WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      435,685
COMMITMENTS
 121,807  181,754  125,258  150,412   93,434  397,477  400,446   38,208   35,239

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:      3,894)
   3,022   -6,274    3,234   -1,631    6,932    4,625    3,892     -731        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     41.7     28.7     34.5     21.4     91.2     91.9      8.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     112      114      108      105       92      283      263                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      228,863
COMMITMENTS
  51,664   79,016   61,682   96,750   67,135  210,096  207,833   18,767   21,030

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:      4,646)
    -655     -121    3,827    1,794      669    4,966    4,375     -320      271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     34.5     27.0     42.3     29.3     91.8     90.8      8.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      55       64       60       69       68      164      160                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,401,898
COMMITMENTS
 283,037  331,317  326,254  653,322  570,288  1262613  1227859  139,285  174,039

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:     41,196)
  -5,433  -19,707   38,701    8,844   19,222   42,112   38,216     -916    2,980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     23.6     23.3     46.6     40.7     90.1     87.6      9.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      713)
     128      152      182      321      305      569      550                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        3,933
COMMITMENTS
     561      348      125    1,349    2,270    2,035    2,743    1,898    1,190

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:       -143)
    -202       14       23      -94     -190     -273     -153      130       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      8.8      3.2     34.3     57.7     51.7     69.7     48.3     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        5        2        9        7       14       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      814,726
COMMITMENTS
 135,138   98,684  180,291  442,219  466,702  757,648  745,677   57,078   69,049

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:    -27,360)
  -1,274  -10,623  -20,674   -5,246    7,188  -27,194  -24,109     -166   -3,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     12.1     22.1     54.3     57.3     93.0     91.5      7.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      545)
     125      122      174      207      238      434      456                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      465,512
COMMITMENTS
  98,579   67,440  110,928  225,469  258,931  434,976  437,299   30,536   28,213

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:     33,560)
   2,857   12,523   10,614   18,498    7,150   31,969   30,287    1,591    3,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     14.5     23.8     48.4     55.6     93.4     93.9      6.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      87       67      104      101       85      248      212                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,366,758
COMMITMENTS
  93,736  229,974   32,099  1051787  959,664  1177622  1221737  189,136  145,021

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:    -19,920)
  15,846  -30,372    6,711  -43,905    3,358  -21,348  -20,303    1,428      383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     16.8      2.3     77.0     70.2     86.2     89.4     13.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      29       37       25      115      115      156      165                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,554,351
COMMITMENTS
  92,655  456,201    3,099  1288162  949,342  1383916  1408642  170,435  145,709

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:         85)
     324    2,389     -512    6,511   -7,092    6,323   -5,215   -6,238    5,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     29.3      0.2     82.9     61.1     89.0     90.6     11.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      17       26       12      107       90      129      123                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      496,881
COMMITMENTS
 131,878   25,552  124,848  189,965  316,415  446,691  466,815   50,190   30,066

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:     12,272)
  20,832   -9,556   -1,599  -11,279   20,349    7,954    9,194    4,318    3,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      5.1     25.1     38.2     63.7     89.9     93.9     10.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     109       39       90      112       99      261      200                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,320
COMMITMENTS
   3,336      629      259    5,531    9,771    9,126   10,659    2,194      661

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:        270)
     -13      -52       46      194      287      227      281       43      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5      5.6      2.3     48.9     86.3     80.6     94.2     19.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      19        3        8       20       18       42       29                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,207,274
COMMITMENTS
 429,978  1854290   57,207  3452942  2155082  3940127  4066579  267,147  140,695

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:    173,113)
  38,884  108,497    4,182  131,061   63,543  174,127  176,222   -1,014   -3,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     44.1      1.4     82.1     51.2     93.7     96.7      6.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      444)
      94       57       35      238      166      353      237                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,626,649
COMMITMENTS
 542,324  1105686   82,830  3562693  3095692  4187847  4284208  438,802  342,441

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:    -44,344)
  53,246  -94,132  -24,216  -58,978   88,063  -29,948  -30,285  -14,396  -14,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     23.9      1.8     77.0     66.9     90.5     92.6      9.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      447)
      76       69       51      224      208      326      304                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,967,632
COMMITMENTS
 194,392  444,261   37,509  1523392  1219356  1755293  1701126  212,339  266,506

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:     44,787)
  20,656   29,360   -3,158   36,319    5,660   53,817   31,862   -9,030   12,925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     22.6      1.9     77.4     62.0     89.2     86.5     10.8     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      15       31       15      101      106      126      142                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        5,925
COMMITMENTS
   4,286    1,867      529        0    1,313    4,815    3,709    1,110    2,216

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:       -869)
   1,266     -968   -1,167   -1,226    1,313   -1,127     -822      258      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.3     31.5      8.9      0.0     22.2     81.3     62.6     18.7     37.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9       26        2        0        1        9       29                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,571,039
COMMITMENTS
 524,737  1533640   84,172  4567066  3620265  5175975  5238077  395,064  332,962

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:   -131,327)
  42,862  -79,322   24,369 -196,056  -78,239 -128,825 -133,192   -2,502    1,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     27.5      1.5     82.0     65.0     92.9     94.0      7.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
      74       49       34      213      186      302      254                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,014,709
COMMITMENTS
 160,615  366,449  313,461  1506971  1280047  1981047  1959957   33,662   54,752

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:    -56,507)
 -19,015 -108,851   34,777  -69,975   21,731  -54,213  -52,343   -2,294   -4,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     18.2     15.6     74.8     63.5     98.3     97.3      1.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      29       35       51       79       88      136      149                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      104,581
COMMITMENTS
  25,159   61,119      495   68,034   28,385   93,688   89,999   10,893   14,582

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:      8,027)
   6,998    7,747      232      819    1,426    8,049    9,405      -22   -1,378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     58.4      0.5     65.1     27.1     89.6     86.1     10.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      19       30        6       33       20       56       52                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      104,581
COMMITMENTS
  25,159   61,119      495   68,034   28,385   93,688   89,999   10,893   14,582

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:      8,027)
   6,998    7,747      232      819    1,426    8,049    9,405      -22   -1,378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     58.4      0.5     65.1     27.1     89.6     86.1     10.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      19       30        6       33       20       56       52                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       40,986
COMMITMENTS
     704    2,607        0   37,653   37,145   38,357   39,752    2,629    1,234

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:     -2,904)
     282      -51        0   -3,739   -2,884   -3,457   -2,935      553       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      6.4      0.0     91.9     90.6     93.6     97.0      6.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        4        0       25       18       26       22                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       62,836
COMMITMENTS
  11,444   16,797      615   50,481   45,394   62,540   62,806      296       30

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:        289)
     384      329      -37      -86        0      261      292       28       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     26.7      1.0     80.3     72.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      19       14        5        6        2       28       18                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       66,412
COMMITMENTS
  15,412   14,325   51,000        0    1,067   66,412   66,392        0       20

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:       -536)
    -778     -788      242        0        0     -536     -546        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     21.6     76.8      0.0      1.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      12       10        4        0        1       14       13                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 10/24/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       28,432
COMMITMENTS
  24,341   18,042    4,091        0    6,239   28,432   28,372        0       60

CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST:         75)
    -305     -305      380        0        0       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.6     63.5     14.4      0.0     21.9    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8       16        3        0        1       10       18                  



Updated October 27, 2023