.5       28.0       26.4
Old  :                 27.5       25.9       44.5       36.8       18.8       20.5       28.0       26.4
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 21, 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  :    94,498:    16,401     50,709      1,032     66,382     26,993     83,815     78,734:    10,683     15,764
Old  :    94,498:    16,401     50,709      1,032     66,382     26,993     83,815     78,734:    10,683     15,764
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :    -6,532:    -4,513     -6,718       -908       -999      1,408     -6,420     -6,218:      -112       -314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       53.7        1.1       70.2       28.6       88.7       83.3:      11.3       16.7
Old  :     100.0:      17.4       53.7        1.1       70.2       28.6       88.7       83.3:      11.3       16.7
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  :       103:        25         30          8         32         27         61         61:
Old  :       103:        25         30          8         32         27         61         61:
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  :                 40.8       43.0       54.8       56.9       40.1       43.0       54.0       56.9
Old  :                 40.8       43.0       54.8       56.9       40.1       43.0       54.0       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                                                      Code-124603
Commitments of Traders - Futures Only, November 21, 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  :    94,498:    16,401     50,709      1,032     66,382     26,993     83,815     78,734:    10,683     15,764
Old  :    94,498:    16,401     50,709      1,032     66,382     26,993     83,815     78,734:    10,683     15,764
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :    -6,532:    -4,513     -6,718       -908       -999      1,408     -6,420     -6,218:      -112       -314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       53.7        1.1       70.2       28.6       88.7       83.3:      11.3       16.7
Old  :     100.0:      17.4       53.7        1.1       70.2       28.6       88.7       83.3:      11.3       16.7
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  :       103:        25         30          8         32         27         61         61:
Old  :       103:        25         30          8         32         27         61         61:
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  :                 40.8       43.0       54.8       56.9       40.1       43.0       54.0       56.9
Old  :                 40.8       43.0       54.8       56.9       40.1       43.0       54.0       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders - Futures Only, November 21, 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  :    43,966:       609      3,672          0     41,338     38,924     41,947     42,596:     2,019      1,370
Old  :    43,966:       609      3,672          0     41,338     38,924     41,947     42,596:     2,019      1,370
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :        14:       193        167          0      1,980       -241      2,173        -74:    -2,159         88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4        8.4        0.0       94.0       88.5       95.4       96.9:       4.6        3.1
Old  :     100.0:       1.4        8.4        0.0       94.0       88.5       95.4       96.9:       4.6        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  :        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  :                 36.2       52.5       60.5       74.9       31.7       50.0       52.6       69.7
Old  :                 36.2       52.5       60.5       74.9       31.7       50.0       52.6       69.7
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 21, 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  :    64,620:    12,549     18,907        387     51,440     45,301     64,376     64,595:       244         25
Old  :    64,620:    12,549     18,907        387     51,440     45,301     64,376     64,595:       244         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :       285:       533        557       -265         42          0        310        292:       -25         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       29.3        0.6       79.6       70.1       99.6      100.0:       0.4        0.0
Old  :     100.0:      19.4       29.3        0.6       79.6       70.1       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:        20         12          4          6          2         28         16:
Old  :        39:        20         12          4          6          2         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  :                 84.5       88.8       92.2       98.4       84.3       88.8       91.8       98.4
Old  :                 84.5       88.8       92.2       98.4       84.3       88.8       91.8       98.4
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 21, 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  :    17,971:    15,991     11,190      1,980          0      4,800     17,971     17,970:         0          1
Old  :    17,971:    15,991     11,190      1,980          0      4,800     17,971     17,970:         0          1
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :      -340:    -1,009       -987        669          0          0       -340       -318:         0        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.0       62.3       11.0        0.0       26.7      100.0      100.0:       0.0        0.0
Old  :     100.0:      89.0       62.3       11.0        0.0       26.7      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  :        20:         5         14          2          0          1          6         16:
Old  :        20:         5         14          2          0          1          6         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  :                 99.1       64.6      100.0       93.3       88.8       60.5       89.0       84.1
Old  :                 99.1       64.6      100.0       93.3       88.8       60.5       89.0       84.1
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 21, 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  :    69,344:    18,494     17,557     50,850          0        917     69,344     69,324:         0         20
Old  :    69,344:    18,494     17,557     50,850          0        917     69,344     69,324:         0         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :     1,196:     1,346      1,496       -150          0       -150      1,196      1,196:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       25.3       73.3        0.0        1.3      100.0      100.0:       0.0        0.0
Old  :     100.0:      26.7       25.3       73.3        0.0        1.3      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  :        25:        13         11          4          0          1         15         14:
Old  :        25:        13         11          4          0          1         15         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  :                 77.2       97.1       92.9       99.5       16.6       25.6       25.1       26.4
Old  :                 77.2       97.1       92.9       99.5       16.6       25.6       25.1       26.4
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 21, 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  :    32,832:    28,740     21,410      4,092          0      7,269     32,832     32,771:         0         61
Old  :    32,832:    28,740     21,410      4,092          0      7,269     32,832     32,771:         0         61
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2023                    :
     :     1,785:     1,785      1,785          0          0          0      1,785      1,785:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.5       65.2       12.5        0.0       22.1      100.0       99.8:       0.0        0.2
Old  :     100.0:      87.5       65.2       12.5        0.0       22.1      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  :        28:        11         16          3          0          1         13         18:
Old  :        28:        11         16          3          0          1         13         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  :                 73.1       70.3       95.0       86.8       72.3       61.6       85.6       76.7
Old  :                 73.1       70.3       95.0       86.8       72.3       61.6       85.6       76.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 27, 2023