WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      460,210
COMMITMENTS
 122,955  192,522  142,894  157,363   88,770  423,212  424,186   36,998   36,024

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:     24,525)
   1,148   10,768   17,636    6,951   -4,664   25,735   23,740   -1,210      785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     41.8     31.0     34.2     19.3     92.0     92.2      8.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
     119      115      110      109       89      290      266                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      228,736
COMMITMENTS
  53,567   80,910   64,045   91,955   62,428  209,567  207,383   19,169   21,353

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:       -127)
   1,903    1,894    2,363   -4,795   -4,707     -529     -450      402      323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     35.4     28.0     40.2     27.3     91.6     90.7      8.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      59       60       65       64       67      161      160                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,412,108
COMMITMENTS
 278,919  366,615  329,175  659,639  545,586  1267733  1241376  144,375  170,732

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:     10,210)
  -4,118   35,298    2,921    6,317  -24,702    5,120   13,517    5,090   -3,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     26.0     23.3     46.7     38.6     89.8     87.9     10.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      707)
     122      153      177      318      308      560      548                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        3,799
COMMITMENTS
     645      313      115    1,362    2,279    2,122    2,707    1,677    1,092

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:       -134)
      84      -35      -10       13        9       87      -36     -221      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      8.2      3.0     35.9     60.0     55.9     71.3     44.1     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        3        2       10        6       16       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      706,923
COMMITMENTS
 103,628   87,368  149,787  404,124  405,937  657,539  643,092   49,384   63,831

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:   -107,803)
 -31,510  -11,316  -30,504  -38,095  -60,765 -100,109 -102,585   -7,694   -5,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     12.4     21.2     57.2     57.4     93.0     91.0      7.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      525)
     111      123      152      183      229      391      429                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      491,302
COMMITMENTS
 103,802   78,700  113,862  241,470  271,904  459,134  464,466   32,168   26,836

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:     25,790)
   5,223   11,260    2,934   16,001   12,973   24,158   27,167    1,632   -1,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     16.0     23.2     49.1     55.3     93.5     94.5      6.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      92       73       99       96       85      244      212                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,377,938
COMMITMENTS
 100,784  256,165   25,520  1049386  948,149  1175690  1229834  202,248  148,104

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:     11,180)
   7,048   26,191   -6,579   -2,401  -11,515   -1,932    8,097   13,112    3,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     18.6      1.9     76.2     68.8     85.3     89.3     14.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      24       41       25      111      110      151      160                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,560,619
COMMITMENTS
  90,876  427,316    3,186  1290048  983,047  1384110  1413549  176,509  147,070

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:      6,268)
  -1,779  -28,885       87    1,886   33,705      194    4,907    6,074    1,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     27.4      0.2     82.7     63.0     88.7     90.6     11.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      17       26       11      106       89      127      122                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      519,735
COMMITMENTS
 149,649   29,981  127,937  191,134  329,976  468,720  487,894   51,015   31,841

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:     22,854)
  17,771    4,429    3,089    1,169   13,561   22,029   21,079      825    1,775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      5.8     24.6     36.8     63.5     90.2     93.9      9.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
     103       44       96      110      102      260      210                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,407
COMMITMENTS
   3,388      713      287    5,665    9,636    9,340   10,636    2,067      771

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:         87)
      52       84       28      134     -135      214      -23     -127      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      6.3      2.5     49.7     84.5     81.9     93.2     18.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      21        4        7       17       17       40       27                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,188,473
COMMITMENTS
 408,762  1844210   58,862  3453960  2141877  3921584  4044949  266,889  143,524

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:    -18,801)
 -21,216  -10,080    1,655    1,018  -13,205  -18,543  -21,630     -258    2,829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     44.0      1.4     82.5     51.1     93.6     96.6      6.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      443)
      87       56       39      239      173      349      245                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,691,536
COMMITMENTS
 572,295  1199993   89,671  3568418  3036471  4230384  4326135  461,152  365,401

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:     64,887)
  29,971   94,307    6,841    5,725  -59,221   42,537   41,927   22,350   22,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     25.6      1.9     76.1     64.7     90.2     92.2      9.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      432)
      71       67       45      223      202      319      289                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,012,883
COMMITMENTS
 196,655  448,962   38,630  1555303  1271875  1790588  1759467  222,295  253,416

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:     45,251)
   2,263    4,701    1,121   31,911   52,519   35,295   58,341    9,956  -13,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     22.3      1.9     77.3     63.2     89.0     87.4     11.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      17       30       13       98      108      123      143                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        3,413
COMMITMENTS
   2,098    1,015      449        0       89    2,547    1,553      866    1,860

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:     -2,512)
  -2,188     -852      -80        0   -1,224   -2,268   -2,156     -244     -356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.5     29.7     13.2      0.0      2.6     74.6     45.5     25.4     54.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7       18        2        0        1        8       20                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,746,137
COMMITMENTS
 469,045  1660634   83,070  4790920  3679979  5343035  5423683  403,102  322,454

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:    175,098)
 -55,692  126,994   -1,102  223,854   59,714  167,060  185,606    8,038  -10,508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     28.9      1.4     83.4     64.0     93.0     94.4      7.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
      67       51       35      221      187      304      257                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,028,290
COMMITMENTS
 158,853  336,880  300,587  1540620  1338678  2000060  1976145   28,230   52,145

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:     13,581)
  -1,762  -29,569  -12,874   33,649   58,631   19,013   16,188   -5,432   -2,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     16.6     14.8     76.0     66.0     98.6     97.4      1.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      29       35       50       83       91      138      151                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,936
COMMITMENTS
  23,780   59,891      809   68,690   28,069   93,279   88,769   10,657   15,167

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:       -645)
  -1,379   -1,228      314      656     -316     -409   -1,230     -236      585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     57.6      0.8     66.1     27.0     89.7     85.4     10.3     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      20       27        9       34       20       61       49                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,936
COMMITMENTS
  23,780   59,891      809   68,690   28,069   93,279   88,769   10,657   15,167

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:       -645)
  -1,379   -1,228      314      656     -316     -409   -1,230     -236      585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     57.6      0.8     66.1     27.0     89.7     85.4     10.3     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      20       27        9       34       20       61       49                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       38,887
COMMITMENTS
     945    2,809        0   35,600   34,859   36,545   37,668    2,342    1,219

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:     -2,099)
     241      202        0   -2,053   -2,286   -1,812   -2,084     -287      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      7.2      0.0     91.5     89.6     94.0     96.9      6.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        5        0       25       17       26       22                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       63,424
COMMITMENTS
  12,119   17,584      513   50,483   45,297   63,115   63,394      309       30

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:        588)
     675      787     -102        2      -97      575      588       13        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     27.7      0.8     79.6     71.4     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      20       14        5        6        2       29       18                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       66,533
COMMITMENTS
  15,533   14,446   51,000        0    1,067   66,533   66,513        0       20

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:        121)
     121      121        0        0        0      121      121        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:       24)
      12       11        4        0        1       14       14                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 10/31/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       29,123
COMMITMENTS
  25,032   18,733    4,091        0    6,239   29,123   29,063        0       60

CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST:        691)
     691      691        0        0        0      691      691        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.0     64.3     14.0      0.0     21.4    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 November 3, 2023