WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   431,293:    85,676    123,846    156,049    152,765    113,528    394,491    393,423:    36,802     37,871
Old  :   397,751:    84,228    120,799    141,013    138,526    102,929    363,767    364,740:    33,984     33,011
Other:    33,542:    10,648     12,247      5,837     14,239     10,599     30,724     28,683:     2,818      4,860
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :    28,312:       563      3,829     18,005      7,049      7,608     25,617     29,441:     2,695     -1,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       28.7       36.2       35.4       26.3       91.5       91.2:       8.5        8.8
Old  :     100.0:      21.2       30.4       35.5       34.8       25.9       91.5       91.7:       8.5        8.3
Other:     100.0:      31.7       36.5       17.4       42.5       31.6       91.6       85.5:       8.4       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       365:       129         98        142        112        108        306        290:
Old  :       363:       129         99        140        111        106        302        287:
Other:       143:        21         35         27         39         65         81        107:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9       11.8       21.7       20.6       10.5        8.9       16.2       13.5
Old  :                 13.5       12.0       22.6       21.4       10.9        9.5       16.0       14.8
Other:                 29.0       25.7       42.4       42.5       29.0       24.1       40.9       35.5
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   200,689:    48,395     48,109     54,854     77,232     75,609    180,482    178,573:    20,207     22,116
Old  :   192,657:    47,501     47,528     52,057     74,160     72,881    173,718    172,466:    18,939     20,192
Other:     8,031:     3,029      2,716        663      3,072      2,729      6,763      6,107:     1,268      1,925
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :    -1,021:        86     12,884     -1,079     -1,482    -12,687     -2,474       -881:     1,453       -140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       24.0       27.3       38.5       37.7       89.9       89.0:      10.1       11.0
Old  :     100.0:      24.7       24.7       27.0       38.5       37.8       90.2       89.5:       9.8       10.5
Other:     100.0:      37.7       33.8        8.2       38.3       34.0       84.2       76.0:      15.8       24.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        55         50         63         76         87        163        172:
Old  :       212:        54         51         63         74         85        160        170:
Other:        84:        15         14          8         21         41         39         60:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       17.7       30.0       27.6       12.7       14.8       20.6       21.6
Old  :                 19.3       18.4       30.6       28.4       14.1       15.5       22.3       22.7
Other:                 38.9       34.9       55.8       49.0       38.8       34.9       51.7       46.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,766,694:   268,174    255,361    583,080    751,482    696,825  1,602,736  1,535,266:   163,958    231,428
Old  :   455,661:    83,687    108,027    143,683    192,099    177,049    419,469    428,759:    36,192     26,902
Other: 1,311,033:   277,823    240,670    346,061    559,383    519,776  1,183,268  1,106,507:   127,765    204,526
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :   -23,942:   -32,923     33,766     -6,563      9,290    -45,319    -30,196    -18,115:     6,254     -5,826
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       14.5       33.0       42.5       39.4       90.7       86.9:       9.3       13.1
Old  :     100.0:      18.4       23.7       31.5       42.2       38.9       92.1       94.1:       7.9        5.9
Other:     100.0:      21.2       18.4       26.4       42.7       39.6       90.3       84.4:       9.7       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       754:       140        167        221        365        363        643        628:
Old  :       566:       104        102         88        261        224        412        368:
Other:       722:       139        152        188        322        349        573        585:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.5        9.4       18.5       16.9        8.8        6.4       13.6       10.4
Old  :                 14.3       14.3       22.5       24.8        9.1       10.9       14.0       17.2
Other:                 10.8        9.7       18.5       16.8       10.0        7.2       15.8       11.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     4,554:       850        144        279      1,220      2,847      2,349      3,270:     2,205      1,284
Old  :     4,538:       864        144        264      1,220      2,847      2,348      3,255:     2,190      1,283
Other:        16:         0         14          1          0          0          1         15:        15          1
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :      -234:      -125       -118          6        -19       -163       -138       -274:       -96         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        3.2        6.1       26.8       62.5       51.6       71.8:      48.4       28.2
Old  :     100.0:      19.0        3.2        5.8       26.9       62.7       51.7       71.7:      48.3       28.3
Other:     100.0:       0.0       87.5        6.3        0.0        0.0        6.3       93.8:      93.8        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         8          1          4          7          9         17         14:
Old  :        22:         8          1          4          7          9         17         14:
Other:         1:         0          1          1          0          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       48.3       40.4       61.9       17.3       40.0       26.4       48.7
Old  :                 28.5       48.5       40.5       62.1       17.4       40.2       26.5       48.9
Other:                  6.3       93.8        6.3       93.8        0.0       87.5        0.0       87.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   802,230:   139,008     62,616    230,942    382,790    435,367    752,741    728,925:    49,490     73,305
Old  :   776,984:   136,090     63,768    220,247    373,457    423,601    729,793    707,615:    47,191     69,369
Other:    25,246:    10,238      6,168      3,377      9,333     11,766     22,947     21,310:     2,299      3,936
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :   -11,152:   -22,210      6,889     -2,895     15,468    -15,592     -9,636    -11,598:    -1,515        446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        7.8       28.8       47.7       54.3       93.8       90.9:       6.2        9.1
Old  :     100.0:      17.5        8.2       28.3       48.1       54.5       93.9       91.1:       6.1        8.9
Other:     100.0:      40.6       24.4       13.4       37.0       46.6       90.9       84.4:       9.1       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       557:       160        119        176        189        232        434        452:
Old  :       557:       156        125        175        188        232        432        452:
Other:       184:        25         32         13         38        107         72        143:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       13.4       20.2       22.5        9.5        9.7       14.1       15.6
Old  :                 12.6       13.6       20.5       22.7        9.8        9.9       14.8       15.9
Other:                 39.9       34.4       57.0       47.8       38.7       31.0       54.2       41.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    21,236:    12,662        375        535          2      9,193     13,199     10,103:     8,037     11,133
Old  :    19,425:    11,835        375        534          2      7,727     12,371      8,636:     7,054     10,789
Other:     1,811:       827          0          1          0      1,466        828      1,467:       983        344
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :      -401:      -286       -162        153          0        -62       -133        -71:      -268       -330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.6        1.8        2.5        0.0       43.3       62.2       47.6:      37.8       52.4
Old  :     100.0:      60.9        1.9        2.7        0.0       39.8       63.7       44.5:      36.3       55.5
Other:     100.0:      45.7        0.0        0.1        0.0       80.9       45.7       81.0:      54.3       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         5          2          5          1         14          8         19:
Old  :        21:         5          2          5          1         14          8         19:
Other:        14:         2          0          1          0         12          2         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       30.2       62.2       37.9       58.8       30.2       59.6       37.5
Old  :                 61.0       25.8       63.7       34.1       60.0       25.8       60.9       33.7
Other:                 45.7       79.1       45.7       80.4       45.7       79.1       45.7       80.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   552,558:    94,733     47,034    141,744    281,168    337,440    517,644    526,217:    34,914     26,341
Old  :   111,466:    22,974     14,395     21,438     62,738     69,958    107,150    105,791:     4,316      5,675
Other:   441,093:    91,104     51,984    100,960    218,430    267,482    410,494    420,426:    30,598     20,666
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :     2,699:    -1,540       -553     10,973     -8,289    -10,579      1,145       -159:     1,554      2,857
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        8.5       25.7       50.9       61.1       93.7       95.2:       6.3        4.8
Old  :     100.0:      20.6       12.9       19.2       56.3       62.8       96.1       94.9:       3.9        5.1
Other:     100.0:      20.7       11.8       22.9       49.5       60.6       93.1       95.3:       6.9        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:        93         58         90        101        113        244        224:
Old  :       182:        40         35         26         63         77        117        125:
Other:       286:        85         59         83         92        101        228        206:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       20.6       24.3       32.0        8.0       14.7       12.8       21.6
Old  :                 32.1       23.3       46.3       35.2       30.7       20.1       41.2       27.6
Other:                 13.2       23.0       23.2       34.4       10.2       16.9       16.1       24.8
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,510,430:    71,366    277,403    132,678  1,093,312    934,499  1,297,357  1,344,580:   213,073    165,850
Old  : 1,510,430:    71,366    277,403    132,678  1,093,312    934,499  1,297,357  1,344,580:   213,073    165,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :    92,002:      -958      5,109     44,355     34,267     39,660     77,663     89,123:    14,339      2,879
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       18.4        8.8       72.4       61.9       85.9       89.0:      14.1       11.0
Old  :     100.0:       4.7       18.4        8.8       72.4       61.9       85.9       89.0:      14.1       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        24         35         36        121        110        165        161:
Old  :       203:        24         35         36        121        110        165        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       23.3       34.8       32.5       19.9       19.4       31.0       27.2
Old  :                 22.0       23.3       34.8       32.5       19.9       19.4       31.0       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                                                                 Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,562,547:    86,670    533,353     10,762  1,291,178    888,910  1,388,610  1,433,025:   173,937    129,522
Old  : 1,562,547:    86,670    533,353     10,762  1,291,178    888,910  1,388,610  1,433,025:   173,937    129,522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :    18,583:     4,488     -6,094      2,272     10,235     20,549     16,995     16,727:     1,588      1,856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       34.1        0.7       82.6       56.9       88.9       91.7:      11.1        8.3
Old  :     100.0:       5.5       34.1        0.7       82.6       56.9       88.9       91.7:      11.1        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        19         26         17        109         83        137        117:
Old  :       176:        19         26         17        109         83        137        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       36.6       37.8       52.5       20.4       36.4       32.8       47.4
Old  :                 21.7       36.6       37.8       52.5       20.4       36.4       32.8       47.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   538,178:   118,180     18,894    172,185    193,754    317,222    484,119    508,301:    54,059     29,877
Old  :    95,632:    44,450      2,187     15,116     26,851     71,301     86,417     88,604:     9,215      7,028
Other:   442,546:   110,128     53,106    120,670    166,904    245,920    397,702    419,696:    44,844     22,849
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :      -309:    -6,154     -3,201       -441      2,971      2,533     -3,624     -1,109:     3,315        800
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        3.5       32.0       36.0       58.9       90.0       94.4:      10.0        5.6
Old  :     100.0:      46.5        2.3       15.8       28.1       74.6       90.4       92.7:       9.6        7.3
Other:     100.0:      24.9       12.0       27.3       37.7       55.6       89.9       94.8:      10.1        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:       114         29        104        109        110        259        223:
Old  :       198:        65         17         33         71         74        145        115:
Other:       281:        94         56         92        100        100        242        206:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.0       26.1       19.0       36.2        9.2       24.5       15.5       32.6
Old  :                 25.1       37.5       37.3       51.4       25.1       36.6       35.3       49.7
Other:                 11.3       24.5       20.5       36.1       11.1       22.7       18.5       31.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,096:     4,448        532      1,120      3,104      8,582      8,672     10,235:     2,424        861
Old  :    11,096:     4,448        532      1,120      3,104      8,582      8,672     10,235:     2,424        861
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :       183:       309          6        -55       -113        152        141        102:        42         81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1        4.8       10.1       28.0       77.3       78.2       92.2:      21.8        7.8
Old  :     100.0:      40.1        4.8       10.1       28.0       77.3       78.2       92.2:      21.8        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        25          8          9         15         17         44         31:
Old  :        58:        25          8          9         15         17         44         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       59.4       45.9       73.3       29.3       58.6       41.2       70.8
Old  :                 30.5       59.4       45.9       73.3       29.3       58.6       41.2       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,800,455:   369,732  1,471,331     99,966  3,076,314  2,076,405  3,546,013  3,647,703:   254,443    152,752
Old  : 3,800,455:   369,732  1,471,331     99,966  3,076,314  2,076,405  3,546,013  3,647,703:   254,443    152,752
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :   126,577:    38,889     39,001     23,451     68,060     59,933    130,401    122,385:    -3,824      4,191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       38.7        2.6       80.9       54.6       93.3       96.0:       6.7        4.0
Old  :     100.0:       9.7       38.7        2.6       80.9       54.6       93.3       96.0:       6.7        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       434:        95         49         46        235        173        349        249:
Old  :       434:        95         49         46        235        173        349        249:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       37.3       36.4       54.1       25.9       37.1       33.8       53.8
Old  :                 27.1       37.3       36.4       54.1       25.9       37.1       33.8       53.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                                                   Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 5,614,037:   482,652  1,218,186    540,368  4,149,776  3,435,753  5,172,795  5,194,307:   441,242    419,730
Old  : 5,614,037:   482,652  1,218,186    540,368  4,149,776  3,435,753  5,172,795  5,194,307:   441,242    419,730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :   138,431:    45,275     99,079     91,269    -11,995    -45,407    124,549    144,941:    13,882     -6,510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       21.7        9.6       73.9       61.2       92.1       92.5:       7.9        7.5
Old  :     100.0:       8.6       21.7        9.6       73.9       61.2       92.1       92.5:       7.9        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       422:        69         76         83        238        208        356        318:
Old  :       422:        69         76         83        238        208        356        318:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       18.8       35.2       28.8       22.2       17.0       30.6       25.6
Old  :                 23.9       18.8       35.2       28.8       22.2       17.0       30.6       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                                                                  Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,806,213:   203,958    353,896     31,853  1,402,538  1,150,149  1,638,349  1,535,898:   167,864    270,315
Old  : 1,806,213:   203,958    353,896     31,853  1,402,538  1,150,149  1,638,349  1,535,898:   167,864    270,315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :    18,904:     9,391    -25,908        588     13,397     38,546     23,376     13,226:    -4,471      5,678
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       19.6        1.8       77.7       63.7       90.7       85.0:       9.3       15.0
Old  :     100.0:      11.3       19.6        1.8       77.7       63.7       90.7       85.0:       9.3       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        19         27         19         97        101        127        136:
Old  :       178:        19         27         19         97        101        127        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       29.9       49.0       41.3       35.7       26.6       46.3       36.8
Old  :                 36.0       29.9       49.0       41.3       35.7       26.6       46.3       36.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                                                            Code-04360Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 x Index Points                                                        :
     :          :                                                                            :
All  :     5,151:     4,169      2,337        102          0        980      4,271      3,419:       880      1,732
Old  :     5,151:     4,169      2,337        102          0        980      4,271      3,419:       880      1,732
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :     1,000:       862        745        102          0        -73        964        774:        36        226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.9       45.4        2.0        0.0       19.0       82.9       66.4:      17.1       33.6
Old  :     100.0:      80.9       45.4        2.0        0.0       19.0       82.9       66.4:      17.1       33.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         7         16          2          0          1          8         18:
Old  :        24:         7         16          2          0          1          8         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.3       52.0       82.9       59.3       78.7       51.7       80.9       58.4
Old  :                 80.3       52.0       82.9       59.3       78.7       51.7       80.9       58.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 6,074,918:   368,532  1,663,863    314,330  4,998,402  3,750,297  5,681,265  5,728,489:   393,653    346,429
Old  : 6,074,918:   368,532  1,663,863    314,330  4,998,402  3,750,297  5,681,265  5,728,489:   393,653    346,429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :   239,116:    38,143     57,185     91,103    125,411    102,120    254,656    250,408:   -15,540    -11,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       27.4        5.2       82.3       61.7       93.5       94.3:       6.5        5.7
Old  :     100.0:       6.1       27.4        5.2       82.3       61.7       93.5       94.3:       6.5        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       406:        64         62         56        227        205        322        292:
Old  :       406:        64         62         56        227        205        322        292:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       21.4       38.2       32.8       27.5       21.1       34.2       32.3
Old  :                 29.1       21.4       38.2       32.8       27.5       21.1       34.2       32.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FED FUNDS - CHICAGO BOARD OF TRADE                                                                      Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,496,411:    53,183    246,524    281,027  1,127,668    927,249  1,461,878  1,454,800:    34,533     41,611
Old  : 1,496,411:    53,183    246,524    281,027  1,127,668    927,249  1,461,878  1,454,800:    34,533     41,611
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :    51,085:   -26,086     35,979     18,915     60,549     -3,310     53,378     51,584:    -2,293       -499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       16.5       18.8       75.4       62.0       97.7       97.2:       2.3        2.8
Old  :     100.0:       3.6       16.5       18.8       75.4       62.0       97.7       97.2:       2.3        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        20         32         43         76         78        120        130:
Old  :       142:        20         32         43         76         78        120        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       25.8       42.5       37.1       14.3       11.0       22.2       15.8
Old  :                 26.8       25.8       42.5       37.1       14.3       11.0       22.2       15.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   106,587:    33,027     28,996      4,510     54,703     57,163     92,240     90,669:    14,346     15,918
Old  :   106,587:    33,027     28,996      4,510     54,703     57,163     92,240     90,669:    14,346     15,918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :    -9,173:    -3,120     -4,646     -1,646     -2,765     -1,608     -7,531     -7,900:    -1,642     -1,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       27.2        4.2       51.3       53.6       86.5       85.1:      13.5       14.9
Old  :     100.0:      31.0       27.2        4.2       51.3       53.6       86.5       85.1:      13.5       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        22         16         12         26         25         53         48:
Old  :        82:        22         16         12         26         25         53         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       40.4       47.4       59.5       34.8       40.2       47.0       58.0
Old  :                 34.8       40.4       47.4       59.5       34.8       40.2       47.0       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                                                      Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   106,587:    33,027     28,996      4,510     54,703     57,163     92,240     90,669:    14,346     15,918
Old  :   106,587:    33,027     28,996      4,510     54,703     57,163     92,240     90,669:    14,346     15,918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :    -6,476:    -2,692     -5,143       -172     -2,557     -1,544     -5,421     -6,859:    -1,055        383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       27.2        4.2       51.3       53.6       86.5       85.1:      13.5       14.9
Old  :     100.0:      31.0       27.2        4.2       51.3       53.6       86.5       85.1:      13.5       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        22         16         12         26         25         53         48:
Old  :        82:        22         16         12         26         25         53         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       40.4       47.4       59.5       34.8       40.2       47.0       58.0
Old  :                 34.8       40.4       47.4       59.5       34.8       40.2       47.0       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    40,379:       385      3,137          0     38,407     36,226     38,792     39,363:     1,587      1,016
Old  :    40,379:       385      3,137          0     38,407     36,226     38,792     39,363:     1,587      1,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :     2,109:       -60        504          0      2,324      1,641      2,264      2,145:      -155        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0        7.8        0.0       95.1       89.7       96.1       97.5:       3.9        2.5
Old  :     100.0:       1.0        7.8        0.0       95.1       89.7       96.1       97.5:       3.9        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         1          4          0         28         10         29         14:
Old  :        40:         1          4          0         28         10         29         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       77.4       61.3       90.3       36.2       77.4       58.0       88.8
Old  :                 39.0       77.4       61.3       90.3       36.2       77.4       58.0       88.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                                                                  Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    60,061:    10,236     16,948        541     48,954     42,491     59,731     59,980:       330         81
Old  :    60,061:    10,236     16,948        541     48,954     42,491     59,731     59,980:       330         81
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :        -7:        40       -106         92       -111          0         21        -14:       -28          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       28.2        0.9       81.5       70.7       99.5       99.9:       0.5        0.1
Old  :     100.0:      17.0       28.2        0.9       81.5       70.7       99.5       99.9:       0.5        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        17         11          2          7          2         26         13:
Old  :        36:        17         11          2          7          2         26         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.0       90.8       94.1       98.7       87.0       90.8       93.9       97.8
Old  :                 87.0       90.8       94.1       98.7       87.0       90.8       93.9       97.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                          Code-342603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    22,301:    18,468     13,544      3,823          0      4,933     22,291     22,300:        10          1
Old  :    22,301:    18,468     13,544      3,823          0      4,933     22,291     22,300:        10          1
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :      -764:      -764       -806          0          0         42       -764       -764:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.8       60.7       17.1        0.0       22.1      100.0      100.0:       0.0        0.0
Old  :     100.0:      82.8       60.7       17.1        0.0       22.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6         13          3          0          1          6         17:
Old  :        20:         6         13          3          0          1          6         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 96.8       62.7      100.0       90.5       79.8       62.7       82.8       81.0
Old  :                 96.8       62.7      100.0       90.5       79.8       62.7       82.8       81.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                          Code-344605
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2023                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    22,685:    19,114     11,058      3,571          0      7,994     22,685     22,623:         0         62
Old  :    22,685:    19,114     11,058      3,571          0      7,994     22,685     22,623:         0         62
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2023                       :
     :       597:       599        490         -2          0        109        597        597:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.3       48.7       15.7        0.0       35.2      100.0       99.7:       0.0        0.3
Old  :     100.0:      84.3       48.7       15.7        0.0       35.2      100.0       99.7:       0.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         8         14          3          0          2          9         18:
Old  :        24:         8         14          3          0          2          9         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.5       64.5       99.3       81.2       74.3       58.1       84.3       72.7
Old  :                 84.5       64.5       99.3       81.2       74.3       58.1       84.3       72.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 11, 2023