WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      429,333
COMMITMENTS
 122,733  184,080  122,961  144,907   86,665  390,601  393,706   38,732   35,627

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:     13,572)
   2,092    3,425    7,721    5,876    2,635   15,689   13,781   -2,117     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     42.9     28.6     33.8     20.2     91.0     91.7      9.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      376)
     126      109      108      108       83      296      251                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      216,870
COMMITMENTS
  51,340   76,750   55,702   90,913   63,414  197,955  195,866   18,915   21,004

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:     11,634)
  -1,698    8,047    1,863   10,928    2,226   11,093   12,136      541     -502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     35.4     25.7     41.9     29.2     91.3     90.3      8.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      56       56       62       74       78      165      169                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,367,904
COMMITMENTS
 281,318  388,862  276,814  672,709  531,906  1230841  1197582  137,063  170,322

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:     28,297)
   6,254   -4,742   14,735    2,923   13,570   23,912   23,563    4,385    4,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     28.4     20.2     49.2     38.9     90.0     87.5     10.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      717)
     131      155      174      322      297      561      544                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,117
COMMITMENTS
     970      152       67    1,307    2,875    2,344    3,094    1,773    1,023

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:         -5)
     -33       51      -43      152       62       76       70      -81      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      3.7      1.6     31.7     69.8     56.9     75.2     43.1     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        3        2       10        7       19       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      803,439
COMMITMENTS
 123,800  101,297  218,714  408,742  414,622  751,256  734,633   52,183   68,806

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:     26,169)
  -8,812   15,173   18,083   16,908   -8,620   26,179   24,636      -10    1,533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     12.6     27.2     50.9     51.6     93.5     91.4      6.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      534)
     120      131      175      202      222      424      450                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      417,636
COMMITMENTS
  96,922   45,981   94,281  195,665  256,322  386,868  396,584   30,768   21,052

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:    -19,841)
  -1,370   -4,306   -5,210  -15,712   -8,318  -22,292  -17,834    2,451   -2,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     11.0     22.6     46.9     61.4     92.6     95.0      7.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      90       51       90       91       94      226      205                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,409,347
COMMITMENTS
  79,998  319,644   12,265  1130603  920,300  1222866  1252209  186,481  157,138

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:      4,283)
   5,864   12,699     -884   17,271  -24,014   22,251  -12,199  -17,968   16,482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     22.7      0.9     80.2     65.3     86.8     88.9     13.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      28       40       19      109      112      145      163                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,562,984
COMMITMENTS
  96,190  464,332    3,381  1278994  945,994  1378565  1413707  184,419  149,277

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:     22,551)
   8,246    2,941   -4,962   22,639   24,118   25,923   22,097   -3,372      454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     29.7      0.2     81.8     60.5     88.2     90.4     11.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      17       23       10      104       85      124      115                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      465,299
COMMITMENTS
 104,312   39,537  116,680  203,000  281,589  423,992  437,806   41,307   27,493

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:     -3,266)
  -2,272   17,497       32      646  -21,908   -1,594   -4,379   -1,672    1,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4      8.5     25.1     43.6     60.5     91.1     94.1      8.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      85       58       89      112       93      246      205                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,904
COMMITMENTS
   3,775      633      126    4,852    9,376    8,753   10,135    2,151      769

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:        159)
      22       67        6      220      153      248      226      -89      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6      5.8      1.2     44.5     86.0     80.3     92.9     19.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      24        3        6       18       14       43       23                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,959,247
COMMITMENTS
 426,432  1704733   60,469  3192262  2050711  3679163  3815913  280,084  143,334

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:     55,745)
  -3,109   64,892  -17,309   65,167    4,210   44,749   51,793   10,996    3,952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     43.1      1.5     80.6     51.8     92.9     96.4      7.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      450)
      96       59       29      231      172      345      242                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,782,725
COMMITMENTS
 492,060  1225941  121,629  3728771  3060290  4342460  4407860  440,265  374,865

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:     15,027)
 -17,518  -15,635   22,592    4,078   15,240    9,152   22,197    5,875   -7,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     25.6      2.5     78.0     64.0     90.8     92.2      9.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      432)
      74       71       44      217      189      314      282                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,892,552
COMMITMENTS
 165,441  410,348   44,936  1462117  1176297  1672494  1631581  220,058  260,971

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:     32,068)
 -13,967   32,814    3,956   20,467   17,301   10,456   54,071   21,612  -22,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     21.7      2.4     77.3     62.2     88.4     86.2     11.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      14       29       14       97      106      120      140                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        5,900
COMMITMENTS
   3,312    2,651      709    1,127        0    5,148    3,360      752    2,540

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:      1,596)
     159      940      556    1,050        0    1,765    1,496     -169      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.1     44.9     12.0     19.1      0.0     87.3     56.9     12.7     43.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7       28        1        1        0        8       29                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,630,744
COMMITMENTS
 505,566  1599038   64,896  4657206  3629962  5227668  5293896  403,076  336,848

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:     51,018)
  12,825   80,515   -7,269   46,646  -15,993   52,202   57,253   -1,184   -6,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     28.4      1.2     82.7     64.5     92.8     94.0      7.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
      67       60       31      201      183      287      255                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,665,599
COMMITMENTS
 127,197  356,356  246,797  1258150  1013487  1632144  1616640   33,455   48,959

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:     35,363)
  10,838   44,919     -342   21,949   -5,662   32,445   38,915    2,918   -3,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     21.4     14.8     75.5     60.8     98.0     97.1      2.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      22       32       42       72       81      116      134                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      100,823
COMMITMENTS
  19,480   51,927    1,102   65,200   35,651   85,782   88,680   15,041   12,143

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:      8,272)
   1,243   12,072     -961    7,519   -2,558    7,801    8,553      471     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     51.5      1.1     64.7     35.4     85.1     88.0     14.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      25       26       12       33       22       64       54                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      100,823
COMMITMENTS
  19,480   51,927    1,102   65,200   35,651   85,782   88,680   15,041   12,143

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:      8,272)
   1,243   12,072     -961    7,519   -2,558    7,801    8,553      471     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     51.5      1.1     64.7     35.4     85.1     88.0     14.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      25       26       12       33       22       64       54                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       46,539
COMMITMENTS
     621    2,516        0   43,548   42,741   44,169   45,257    2,370    1,282

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:      1,475)
     351      213        0    1,107    1,127    1,458    1,340       17      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      5.4      0.0     93.6     91.8     94.9     97.2      5.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        5        0       26       16       27       21                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       62,032
COMMITMENTS
  11,118   16,254      306   50,316   45,394   61,740   61,954      292       78

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:          2)
     -12      -13       -1      -21       -3      -34      -17       36       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     26.2      0.5     81.1     73.2     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      19       12        3        6        2       26       16                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       66,197
COMMITMENTS
  15,436   14,372   50,758        0    1,067   66,194   66,197        3        0

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:     -2,560)
  -2,560   -2,560        0        0        0   -2,560   -2,560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     21.7     76.7      0.0      1.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11       10        4        0        1       13       13                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 10/03/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       26,146
COMMITMENTS
  22,435   15,919    3,711        0    6,458   26,146   26,088        0       58

CHANGES FROM 09/26/23 (CHANGE IN OPEN INTEREST:      4,411)
   4,411    4,424        0        0      -13    4,411    4,411        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.8     60.9     14.2      0.0     24.7    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8       15        3        0        2        9       19                  



Updated October 06, 2023