WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      465,331
COMMITMENTS
  90,462  186,337  161,100  170,470   82,302  422,032  429,740   43,299   35,592

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:    -23,832)
    -947   -6,443  -10,917  -10,671   -4,337  -22,535  -21,697   -1,297   -2,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     40.0     34.6     36.6     17.7     90.7     92.4      9.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
     113      116      137      110       93      301      279                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      203,293
COMMITMENTS
  38,824   41,969   55,002   90,210   81,524  184,037  178,496   19,257   24,798

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:     -8,894)
  -2,775      181   -2,942   -2,231   -5,802   -7,948   -8,563     -945     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1     20.6     27.1     44.4     40.1     90.5     87.8      9.5     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      50       56       71       74       80      168      171                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,775,421
COMMITMENTS
 256,603  224,179  572,343  775,948  750,281  1604893  1546803  170,528  228,618

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:     -9,951)
   5,376  -59,757    1,455  -18,549   38,747  -11,717  -19,555    1,766    9,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5     12.6     32.2     43.7     42.3     90.4     87.1      9.6     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      760)
     151      152      220      382      385      659      644                  
 
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                        Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       22,615
COMMITMENTS
     808   10,127    9,604   11,001    2,483   21,413   22,215    1,201      400

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:     -3,607)
    -121     -705   -1,307   -2,441   -1,817   -3,869   -3,830      261      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6     44.8     42.5     48.6     11.0     94.7     98.2      5.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        6        9       13       15       24       25                  
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,413
COMMITMENTS
   2,798    2,135    6,243    1,429    2,556   10,470   10,933      944      481

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5     18.7     54.7     12.5     22.4     91.7     95.8      8.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        6        8        5        7       15       17                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      845,019
COMMITMENTS
 134,410   80,445  256,859  402,753  428,915  794,023  766,220   50,997   78,799

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:     -9,053)
  15,531  -12,120  -17,791   -2,819   21,470   -5,078   -8,441   -3,974     -611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9      9.5     30.4     47.7     50.8     94.0     90.7      6.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      545)
     166      137      204      191      202      463      453                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      607,403
COMMITMENTS
  79,068   64,954  163,272  334,419  346,442  576,759  574,668   30,644   32,736

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:     -3,209)
   1,858  -26,641    6,257   -9,745   19,115   -1,630   -1,269   -1,579   -1,940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     10.7     26.9     55.1     57.0     95.0     94.6      5.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      78       74      114      119      118      260      256                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,343,170
COMMITMENTS
  81,397  190,643   76,014  995,168  927,089  1152578  1193746  190,591  149,424

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:        256)
 -11,159    5,169   -5,640   10,763   -5,974   -6,036   -6,445    6,293    6,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1     14.2      5.7     74.1     69.0     85.8     88.9     14.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      24       26       35      113      108      155      151                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,463,339
COMMITMENTS
  84,323  480,841    4,761  1207016  862,291  1296100  1347892  167,239  115,447

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:       -976)
  -1,495  -11,949   -1,731    1,785   13,497   -1,441     -183      466     -793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8     32.9      0.3     82.5     58.9     88.6     92.1     11.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      22       20       13      106       83      134      110                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      575,837
COMMITMENTS
 113,937   28,832  190,585  218,938  319,080  523,461  538,497   52,377   37,341

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:     24,069)
   1,296    2,072   14,828    8,561    5,853   24,685   22,752     -616    1,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8      5.0     33.1     38.0     55.4     90.9     93.5      9.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      99       53      117      114      109      265      245                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,041
COMMITMENTS
   2,736      588    1,237    3,936    7,137    7,909    8,962    2,132    1,079

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:        682)
     583     -242      238     -447      868      374      864      309     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2      5.9     12.3     39.2     71.1     78.8     89.3     21.2     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      23        5        7       17       20       43       30                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,446,657
COMMITMENTS
 314,706  1359644   73,915  2813599  1855947  3202220  3289506  244,438  157,152

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:     32,392)
 -55,490   31,203    9,022   77,526  -17,381   31,057   22,844    1,335    9,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     39.4      2.1     81.6     53.8     92.9     95.4      7.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
      77       48       37      213      165      302      238                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,218,619
COMMITMENTS
 380,216  1123027  441,062  3950379  3297349  4771657  4861439  446,961  357,180

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:    116,603)
     -42  -33,345   33,238   55,677  114,233   88,872  114,126   27,731    2,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3     21.5      8.5     75.7     63.2     91.4     93.2      8.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      428)
      81       71       77      242      204      359      316                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,675,600
COMMITMENTS
 179,103  315,429   23,531  1279305  1074727  1481939  1413687  193,661  261,913

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:     14,302)
   4,831   -1,420   -5,652    3,357   16,780    2,536    9,708   11,766    4,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7     18.8      1.4     76.3     64.1     88.4     84.4     11.6     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      20       21       15       90       95      115      126                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,294,344
COMMITMENTS
 319,504  1407111  278,888  4331674  3255554  4930065  4941552  364,279  352,792

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:    102,269)
  19,149   41,575   -9,559   97,402   78,907  106,992  110,923   -4,724   -8,655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0     26.6      5.3     81.8     61.5     93.1     93.3      6.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
      52       63       56      223      200      306      288                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,556,681
COMMITMENTS
  60,679  246,833  296,803  1165976  968,448  1523458  1512084   33,223   44,597

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:     74,312)
   7,822  -52,882   68,927   -1,259   56,277   75,490   72,322   -1,178    1,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     15.9     19.1     74.9     62.2     97.9     97.1      2.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      23       28       43       88       90      133      141                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      106,597
COMMITMENTS
  18,584   34,294    7,137   64,854   49,735   90,575   91,166   16,022   15,431

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:      2,830)
    -624   -8,115    2,532    2,311    8,784    4,218    3,200   -1,388     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     32.2      6.7     60.8     46.7     85.0     85.5     15.0     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      27       29       23       35       33       75       74                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,397
COMMITMENTS
  19,066   34,586    4,869   64,737   49,667   88,672   89,122   14,726   14,275

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:      2,728)
    -807   -8,036    2,493    2,221    8,716    3,907    3,174   -1,179     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4     33.5      4.7     62.6     48.0     85.8     86.2     14.2     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      24       24       17       30       31       64       63                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       50,035
COMMITMENTS
       0    4,517      100   44,190   43,500   44,290   48,117    5,745    1,918

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:      8,266)
       0      248        0    4,497    7,886    4,497    8,134    3,769      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.0      0.2     88.3     86.9     88.5     96.2     11.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        4        1       27       11       28       15                  
 
 
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE                   Code-124608
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX)                                  OPEN INTEREST:       31,995
COMMITMENTS
  13,982   15,877    3,883    1,164      676   19,029   20,436   12,966   11,559

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:      1,021)
      11   -2,609    2,194      901      676    3,106      261   -2,085      760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.7     49.6     12.1      3.6      2.1     59.5     63.9     40.5     36.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6       12        8        5        3       16       18                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       60,324
COMMITMENTS
  18,237   19,699    1,136   39,260   38,060   58,633   58,895    1,691    1,429

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:      1,971)
      -8      -33      635      -51        0      576      602    1,395    1,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.2     32.7      1.9     65.1     63.1     97.2     97.6      2.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      17       11        4        6        2       24       16                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       20,966
COMMITMENTS
  18,604    9,080    2,362        0    9,492   20,966   20,934        0       32

CHANGES FROM 06/06/23 (CHANGE IN OPEN INTEREST:      1,141)
  -1,213   -1,223    2,354        0        0    1,141    1,131        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    88.7     43.3     11.3      0.0     45.3    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6       13        2        0        2        7       16                  



Updated June 16, 2023