WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      362,050
COMMITMENTS
 104,226  135,637   94,599  134,541   96,017  333,366  326,253   28,684   35,797

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:     10,701)
   4,160   -1,422    8,646   -2,330    2,385   10,476    9,609      225    1,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     37.5     26.1     37.2     26.5     92.1     90.1      7.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
      94      103      109       93       88      255      247                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      205,427
COMMITMENTS
  58,597   77,455   52,397   75,425   56,261  186,419  186,113   19,008   19,314

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      5,514)
   2,363    5,025      590    2,596      483    5,549    6,098      -35     -584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     37.7     25.5     36.7     27.4     90.7     90.6      9.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      59       52       57       63       67      150      154                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,280,828
COMMITMENTS
 265,359  393,010  282,814  592,129  440,252  1140302  1116076  140,526  164,752

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:     13,288)
  -2,055   -1,974   15,842    7,140    3,165   20,927   17,033   -7,639   -3,745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     30.7     22.1     46.2     34.4     89.0     87.1     11.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      697)
     113      147      143      287      305      492      534                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        3,344
COMMITMENTS
     256      805       67    1,740    1,637    2,063    2,509    1,281      835

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:         19)
     -70      -20        2       45      -12      -23      -30       42       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     24.1      2.0     52.0     49.0     61.7     75.0     38.3     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        5        1        9        6       13       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      637,033
COMMITMENTS
  97,494  109,420  120,929  361,392  340,676  579,815  571,025   57,218   66,008

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:    -56,349)
  -3,650   10,274  -23,333  -21,412  -31,049  -48,395  -44,108   -7,954  -12,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     17.2     19.0     56.7     53.5     91.0     89.6      9.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      488)
     123      112      134      185      203      382      389                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      479,577
COMMITMENTS
  83,038  116,858  114,776  250,192  221,045  448,006  452,679   31,571   26,898

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      2,295)
    -786   16,678    2,707    5,575  -14,426    7,496    4,959   -5,201   -2,664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     24.4     23.9     52.2     46.1     93.4     94.4      6.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      82       82       90      100       84      236      219                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,379,332
COMMITMENTS
 155,392  298,935    5,788  1026432  931,942  1187612  1236665  191,720  142,667

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:     17,117)
  13,775   19,312      578    9,886   14,450   24,239   34,340   -7,122  -17,223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     21.7      0.4     74.4     67.6     86.1     89.7     13.9     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      22       35       16       97      105      130      145                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,623,045
COMMITMENTS
 147,004  438,049    3,102  1306425  1035232  1456531  1476383  166,514  146,662

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        186)
   1,770      841      -97      104     -407    1,777      337   -1,591     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     27.0      0.2     80.5     63.8     89.7     91.0     10.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      16       28       12      108       90      130      124                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      445,612
COMMITMENTS
 111,476   70,495  101,675  185,945  240,460  399,096  412,630   46,516   32,982

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:    -29,373)
 -11,095    9,321  -11,549    1,435  -25,281  -21,209  -27,509   -8,164   -1,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     15.8     22.8     41.7     54.0     89.6     92.6     10.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      83       63       88      115      110      248      227                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,796
COMMITMENTS
   5,401      203      406    3,278   10,398    9,085   11,007    2,711      789

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:       -231)
     339     -129     -118      -54       51      167     -196     -398      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.8      1.7      3.4     27.8     88.1     77.0     93.3     23.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      27        1        7       15       17       46       24                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,762,107
COMMITMENTS
 399,864  1664947   54,397  3043487  1915503  3497748  3634847  264,359  127,260

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:    -65,849)
 -35,054  -60,835    6,884  -25,064    5,279  -53,234  -48,672  -12,615  -17,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     44.3      1.4     80.9     50.9     93.0     96.6      7.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      446)
     109       49       30      231      167      354      232                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,589,883
COMMITMENTS
 430,563  1235547   56,476  3680677  2955123  4167716  4247146  422,167  342,737

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:     36,371)
 -13,639  103,773   -1,957   41,501  -45,247   25,905   56,569   10,466  -20,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     26.9      1.2     80.2     64.4     90.8     92.5      9.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
      51       72       36      209      184      282      270                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,043,847
COMMITMENTS
 242,077  520,108   24,507  1582887  1238999  1849471  1783614  194,376  260,233

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:     19,222)
   5,360   18,173    3,603   15,599   12,800   24,562   34,576   -5,340  -15,354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     25.4      1.2     77.4     60.6     90.5     87.3      9.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      19       33       16       99      103      127      143                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        3,471
COMMITMENTS
     870    1,714      635      732        0    2,237    2,349    1,234    1,122

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:         87)
      26      271      263      475        0      764      534     -677     -447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     49.4     18.3     21.1      0.0     64.4     67.7     35.6     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      11       11        1        2        0       13       12                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,742,599
COMMITMENTS
 406,283  1719724   70,760  4822943  3684615  5299986  5475099  442,613  267,500

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:     21,522)
   7,955  -66,826    3,354   -6,984   95,857    4,325   32,385   17,197  -10,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     29.9      1.2     84.0     64.2     92.3     95.3      7.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
      60       44       28      201      176      276      233                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,596,563
COMMITMENTS
 195,967  306,140  250,173  1121182  998,407  1567322  1554720   29,241   41,843

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:     15,197)
 -24,194   42,368      747   53,938  -11,527   30,491   31,588  -15,294  -16,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     19.2     15.7     70.2     62.5     98.2     97.4      1.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      24       42       46       72       79      126      137                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       98,501
COMMITMENTS
  28,469   17,316    1,981   54,316   66,799   84,766   86,096   13,735   12,405

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:     -1,828)
  -1,414   -5,444     -569      431    6,284   -1,552      271     -276   -2,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     17.6      2.0     55.1     67.8     86.1     87.4     13.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      29       23       14       31       27       65       59                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       98,501
COMMITMENTS
  28,469   17,316    1,981   54,316   66,799   84,766   86,096   13,735   12,405

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:     -1,828)
  -1,414   -5,444     -569      431    6,284   -1,552      271     -276   -2,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     17.6      2.0     55.1     67.8     86.1     87.4     13.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      29       23       14       31       27       65       59                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       46,855
COMMITMENTS
       0      589        0   43,956   45,842   43,956   46,431    2,899      424

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        780)
       0     -158        0      707      943      707      785       73       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.3      0.0     93.8     97.8     93.8     99.1      6.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        0       26       13       26       15                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       73,191
COMMITMENTS
  12,580   19,763        0   60,375   53,405   72,955   73,168      236       23

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      5,750)
  -1,616     -929     -101    8,848    8,150    7,131    7,120   -1,381   -1,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     27.0      0.0     82.5     73.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      20        8        0        6        2       26       10                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       71,079
COMMITMENTS
  21,136   21,126   49,933        0        0   71,069   71,059       10       20

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        325)
     325      325        0        0        0      325      325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     29.7     70.3      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 12/26/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       35,473
COMMITMENTS
  23,689   12,261   11,784        0   11,367   35,473   35,412        0       61

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        675)
     675      675        0        0        0      675      675        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.8     34.6     33.2      0.0     32.0    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 29, 2023