WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      351,349
COMMITMENTS
 100,066  137,059   85,953  136,871   93,632  322,890  316,644   28,459   34,705

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:      3,889)
  -8,317  -11,345   10,185    1,595    6,899    3,463    5,739      426   -1,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     39.0     24.5     39.0     26.6     91.9     90.1      8.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
      92      109      106       94       91      254      249                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      199,913
COMMITMENTS
  56,234   72,430   51,807   72,829   55,778  180,870  180,015   19,043   19,898

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:       -516)
  -3,823   -3,005    2,475     -264     -491   -1,612   -1,021    1,096      505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     36.2     25.9     36.4     27.9     90.5     90.0      9.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      59       51       54       62       66      147      150                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,267,540
COMMITMENTS
 267,414  394,984  266,972  584,989  437,087  1119375  1099043  148,165  168,497

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:     16,440)
     759   27,114      572     -276  -16,648    1,055   11,038   15,385    5,402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     31.2     21.1     46.2     34.5     88.3     86.7     11.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      699)
     116      149      136      286      309      490      532                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        3,325
COMMITMENTS
     326      825       65    1,695    1,649    2,086    2,539    1,239      786

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:        -88)
      -1      -68       65      115       76      179       73     -267     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     24.8      2.0     51.0     49.6     62.7     76.4     37.3     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        5        1        9        6       14       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      693,382
COMMITMENTS
 101,144   99,146  144,262  382,804  371,725  628,210  615,133   65,172   78,249

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:    -25,266)
  -6,716    8,825  -29,096   -1,894  -13,189  -37,706  -33,460   12,440    8,194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     14.3     20.8     55.2     53.6     90.6     88.7      9.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      526)
     133      122      159      191      220      410      429                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      477,282
COMMITMENTS
  83,824  100,180  112,069  244,617  235,471  440,510  447,720   36,772   29,562

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:      9,828)
  -3,130    7,422   -3,784   12,435    3,988    5,521    7,626    4,307    2,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     21.0     23.5     51.3     49.3     92.3     93.8      7.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      82       68       86       95       85      224      204                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,362,215
COMMITMENTS
 141,617  279,623    5,210  1016546  917,492  1163373  1202325  198,842  159,890

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:     54,051)
  19,635   21,382      208   19,818   21,339   39,661   42,929   14,390   11,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     20.5      0.4     74.6     67.4     85.4     88.3     14.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      23       41       18       93      109      126      158                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,622,859
COMMITMENTS
 145,234  437,208    3,199  1306321  1035639  1454754  1476046  168,105  146,813

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:     42,731)
  29,657   28,651   -1,745   16,095   23,699   44,007   50,605   -1,276   -7,874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     26.9      0.2     80.5     63.8     89.6     91.0     10.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      16       29       10      108       88      129      122                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      474,985
COMMITMENTS
 122,571   61,174  113,224  184,510  265,741  420,305  440,139   54,680   34,846

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:     -7,341)
 -13,736    9,611    3,047    1,171  -24,987   -9,518  -12,329    2,177    4,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     12.9     23.8     38.8     55.9     88.5     92.7     11.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      86       57       93      117      110      258      226                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,027
COMMITMENTS
   5,062      332      524    3,332   10,347    8,918   11,203    3,109      824

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:         15)
      20      -97       72     -310      -24     -218      -49      233       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1      2.8      4.4     27.7     86.0     74.1     93.1     25.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      23        4        9       13       19       43       30                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,827,956
COMMITMENTS
 434,918  1725782   47,513  3068551  1910224  3550982  3683519  276,974  144,437

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:   -122,461)
  29,119  -39,491  -13,544 -153,633  -88,847 -138,058 -141,882   15,597   19,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     45.1      1.2     80.2     49.9     92.8     96.2      7.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      452)
     109       50       29      227      175      350      240                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,553,512
COMMITMENTS
 444,202  1131774   58,433  3639176  3000370  4141811  4190577  411,701  362,935

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:     77,796)
 -69,774   60,867   -9,417  138,040   19,918   58,849   71,368   18,947    6,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     24.9      1.3     79.9     65.9     91.0     92.0      9.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
      59       72       41      212      189      298      276                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,024,625
COMMITMENTS
 236,717  501,935   20,904  1567288  1226199  1824909  1749038  199,716  275,587

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:     42,886)
  22,672   11,414    9,964   13,569   14,885   46,205   36,263   -3,319    6,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     24.8      1.0     77.4     60.6     90.1     86.4      9.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      22       31       15       97      102      127      140                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        3,384
COMMITMENTS
     844    1,443      372      257        0    1,473    1,815    1,911    1,569

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:       -727)
  -1,865     -136      186      197   -1,348   -1,482   -1,298      755      571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     42.6     11.0      7.6      0.0     43.5     53.6     56.5     46.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      10       12        2        1        0       13       13                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,721,077
COMMITMENTS
 398,328  1786550   67,406  4829927  3588758  5295661  5442714  425,416  278,363

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:    -15,957)
 -61,883  -13,781    8,667   39,459    5,161  -13,757       47   -2,200  -16,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     31.2      1.2     84.4     62.7     92.6     95.1      7.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
      58       50       28      209      177      281      241                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,581,366
COMMITMENTS
 220,161  263,772  249,426  1067244  1009934  1536831  1523132   44,535   58,234

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:     87,451)
  90,227  -25,359   49,147  -66,021   49,392   73,353   73,180   14,098   14,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     16.7     15.8     67.5     63.9     97.2     96.3      2.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      30       30       41       71       79      122      129                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      100,329
COMMITMENTS
  29,883   22,760    2,550   53,885   60,515   86,318   85,825   14,011   14,504

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:    -11,747)
   3,915      243   -3,477  -11,894   -5,065  -11,456   -8,299     -291   -3,448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     22.7      2.5     53.7     60.3     86.0     85.5     14.0     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      31       26       11       32       28       67       61                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      100,329
COMMITMENTS
  29,883   22,760    2,550   53,885   60,515   86,318   85,825   14,011   14,504

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:    -11,747)
   3,915      243   -3,477  -11,894   -5,065  -11,456   -8,299     -291   -3,448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     22.7      2.5     53.7     60.3     86.0     85.5     14.0     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      31       26       11       32       28       67       61                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       46,075
COMMITMENTS
       0      747        0   43,249   44,899   43,249   45,646    2,826      429

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:    -13,146)
       0   -1,836        0  -13,567  -10,981  -13,567  -12,817      421     -329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.6      0.0     93.9     97.4     93.9     99.1      6.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        0       26       14       26       16                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       67,441
COMMITMENTS
  14,196   20,692      101   51,527   45,255   65,824   66,048    1,617    1,393

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:      1,553)
   1,227    1,196     -559      -64        0      604      637      949      916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     30.7      0.1     76.4     67.1     97.6     97.9      2.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      25        9        2        6        2       31       13                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       70,754
COMMITMENTS
  20,811   20,801   49,933        0        0   70,744   70,734       10       20

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:      2,513)
   3,210    3,757     -707        0     -417    2,503    2,633       10     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     29.4     70.6      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      12       10        4        0        0       14       12                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 12/19/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       34,798
COMMITMENTS
  23,014   11,586   11,784        0   11,367   34,798   34,737        0       61

CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST:        443)
  -3,881   -6,342    4,324        0    2,462      443      444        0       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.1     33.3     33.9      0.0     32.7    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      11       16        4        0        1       13       19                  



Updated December 22, 2023