WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      352,395
COMMITMENTS
  94,207  121,725   83,589  140,968  110,386  318,764  315,700   33,631   36,695

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:      2,304)
   4,013    9,050   -4,906    2,403    1,131    1,510    5,275      794   -2,971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     34.5     23.7     40.0     31.3     90.5     89.6      9.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      87       96      106       88       99      241      250                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      147,905
COMMITMENTS
  36,835   22,768   21,834   69,575   82,981  128,244  127,583   19,661   20,322

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:     -7,875)
  -2,046    1,875   -3,526   -1,301   -5,226   -6,873   -6,877   -1,002     -998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     15.4     14.8     47.0     56.1     86.7     86.3     13.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      61       38       57       62       73      149      148                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,362,664
COMMITMENTS
 373,722  124,957  231,949  624,358  839,854  1230029  1196760  132,635  165,904

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:    -58,891)
 -12,765   -8,622   -3,041  -42,675  -39,041  -58,481  -50,704     -410   -8,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      9.2     17.0     45.8     61.6     90.3     87.8      9.7     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      756)
     154      112      178      330      374      591      595                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,071
COMMITMENTS
     816    1,158      178    1,551    1,664    2,545    3,000    1,526    1,071

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:       -342)
     167      -22      -75     -249     -166     -157     -263     -185      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     28.4      4.4     38.1     40.9     62.5     73.7     37.5     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        4        3        9        5       17       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      623,227
COMMITMENTS
 137,369   67,130  111,587  326,789  371,228  575,745  549,945   47,482   73,282

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:      7,133)
  -5,812      753   10,622    1,696   -2,911    6,506    8,464      627   -1,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     10.8     17.9     52.4     59.6     92.4     88.2      7.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      517)
     136       90      144      165      232      375      418                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      450,896
COMMITMENTS
 133,557   34,036   88,397  193,857  305,084  415,811  427,517   35,085   23,379

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:    -12,183)
  -5,281      461    3,443   -4,156  -13,697   -5,994   -9,793   -6,189   -2,390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6      7.5     19.6     43.0     67.7     92.2     94.8      7.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     105       53       82      104      107      249      212                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,232,357
COMMITMENTS
  60,382  150,866   24,534  949,092  903,627  1034008  1079027  198,349  153,330

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:     32,670)
   3,149   -4,048    8,432   -2,839   30,441    8,742   34,825   23,928   -2,155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     12.2      2.0     77.0     73.3     83.9     87.6     16.1     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      20       31       25      102      104      135      147                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,557,182
COMMITMENTS
  76,599  453,610   20,719  1276180  952,817  1373498  1427146  183,684  130,036

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:     63,167)
 -17,941  -18,638    9,742   58,291   61,545   50,092   52,649   13,075   10,518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     29.1      1.3     82.0     61.2     88.2     91.6     11.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      14       18       10      100       89      121      110                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      395,596
COMMITMENTS
 123,111   22,041   59,014  165,917  287,228  348,042  368,283   47,554   27,313

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:     -4,626)
  -2,064    1,615   -1,928   -1,470   -4,441   -5,462   -4,754      836      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      5.6     14.9     41.9     72.6     88.0     93.1     12.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      97       32       75      109       93      236      181                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,147
COMMITMENTS
   2,237    1,969      188    4,213    5,104    6,638    7,261    1,509      886

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:        463)
       4      120      101      255      274      360      495      103      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     24.2      2.3     51.7     62.6     81.5     89.1     18.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      14       14        9       11       18       32       34                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,292,221
COMMITMENTS
 168,580  735,575   86,788  1826599  1241859  2081967  2064222  210,254  227,999

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:     31,179)
  22,247    2,972   18,199  -32,439  -26,373    8,007   -5,202   23,172   36,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     32.1      3.8     79.7     54.2     90.8     90.1      9.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
      46       70       41      174      185      241      275                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,066,878
COMMITMENTS
 473,384  794,640  185,403  3025607  2661385  3684394  3641428  382,484  425,450

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:     51,045)
   1,096  -20,669   75,842  -28,901   12,006   48,037   67,179    3,008  -16,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     19.5      4.6     74.4     65.4     90.6     89.5      9.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
      70       65       57      205      202      302      300                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,428,968
COMMITMENTS
 132,287  237,419   12,219  1119397  923,085  1263903  1172723  165,065  256,245

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:     33,090)
  -1,684   24,375   -1,594    4,675   -7,383    1,397   15,398   31,693   17,692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     16.6      0.9     78.3     64.6     88.4     82.1     11.6     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      17       21       12       84       83      107      110                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        3,362
COMMITMENTS
   1,493    2,723       72        0        0    1,565    2,795    1,797      567

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:         -5)
    -155       27       39        0        0     -116       66      111      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4     81.0      2.1      0.0      0.0     46.5     83.1     53.5     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      18        6        4        0        0       20       10                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,326,518
COMMITMENTS
 334,470  858,124   84,253  3543063  2942502  3961786  3884879  364,732  441,639

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:     -7,394)
  25,097    1,133    2,858  -89,147  -57,501  -61,192  -53,510   53,798   46,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     19.8      1.9     81.9     68.0     91.6     89.8      8.4     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      40       63       39      167      181      229      262                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,585,055
COMMITMENTS
 197,071  185,515  193,194  1160791  1164051  1551056  1542760   33,999   42,295

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:     97,012)
  47,378    9,537   17,784   36,370   72,452  101,532   99,773   -4,520   -2,761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     11.7     12.2     73.2     73.4     97.9     97.3      2.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      20       22       34       77       79      118      116                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       39,633
COMMITMENTS
  10,335   13,530      496   22,581   15,510   33,411   29,536    6,222   10,097

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:      2,717)
   2,833      723      213     -211      869    2,835    1,805     -118      912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     34.1      1.3     57.0     39.1     84.3     74.5     15.7     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      27       23        9       30       25       61       53                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       79,266
COMMITMENTS
  20,669   27,060      992   45,161   31,020   66,822   59,072   12,444   20,194

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:      5,433)
   5,665    1,446      426     -422    1,737    5,669    3,609     -236    1,824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     34.1      1.3     57.0     39.1     84.3     74.5     15.7     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      27       23        9       30       25       61       53                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       51,579
COMMITMENTS
   2,053    2,738        9   46,572   47,748   48,634   50,495    2,945    1,084

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:      1,169)
      98      668        9      951      766    1,058    1,443      111     -274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      5.3      0.0     90.3     92.6     94.3     97.9      5.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        3        1       20        9       24       12                  
 
 
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE                   Code-124608
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX)                                  OPEN INTEREST:       36,133
COMMITMENTS
  16,222   10,600    1,807    3,906      659   21,935   13,066   14,198   23,067

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9     29.3      5.0     10.8      1.8     60.7     36.2     39.3     63.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        8        5        4        2       13       13                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 11/22/22                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       56,651
COMMITMENTS
  12,031   16,910    2,162   42,119   37,531   56,312   56,603      339       48

CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST:        237)
    -206     -325      594     -127        0      261      269      -24      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     29.8      3.8     74.3     66.2     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      21       13        4        8        2       29       19                  



Updated November 28, 2022