WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, November 28, 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  :   411,837:   114,707    211,911     97,499    164,692     66,047    376,898    375,457:    34,939     36,380
Old  :   325,459:   130,455    198,213     50,066    114,670     49,153    295,191    297,432:    30,268     28,027
Other:    86,378:    21,789     51,235      9,896     50,022     16,894     81,707     78,025:     4,671      8,353
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :   -34,423:   -14,408      5,265    -27,995     11,130    -11,360    -31,273    -34,090:    -3,150       -333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       51.5       23.7       40.0       16.0       91.5       91.2:       8.5        8.8
Old  :     100.0:      40.1       60.9       15.4       35.2       15.1       90.7       91.4:       9.3        8.6
Other:     100.0:      25.2       59.3       11.5       57.9       19.6       94.6       90.3:       5.4        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       357:       100        128        106         98         75        269        251:
Old  :       347:       116        114         81         90         63        245        220:
Other:       187:        34         66         36         54         51        119        124:
     :----------------------------------------------------------------------------------------------------
     :             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       13.6       21.3       24.0       11.8       13.0       19.2       21.9
Old  :                 14.6       15.8       23.2       27.6       13.5       15.6       21.6       26.5
Other:                 32.5       26.8       47.8       40.8       32.5       25.4       47.8       37.5
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, November 28, 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  :   216,920:    59,802     94,237     51,245     87,969     51,340    199,016    196,822:    17,904     20,098
Old  :   177,849:    66,358     93,344     31,868     65,582     36,691    163,808    161,903:    14,041     15,946
Other:    39,071:     9,260     16,709      3,561     22,387     14,649     35,208     34,919:     3,863      4,152
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :    -8,449:     5,244      3,402     -4,760     -6,353     -5,010     -5,869     -6,368:    -2,580     -2,081
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       43.4       23.6       40.6       23.7       91.7       90.7:       8.3        9.3
Old  :     100.0:      37.3       52.5       17.9       36.9       20.6       92.1       91.0:       7.9        9.0
Other:     100.0:      23.7       42.8        9.1       57.3       37.5       90.1       89.4:       9.9       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        69         55         61         72         67        166        163:
Old  :       216:        71         53         50         70         58        156        147:
Other:       135:        23         38         21         44         44         83         88:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       19.8       31.3       32.2       14.2       16.5       22.4       27.1
Old  :                 19.4       22.7       31.9       36.4       17.3       19.5       27.3       31.9
Other:                 37.6       33.3       51.5       47.6       33.3       29.3       46.1       40.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, November 28, 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  : 1,290,429:   251,194    408,342    270,567    616,045    440,885  1,137,806  1,119,794:   152,623    170,635
Old  : 1,125,544:   280,595    420,550    166,621    536,632    395,071    983,848    982,242:   141,696    143,302
Other:   164,885:    68,364     85,557      6,181     79,413     45,814    153,958    137,552:    10,927     27,333
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :  -140,730:   -31,430      1,712    -44,660    -59,809    -91,746   -135,899   -134,694:    -4,831     -6,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       31.6       21.0       47.7       34.2       88.2       86.8:      11.8       13.2
Old  :     100.0:      24.9       37.4       14.8       47.7       35.1       87.4       87.3:      12.6       12.7
Other:     100.0:      41.5       51.9        3.7       48.2       27.8       93.4       83.4:       6.6       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       681:       112        151        166        310        295        529        536:
Old  :       673:       113        163        139        308        279        507        507:
Other:       370:        54         67         18         77        198        144        270:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.3       10.9       16.4       17.0        8.9        9.8       15.5       14.3
Old  :                 10.5       11.1       18.4       17.4       10.0       10.8       17.8       15.7
Other:                 21.4       30.9       35.5       39.5       21.2       30.9       35.0       38.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, November 28, 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  :     4,097:       429        664        123      2,197      2,354      2,749      3,141:     1,348        956
Old  :     3,974:       471        664         73      2,173      2,319      2,717      3,056:     1,257        918
Other:       123:         0         42          8         24         35         32         85:        91         38
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :      -843:       -65        142         -2       -445       -444       -512       -304:      -331       -539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       16.2        3.0       53.6       57.5       67.1       76.7:      32.9       23.3
Old  :     100.0:      11.9       16.7        1.8       54.7       58.4       68.4       76.9:      31.6       23.1
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:         3          5          1         10          8         13         14:
Old  :        22:         3          5          1         10          8         13         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  :                 40.0       55.6       57.5       68.9       25.7       38.1       38.2       50.5
Old  :                 40.6       56.5       58.4       69.6       26.1       38.7       40.1       51.4
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 28, 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  :   736,483:   138,388     87,691    148,441    398,034    428,428    684,863    664,560:    51,620     71,923
Old  :   656,942:   134,196     71,554    125,661    350,112    397,943    609,969    595,158:    46,973     61,784
Other:    79,541:    20,652     32,597      6,320     47,922     30,485     74,894     69,402:     4,647     10,139
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :    -8,713:   -12,180     10,929     -4,550      6,780    -16,603     -9,950    -10,224:     1,237      1,511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       11.9       20.2       54.0       58.2       93.0       90.2:       7.0        9.8
Old  :     100.0:      20.4       10.9       19.1       53.3       60.6       92.8       90.6:       7.2        9.4
Other:     100.0:      26.0       41.0        7.9       60.2       38.3       94.2       87.3:       5.8       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       541:       130        119        148        185        247        401        440:
Old  :       532:       132        114        139        175        237        382        422:
Other:       285:        42         57         27         65        150        121        222:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.7       11.9       21.1       20.8        9.9       10.8       16.4       17.3
Old  :                 12.6       13.2       22.2       22.9       11.1       12.0       18.3       19.2
Other:                 23.5       31.1       41.5       41.2       21.8       30.9       39.0       39.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, November 28, 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  :   483,412:    99,192     85,153    122,620    230,705    249,993    452,517    457,766:    30,895     25,646
Old  :   436,963:   113,426     87,711     91,348    203,847    234,034    408,621    413,093:    28,342     23,870
Other:    46,449:     9,439     21,115      7,599     26,858     15,959     43,896     44,673:     2,553      1,776
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :   -25,161:   -11,200     -3,928     -4,569     -5,850    -17,394    -21,619    -25,891:    -3,542        730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       17.6       25.4       47.7       51.7       93.6       94.7:       6.4        5.3
Old  :     100.0:      26.0       20.1       20.9       46.7       53.6       93.5       94.5:       6.5        5.5
Other:     100.0:      20.3       45.5       16.4       57.8       34.4       94.5       96.2:       5.5        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:        95         63         97        106         88        247        215:
Old  :       296:        95         64         95        103         86        241        212:
Other:        95:        21         17         12         47         19         73         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  :                 11.1       18.9       19.9       28.6        9.4       18.0       15.4       25.4
Old  :                 10.3       19.7       19.0       29.4        9.1       18.6       16.2       25.7
Other:                 33.8       47.8       50.6       70.9       27.9       44.7       42.0       61.9
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, November 28, 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  : 1,308,135:   107,866    210,042      9,710    980,494    928,921  1,098,070  1,148,673:   210,065    159,462
Old  : 1,308,135:   107,866    210,042      9,710    980,494    928,921  1,098,070  1,148,673:   210,065    159,462
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :   -74,015:   -11,994     -9,801    -46,096    -24,501    -24,825    -82,591    -80,722:     8,576      6,707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       16.1        0.7       75.0       71.0       83.9       87.8:      16.1       12.2
Old  :     100.0:       8.2       16.1        0.7       75.0       71.0       83.9       87.8:      16.1       12.2
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  :       195:        29         25         20        111        103        150        138:
Old  :       195:        29         25         20        111        103        150        138:
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  :                 26.7       19.8       39.1       34.9       25.2       17.6       37.0       28.9
Old  :                 26.7       19.8       39.1       34.9       25.2       17.6       37.0       28.9
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 28, 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  : 1,600,509:    95,430    424,695     24,148  1,304,297    984,856  1,423,875  1,433,699:   176,634    166,810
Old  : 1,600,509:    95,430    424,695     24,148  1,304,297    984,856  1,423,875  1,433,699:   176,634    166,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :   -50,659:     2,770      9,292    -36,672     -9,630    -24,963    -43,532    -52,343:    -7,127      1,684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       26.5        1.5       81.5       61.5       89.0       89.6:      11.0       10.4
Old  :     100.0:       6.0       26.5        1.5       81.5       61.5       89.0       89.6:      11.0       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        14         28         15        109         92        134        124:
Old  :       173:        14         28         15        109         92        134        124:
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  :                 23.2       37.5       39.3       49.6       22.3       35.4       34.8       43.3
Old  :                 23.2       37.5       39.3       49.6       22.3       35.4       34.8       43.3
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 28, 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  :   542,910:   174,164     43,536    134,453    180,980    331,006    489,597    508,995:    53,313     33,915
Old  :   511,703:   175,240     47,109    115,734    170,172    317,102    461,146    479,945:    50,557     31,758
Other:    31,207:    11,901      9,404      5,742     10,808     13,904     28,451     29,050:     2,756      2,157
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :   -27,721:       657      8,578    -20,625    -10,703    -13,835    -30,671    -25,882:     2,950     -1,839
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        8.0       24.8       33.3       61.0       90.2       93.8:       9.8        6.2
Old  :     100.0:      34.2        9.2       22.6       33.3       62.0       90.1       93.8:       9.9        6.2
Other:     100.0:      38.1       30.1       18.4       34.6       44.6       91.2       93.1:       8.8        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:       104         58         98        104        111        258        235:
Old  :       315:       106         62         96        104        109        256        232:
Other:       103:        28         19         14         37         27         74         53:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       30.1       19.3       43.2        8.9       27.3       16.0       36.7
Old  :                 11.5       31.7       20.4       44.0        9.4       29.6       17.0       38.4
Other:                 33.3       39.0       48.9       55.5       31.8       39.0       44.5       51.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, November 28, 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  :    12,257:     5,473        516        408      3,871     10,505      9,752     11,429:     2,505        828
Old  :    11,536:     5,470        516        408      3,191      9,827      9,069     10,751:     2,467        785
Other:       721:         3          0          0        680        678        683        678:        38         43
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :       684:       810        -25         67       -186        531        691        573:        -7        111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.7        4.2        3.3       31.6       85.7       79.6       93.2:      20.4        6.8
Old  :     100.0:      47.4        4.5        3.5       27.7       85.2       78.6       93.2:      21.4        6.8
Other:     100.0:       0.4        0.0        0.0       94.3       94.0       94.7       94.0:       5.3        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        27          5          7         18         22         49         31:
Old  :        65:        27          5          7         18         22         49         31:
Other:         7:         1          0          0          2          4          3          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       59.6       45.0       72.1       30.7       58.4       44.9       70.7
Old  :                 27.4       57.7       42.5       70.8       27.3       56.4       42.4       69.3
Other:                 94.7       94.0       94.7       94.0       94.7       94.0       94.7       94.0
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders - Futures Only, November 28, 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  : 4,080,415:   432,134  1,720,965     65,471  3,303,026  2,161,586  3,800,631  3,948,022:   279,784    132,393
Old  : 4,080,415:   432,134  1,720,965     65,471  3,303,026  2,161,586  3,800,631  3,948,022:   279,784    132,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :  -123,574:    15,025    -81,546    -32,899   -109,533    -11,569   -127,407   -126,014:     3,833      2,440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       42.2        1.6       80.9       53.0       93.1       96.8:       6.9        3.2
Old  :     100.0:      10.6       42.2        1.6       80.9       53.0       93.1       96.8:       6.9        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  :       446:       105         52         42        234        174        355        252:
Old  :       446:       105         52         42        234        174        355        252:
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  :                 24.9       32.7       34.2       49.8       23.7       32.6       31.8       49.7
Old  :                 24.9       32.7       34.2       49.8       23.7       32.6       31.8       49.7
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 28, 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  : 4,775,113:   510,993  1,196,347    131,619  3,700,892  3,067,968  4,343,504  4,395,934:   431,609    379,179
Old  : 4,775,113:   510,993  1,196,347    131,619  3,700,892  3,067,968  4,343,504  4,395,934:   431,609    379,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :  -183,028:    31,406     58,602   -160,956    -38,687    -70,770   -168,237   -173,124:   -14,791     -9,904
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       25.1        2.8       77.5       64.2       91.0       92.1:       9.0        7.9
Old  :     100.0:      10.7       25.1        2.8       77.5       64.2       91.0       92.1:       9.0        7.9
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  :       417:        69         68         48        228        198        326        285:
Old  :       417:        69         68         48        228        198        326        285:
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  :                 22.8       20.3       34.4       30.7       20.7       18.3       28.5       27.3
Old  :                 22.8       20.3       34.4       30.7       20.7       18.3       28.5       27.3
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 28, 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  : 2,024,011:   200,148    458,043     29,748  1,587,632  1,260,489  1,817,528  1,748,280:   206,483    275,731
Old  : 2,024,011:   200,148    458,043     29,748  1,587,632  1,260,489  1,817,528  1,748,280:   206,483    275,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :  -244,133:    -7,320     16,169    -39,301   -189,438   -200,712   -236,059   -223,844:    -8,074    -20,289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       22.6        1.5       78.4       62.3       89.8       86.4:      10.2       13.6
Old  :     100.0:       9.9       22.6        1.5       78.4       62.3       89.8       86.4:      10.2       13.6
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  :       186:        17         29         16         98        105        125        140:
Old  :       186:        17         29         16         98        105        125        140:
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  :                 34.2       27.3       47.4       37.1       33.9       23.8       43.6       31.3
Old  :                 34.2       27.3       47.4       37.1       33.9       23.8       43.6       31.3
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 28, 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  :     4,775:     1,254      1,310      2,488          0          0      3,742      3,798:     1,033        977
Old  :     4,775:     1,254      1,310      2,488          0          0      3,742      3,798:     1,033        977
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :    -1,247:      -289       -126       -911          0        -72     -1,200     -1,109:       -47       -138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       27.4       52.1        0.0        0.0       78.4       79.5:      21.6       20.5
Old  :     100.0:      26.3       27.4       52.1        0.0        0.0       78.4       79.5:      21.6       20.5
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  :        22:        10         11          2          0          0         11         13:
Old  :        22:        10         11          2          0          0         11         13:
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  :                 71.3       71.0       76.5       75.7       20.5       21.4       25.1       25.7
Old  :                 71.3       71.0       76.5       75.7       20.5       21.4       25.1       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-044601
Commitments of Traders - Futures Only, November 28, 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  : 6,081,130:   458,979  1,857,479    181,040  4,994,986  3,744,105  5,635,005  5,782,624:   446,125    298,506
Old  : 6,081,130:   458,979  1,857,479    181,040  4,994,986  3,744,105  5,635,005  5,782,624:   446,125    298,506
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :   -91,830:    -9,537    -79,670    -26,157    -64,040      2,355    -99,734   -103,472:     7,904     11,642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       30.5        3.0       82.1       61.6       92.7       95.1:       7.3        4.9
Old  :     100.0:       7.5       30.5        3.0       82.1       61.6       92.7       95.1:       7.3        4.9
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  :       394:        66         49         41        219        190        305        260:
Old  :       394:        66         49         41        219        190        305        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  :                 22.3       25.8       32.3       36.9       20.4       25.8       28.4       35.1
Old  :                 22.3       25.8       32.3       36.9       20.4       25.8       28.4       35.1
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 28, 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  : 1,917,677:   146,621    350,111    271,814  1,468,991  1,248,824  1,887,426  1,870,749:    30,251     46,928
Old  : 1,917,677:   146,621    350,111    271,814  1,468,991  1,248,824  1,887,426  1,870,749:    30,251     46,928
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :   155,414:    28,991     83,199     18,153    113,796     60,725    160,940    162,077:    -5,526     -6,663
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       18.3       14.2       76.6       65.1       98.4       97.6:       1.6        2.4
Old  :     100.0:       7.6       18.3       14.2       76.6       65.1       98.4       97.6:       1.6        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        30         29         42         81         84        133        134:
Old  :       153:        30         29         42         81         84        133        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       23.9       40.8       36.9       18.4       19.5       25.4       26.5
Old  :                 25.9       23.9       40.8       36.9       18.4       19.5       25.4       26.5
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 28, 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  :   100,979:    22,535     47,590        884     63,993     34,693     87,412     83,167:    13,567     17,812
Old  :   100,979:    22,535     47,590        884     63,993     34,693     87,412     83,167:    13,567     17,812
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :     6,481:     6,134     -3,119       -148     -2,389      7,700      3,597      4,433:     2,884      2,048
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       47.1        0.9       63.4       34.4       86.6       82.4:      13.4       17.6
Old  :     100.0:      22.3       47.1        0.9       63.4       34.4       86.6       82.4:      13.4       17.6
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  :       117:        33         33         14         33         30         75         68:
Old  :       117:        33         33         14         33         30         75         68:
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  :                 36.5       40.2       49.9       53.8       35.5       40.2       48.9       53.6
Old  :                 36.5       40.2       49.9       53.8       35.5       40.2       48.9       53.6
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 28, 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  :    98,357:    22,196     46,804        519     63,963     34,536     86,678     81,859:    11,679     16,498
Old  :    98,357:    22,196     46,804        519     63,963     34,536     86,678     81,859:    11,679     16,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :     3,859:     5,795     -3,905       -513     -2,419      7,543      2,863      3,125:       996        734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       47.6        0.5       65.0       35.1       88.1       83.2:      11.9       16.8
Old  :     100.0:      22.6       47.6        0.5       65.0       35.1       88.1       83.2:      11.9       16.8
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  :       105:        28         27          9         32         29         65         60:
Old  :       105:        28         27          9         32         29         65         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.4       41.3       51.2       55.2       36.4       41.3       50.2       55.0
Old  :                 37.4       41.3       51.2       55.2       36.4       41.3       50.2       55.0
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 28, 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  :    44,345:       340      3,371          0     41,927     39,523     42,267     42,894:     2,078      1,451
Old  :    44,345:       340      3,371          0     41,927     39,523     42,267     42,894:     2,078      1,451
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :       379:      -269       -301          0        589        599        320        298:        59         81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        7.6        0.0       94.5       89.1       95.3       96.7:       4.7        3.3
Old  :     100.0:       0.8        7.6        0.0       94.5       89.1       95.3       96.7:       4.7        3.3
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  :        41:         1          3          0         25         16         26         19:
Old  :        41:         1          3          0         25         16         26         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       55.3       62.0       77.5       32.6       52.9       54.3       72.2
Old  :                 36.7       55.3       62.0       77.5       32.6       52.9       54.3       72.2
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 28, 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  :    66,544:    14,392     20,844        381     51,505     45,263     66,278     66,488:       266         56
Old  :    66,544:    14,392     20,844        381     51,505     45,263     66,278     66,488:       266         56
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :     1,924:     1,843      1,937         -6         65        -38      1,902      1,893:        22         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       31.3        0.6       77.4       68.0       99.6       99.9:       0.4        0.1
Old  :     100.0:      21.6       31.3        0.6       77.4       68.0       99.6       99.9:       0.4        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  :        40:        24          9          2          6          2         30         13:
Old  :        40:        24          9          2          6          2         30         13:
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  :                 86.1       89.9       93.0       99.0       86.1       89.9       92.9       99.0
Old  :                 86.1       89.9       93.0       99.0       86.1       89.9       92.9       99.0
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 28, 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 21, 2023                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    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 28, 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  :    69,394:    18,544     17,587     50,850          0        917     69,394     69,354:         0         40
Old  :    69,394:    18,544     17,587     50,850          0        917     69,394     69,354:         0         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :        50:        50         30          0          0          0         50         30:         0         20
     :          :                                                                            :
     :          :    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       99.9:       0.0        0.1
Old  :     100.0:      26.7       25.3       73.3        0.0        1.3      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  :        24:        13         10          4          0          1         15         13:
Old  :        24:        13         10          4          0          1         15         13:
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       92.8       99.5       16.6       25.7       25.1       26.5
Old  :                 77.2       97.1       92.8       99.5       16.6       25.7       25.1       26.5
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 28, 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  :    32,922:    28,830     21,500      4,092          0      7,269     32,922     32,861:         0         61
Old  :    32,922:    28,830     21,500      4,092          0      7,269     32,922     32,861:         0         61
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2023                    :
     :        90:        90         90          0          0          0         90         90:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.6       65.3       12.4        0.0       22.1      100.0       99.8:       0.0        0.2
Old  :     100.0:      87.6       65.3       12.4        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  :                 72.9       70.0       94.7       86.5       72.1       61.4       85.3       76.5
Old  :                 72.9       70.0       94.7       86.5       72.1       61.4       85.3       76.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 1, 2023