WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      311,339
COMMITMENTS
  90,416  110,971   71,514  121,245   93,844  283,175  276,329   28,164   35,010

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:      7,932)
   4,498  -13,650    1,204    2,005   17,639    7,707    5,193      225    2,739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     35.6     23.0     38.9     30.1     91.0     88.8      9.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      84       98      101       91      101      237      252                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      186,210
COMMITMENTS
  49,007   30,562   50,043   69,176   86,352  168,226  166,957   17,984   19,253

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:     19,027)
   8,469   -1,367    5,374    3,366   14,962   17,209   18,969    1,818       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     16.4     26.9     37.1     46.4     90.3     89.7      9.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      58       43       60       65       84      156      162                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,280,207
COMMITMENTS
 291,631  221,155  251,631  622,624  629,590  1165886  1102376  114,321  177,831

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:     -4,969)
  20,909  -29,697  -15,666   -2,073   36,161    3,170   -9,202   -8,139    4,233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     17.3     19.7     48.6     49.2     91.1     86.1      8.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      688)
     120      136      166      304      319      531      537                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,082
COMMITMENTS
   1,069      129      428    1,353    3,307    2,850    3,864    2,232    1,218

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:        988)
     177      129      251      465      564      893      944       95       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      2.5      8.4     26.6     65.1     56.1     76.0     43.9     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        3        5        5        9       18       15                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      676,643
COMMITMENTS
 198,146   63,164  103,373  327,696  444,572  629,215  611,109   47,428   65,534

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:     16,726)
  12,988  -14,711   -2,335    7,104   42,517   17,757   25,471   -1,031   -8,745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      9.3     15.3     48.4     65.7     93.0     90.3      7.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      519)
     166       82      124      173      222      390      390                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       23,075
COMMITMENTS
  14,354    1,193      237        2    9,350   14,593   10,780    8,482   12,295

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.2      5.2      1.0      0.0     40.5     63.2     46.7     36.8     53.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        3        4        1       15        9       21                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      479,192
COMMITMENTS
 100,146   46,103   85,749  258,123  324,346  444,018  456,198   35,174   22,994

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:    -17,671)
   8,446   -3,970   -5,194  -21,127   -4,764  -17,875  -13,928      204   -3,743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9      9.6     17.9     53.9     67.7     92.7     95.2      7.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      99       53       81       93      107      235      214                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,254,582
COMMITMENTS
  80,250  226,094    9,000  976,934  881,695  1066184  1116789  188,398  137,793

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:      6,576)
   1,150    3,700      255   -1,957    5,703     -552    9,658    7,128   -3,082

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     18.0      0.7     77.9     70.3     85.0     89.0     15.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      22       27       17       94       97      122      135                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,506,536
COMMITMENTS
  77,764  522,389    6,384  1247283  859,677  1331431  1388450  175,105  118,086

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:     -7,208)
  -3,501    1,727      869   -3,028  -12,740   -5,660  -10,144   -1,548    2,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     34.7      0.4     82.8     57.1     88.4     92.2     11.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      16       21       12      107       89      130      115                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      493,222
COMMITMENTS
 126,137   19,808  137,929  181,449  309,775  445,515  467,512   47,707   25,710

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:      8,292)
   8,969     -109    1,576   -2,358    9,332    8,187   10,799      105   -2,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      4.0     28.0     36.8     62.8     90.3     94.8      9.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
     107       20      101      106      101      258      211                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,989
COMMITMENTS
   4,795      575      253    2,603    8,465    7,651    9,293    2,338      696

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:      1,452)
   1,054      -39        4      -60    1,645      998    1,610      454     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.0      5.8      2.5     26.1     84.7     76.6     93.0     23.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      27        6        5       11       14       40       24                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,631,663
COMMITMENTS
 329,386  1475432   41,487  3010134  1959186  3381007  3476105  250,656  155,558

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:    -23,323)
  -7,945   18,721  -15,491    1,816  -30,032  -21,620  -26,802   -1,703    3,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     40.6      1.1     82.9     53.9     93.1     95.7      6.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      424)
      98       47       34      225      162      337      229                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,733,680
COMMITMENTS
 443,907  1067678   94,333  3792947  3193111  4331187  4355122  402,493  378,558

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:    -12,977)
   5,340     -450   -2,987  -35,750   -8,578  -33,397  -12,015   20,420     -962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     22.6      2.0     80.1     67.5     91.5     92.0      8.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
      64       62       51      209      188      300      274                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,753,301
COMMITMENTS
 170,280  368,264   35,134  1378559  1085967  1583973  1489365  169,328  263,936

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:      9,485)
 -10,425    2,392    3,663   16,960   -5,060   10,198      995     -713    8,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     21.0      2.0     78.6     61.9     90.3     84.9      9.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      18       25       14       97       99      121      132                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,348,725
COMMITMENTS
 352,562  1490413   44,426  4568106  3475016  4965094  5009855  383,631  338,870

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:     14,745)
  -3,404  -11,042  -16,322   27,578   33,502    7,852    6,138    6,893    8,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     27.9      0.8     85.4     65.0     92.8     93.7      7.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
      56       60       34      193      189      268      264                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,623,884
COMMITMENTS
  55,995  214,789  333,017  1197275  1027921  1586287  1575727   37,597   48,157

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:     36,046)
  -7,819   -9,599    6,638   33,961   35,716   32,780   32,755    3,266    3,291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     13.2     20.5     73.7     63.3     97.7     97.0      2.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      19       37       46       82       89      131      146                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      114,947
COMMITMENTS
  36,083   33,714    6,681   57,350   56,982  100,114   97,376   14,833   17,571

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:     12,680)
   6,374   -3,136    4,794    1,592    8,173   12,760    9,830      -80    2,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     29.3      5.8     49.9     49.6     87.1     84.7     12.9     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      38       30       15       37       29       83       66                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      111,965
COMMITMENTS
  35,445   34,029    5,178   57,124   56,890   97,747   96,097   14,218   15,868

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:      9,698)
   5,736   -2,821    3,291    1,366    8,081   10,393    8,551     -695    1,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     30.4      4.6     51.0     50.8     87.3     85.8     12.7     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      32       24       12       34       29       72       59                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       40,427
COMMITMENTS
     410    2,471        0   38,207   36,978   38,617   39,449    1,810      978

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:       -949)
  -1,572   -1,043        0      826      182     -746     -861     -203      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      6.1      0.0     94.5     91.5     95.5     97.6      4.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        4        0       31        8       32       12                  
 
 
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE                   Code-124608
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX)                                  OPEN INTEREST:       29,818
COMMITMENTS
  21,248   11,715      163    2,257      915   23,668   12,793    6,150   17,025

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.3     39.3      0.5      7.6      3.1     79.4     42.9     20.6     57.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        8        3        4        1       14       11                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       58,801
COMMITMENTS
   9,524   15,697      454   48,544   42,571   58,522   58,722      279       79

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:        329)
    -138      384        0      458        0      320      384        9      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     26.7      0.8     82.6     72.4     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      18       10        4        7        2       28       13                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 07/25/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       22,158
COMMITMENTS
  18,585   10,638    3,573        0    7,885   22,158   22,096        0       62

CHANGES FROM 07/18/23 (CHANGE IN OPEN INTEREST:        -88)
     -88     -311        0        0      223      -88      -88        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.9     48.0     16.1      0.0     35.6    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7       15        4        0        2        9       19                  



Updated July 28, 2023