WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      347,460
COMMITMENTS
 108,383  148,404   75,768  135,276   86,733  319,427  310,905   28,033   36,555

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:    -57,849)
 -11,582  -38,628  -17,323  -27,014   -2,986  -55,919  -58,937   -1,930    1,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     42.7     21.8     38.9     25.0     91.9     89.5      8.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     102       94      100       86       87      245      233                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      200,429
COMMITMENTS
  60,057   75,435   49,332   73,093   56,269  182,482  181,036   17,947   19,393

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:     -5,002)
     928   -7,219    1,870   -7,662      483   -4,864   -4,866     -138     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     37.6     24.6     36.5     28.1     91.0     90.3      9.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      66       46       53       58       65      144      149                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,251,100
COMMITMENTS
 266,655  367,870  266,400  585,265  453,735  1118320  1088005  132,780  163,095

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:     -5,156)
  -6,244  -15,468    6,883     -909    5,315     -270   -3,270   -4,886   -1,886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     29.4     21.3     46.8     36.3     89.4     87.0     10.6     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      684)
     111      148      144      279      302      489      522                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        3,413
COMMITMENTS
     327      893        0    1,580    1,573    1,907    2,466    1,506      947

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        262)
    -140      224      -51      322      -56      131      117      131      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     26.2      0.0     46.3     46.1     55.9     72.3     44.1     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        7        0        9        6       13       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      718,648
COMMITMENTS
 107,860   90,321  173,358  384,698  384,914  665,916  648,593   52,732   70,055

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:      3,045)
  -8,901   -6,142   28,168  -15,203  -17,948    4,064    4,078   -1,019   -1,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     12.6     24.1     53.5     53.6     92.7     90.3      7.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      534)
     126      125      161      184      234      405      441                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      467,454
COMMITMENTS
  86,954   92,758  115,853  232,182  231,483  434,989  440,094   32,465   27,360

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:    -13,515)
  -5,520    1,540   -6,831   -2,436   -8,927  -14,787  -14,218    1,272      703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     19.8     24.8     49.7     49.5     93.1     94.1      6.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      84       65       92       95       81      228      205                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,308,164
COMMITMENTS
 121,982  258,241    5,002  996,728  896,153  1123712  1159396  184,452  148,768

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:      8,733)
  10,298   16,478   -1,499    7,532  -10,191   16,331    4,788   -7,598    3,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     19.7      0.4     76.2     68.5     85.9     88.6     14.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      22       36       14      101      105      132      146                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,580,128
COMMITMENTS
 115,577  408,557    4,944  1290226  1011940  1410747  1425441  169,381  154,687

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:     -3,555)
  16,488   -7,194   -1,261  -13,863    1,621    1,364   -6,834   -4,919    3,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     25.9      0.3     81.7     64.0     89.3     90.2     10.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      13       24       12      105       88      125      117                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      482,326
COMMITMENTS
 136,307   51,563  110,177  183,339  290,728  429,823  452,468   52,503   29,858

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:    -36,570)
 -23,418    8,489  -12,976   -1,258  -32,376  -37,652  -36,863    1,082      293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     10.7     22.8     38.0     60.3     89.1     93.8     10.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      98       51       93      113      111      257      226                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,012
COMMITMENTS
   5,042      429      452    3,642   10,371    9,136   11,252    2,876      760

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:       -171)
    -339     -160       -4     -206        9     -549     -155      378      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0      3.6      3.8     30.3     86.3     76.1     93.7     23.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      26        4        8       15       18       44       29                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,950,417
COMMITMENTS
 405,799  1765273   61,057  3222184  1999071  3689040  3825401  261,377  125,016

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:   -161,117)
  13,070 -103,472     -785 -164,881  -53,369 -152,596 -157,626   -8,521   -3,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     44.7      1.5     81.6     50.6     93.4     96.8      6.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      452)
     108       50       24      233      170      351      234                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,475,716
COMMITMENTS
 513,976  1070907   67,850  3501136  2980452  4082962  4119209  392,754  356,507

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:    -60,702)
  31,421  -48,104  -18,582  -50,952   12,478  -38,113  -54,208  -22,589   -6,494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     23.9      1.5     78.2     66.6     91.2     92.0      8.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      417)
      63       74       41      208      190      298      278                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,981,739
COMMITMENTS
 214,045  490,521   10,940  1553719  1211314  1778704  1712775  203,035  268,964

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:     -9,670)
   4,707   13,328   -4,728  -15,792  -20,081  -15,813  -11,481    6,143    1,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     24.8      0.6     78.4     61.1     89.8     86.4     10.2     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      20       31       14       98      106      127      142                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        4,111
COMMITMENTS
   2,709    1,579      186       60    1,348    2,955    3,113    1,156      998

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        835)
     546       56       71       60      702      677      829      158        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.9     38.4      4.5      1.5     32.8     71.9     75.7     28.1     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10       13        3        1        1       13       16                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,737,034
COMMITMENTS
 460,211  1800331   58,739  4790468  3583597  5309418  5442667  427,616  294,367

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:    -38,215)
  47,187  -42,120     -259  -73,995   11,713  -27,067  -30,666  -11,148   -7,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     31.4      1.0     83.5     62.5     92.5     94.9      7.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
      59       53       29      203      185      274      255                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,493,915
COMMITMENTS
 129,934  289,131  200,279  1133265  960,542  1463478  1449952   30,437   43,963

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:     11,843)
  -8,835   -2,792   -8,667   29,005   21,379   11,503    9,920      340    1,923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     19.4     13.4     75.9     64.3     98.0     97.1      2.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      26       32       43       74       81      126      131                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      112,076
COMMITMENTS
  25,968   22,517    6,027   65,779   65,580   97,774   94,124   14,302   17,952

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:     17,206)
    -285   -3,428    4,103   12,314   14,948   16,132   15,623    1,074    1,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     20.1      5.4     58.7     58.5     87.2     84.0     12.8     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      26       24       17       36       35       70       70                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      112,076
COMMITMENTS
  25,968   22,517    6,027   65,779   65,580   97,774   94,124   14,302   17,952

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:     17,206)
    -285   -3,428    4,103   12,314   14,948   16,132   15,623    1,074    1,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     20.1      5.4     58.7     58.5     87.2     84.0     12.8     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      26       24       17       36       35       70       70                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       59,221
COMMITMENTS
       0    2,583        0   56,816   55,880   56,816   58,463    2,405      758

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:     15,954)
       0     -291        0   17,464   16,454   17,464   16,163   -1,510     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      0.0     95.9     94.4     95.9     98.7      4.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        0       28       15       28       18                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       65,888
COMMITMENTS
  12,969   19,496      660   51,591   45,255   65,220   65,411      668      477

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:      1,476)
     387      555      486      248        0    1,121    1,041      355      435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     29.6      1.0     78.3     68.7     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      24       11        2        6        2       30       15                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       68,241
COMMITMENTS
  17,601   17,044   50,640        0      417   68,241   68,101        0      140

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:         54)
     264      644     -210        0     -500       54      -66        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     25.0     74.2      0.0      0.6    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11       10        5        0        1       14       13                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 12/12/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       34,355
COMMITMENTS
  26,895   17,928    7,460        0    8,905   34,355   34,293        0       62

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:      2,564)
    -804      529    3,368        0   -1,333    2,564    2,564        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.3     52.2     21.7      0.0     25.9    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10       16        3        0        1       12       18                  



Updated December 15, 2023