WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, May 30, 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  :   395,158:   107,338    201,334     93,999    154,656     65,809    355,993    361,142:    39,165     34,016
Old  :   384,753:   108,444    203,218     86,148    152,195     62,337    346,787    351,703:    37,966     33,050
Other:    10,405:     6,230      5,452        515      2,461      3,472      9,206      9,439:     1,199        966
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :    15,705:    -5,052      2,625      5,558     13,374      5,113     13,880     13,296:     1,825      2,409
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       51.0       23.8       39.1       16.7       90.1       91.4:       9.9        8.6
Old  :     100.0:      28.2       52.8       22.4       39.6       16.2       90.1       91.4:       9.9        8.6
Other:     100.0:      59.9       52.4        4.9       23.7       33.4       88.5       90.7:      11.5        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:       110        112        115         99         82        274        259:
Old  :       352:       109        113        111         99         79        273        252:
Other:        90:        13         27         11         22         34         43         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6       12.0       19.2       22.8       10.1       11.4       17.6       20.1
Old  :                 10.9       12.0       19.6       22.9       10.4       11.6       18.1       20.6
Other:                 57.5       42.5       68.5       61.0       57.5       42.2       66.9       58.3
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, May 30, 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  :   187,580:    43,890     40,550     42,296     83,065     80,359    169,251    163,205:    18,329     24,375
Old  :   184,250:    43,711     40,235     41,354     81,627     79,194    166,692    160,783:    17,558     23,467
Other:     3,330:       954      1,090        167      1,438      1,165      2,559      2,422:       771        908
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :       995:    -5,378      1,524        212      6,941       -739      1,775        997:      -780         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       21.6       22.5       44.3       42.8       90.2       87.0:       9.8       13.0
Old  :     100.0:      23.7       21.8       22.4       44.3       43.0       90.5       87.3:       9.5       12.7
Other:     100.0:      28.6       32.7        5.0       43.2       35.0       76.8       72.7:      23.2       27.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        50         58         62         64         75        153        164:
Old  :       207:        51         57         60         64         74        152        162:
Other:        54:         8         12          5          9         28         21         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       14.5       22.5       24.2       11.8       11.3       19.4       17.7
Old  :                 13.2       14.8       22.9       24.4       12.0       11.7       19.8       18.2
Other:                 49.4       38.3       64.1       55.2       49.4       30.6       62.0       46.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 30, 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  : 1,319,205:   274,956    295,363    243,915    685,222    613,012  1,204,093  1,152,290:   115,112    166,915
Old  :   785,251:   218,150    234,574    118,228    386,416    355,596    722,794    708,398:    62,457     76,853
Other:   533,954:   145,000    148,983     37,493    298,806    257,416    481,299    443,892:    52,655     90,062
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :    19,364:    -7,924    -49,784     26,724      2,336     45,958     21,136     22,898:    -1,772     -3,534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       22.4       18.5       51.9       46.5       91.3       87.3:       8.7       12.7
Old  :     100.0:      27.8       29.9       15.1       49.2       45.3       92.0       90.2:       8.0        9.8
Other:     100.0:      27.2       27.9        7.0       56.0       48.2       90.1       83.1:       9.9       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       712:       126        148        168        308        331        541        558:
Old  :       644:       123        125         99        245        282        424        456:
Other:       591:        91        115         71        208        278        349        418:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.6       10.0       24.0       16.5       14.9        7.6       22.2       12.8
Old  :                 17.4       13.8       26.2       22.8       15.3       10.4       22.7       17.8
Other:                 19.2        9.6       30.8       16.6       19.2        9.4       30.8       16.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 30, 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  :     4,382:       662        828        228      1,400      1,545      2,290      2,601:     2,092      1,781
Old  :     4,377:       667        828        223      1,400      1,545      2,290      2,596:     2,087      1,781
Other:         5:         0          5          0          0          0          0          5:         5          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :      -315:       -75       -289       -131         30         11       -176       -409:      -139         94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       18.9        5.2       31.9       35.3       52.3       59.4:      47.7       40.6
Old  :     100.0:      15.2       18.9        5.1       32.0       35.3       52.3       59.3:      47.7       40.7
Other:     100.0:       0.0      100.0        0.0        0.0        0.0        0.0      100.0:     100.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          4          3          8          7         14         14:
Old  :        20:         6          4          3          8          7         14         14:
Other:         1:         0          1          0          0          0          0          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  :                 27.7       37.2       42.8       49.6       24.6       36.3       37.1       46.1
Old  :                 27.7       37.2       42.9       49.7       24.6       36.3       37.1       46.1
Other:                  0.0      100.0        0.0      100.0        0.0      100.0        0.0      100.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, May 30, 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  :   672,482:   132,301    102,487    135,092    360,791    364,953    628,184    602,532:    44,298     69,950
Old  :   315,375:   107,948     91,911     29,792    156,018    167,102    293,758    288,805:    21,617     26,570
Other:   357,107:    90,713     76,936     38,940    204,773    197,851    334,426    313,727:    22,681     43,380
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :    21,234:    -6,386     -6,995     18,136      9,767     11,525     21,517     22,666:      -283     -1,432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       15.2       20.1       53.7       54.3       93.4       89.6:       6.6       10.4
Old  :     100.0:      34.2       29.1        9.4       49.5       53.0       93.1       91.6:       6.9        8.4
Other:     100.0:      25.4       21.5       10.9       57.3       55.4       93.6       87.9:       6.4       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       512:       149        115        153        175        193        402        404:
Old  :       455:       142         96         72        124        145        299        282:
Other:       422:        89        118         87        132        155        277        313:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       12.2       20.8       20.2       10.6       10.7       16.7       16.6
Old  :                 16.6       14.9       26.0       25.5       15.9       14.6       23.5       24.5
Other:                 16.4       19.6       25.7       30.2       14.7       17.7       23.8       26.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 30, 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  :   548,800:    80,635    111,883    125,247    311,897    278,262    517,779    515,392:    31,021     33,408
Old  :   292,345:    97,885    102,169     29,060    148,555    137,677    275,500    268,906:    16,845     23,439
Other:   256,455:    50,798     77,762     28,139    163,342    140,585    242,279    246,486:    14,176      9,969
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :     7,400:    -6,207     -2,822      3,098      9,649      4,925      6,540      5,201:       860      2,199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       20.4       22.8       56.8       50.7       94.3       93.9:       5.7        6.1
Old  :     100.0:      33.5       34.9        9.9       50.8       47.1       94.2       92.0:       5.8        8.0
Other:     100.0:      19.8       30.3       11.0       63.7       54.8       94.5       96.1:       5.5        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:        79         91        114        109         99        258        259:
Old  :       316:        96         86         61         94         81        219        201:
Other:       239:        51         78         50         78         66        163        166:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       15.5       19.9       24.0        8.8       11.6       14.5       16.9
Old  :                 11.3       15.2       19.3       23.3       10.1       13.1       17.7       20.4
Other:                 19.2       23.9       31.2       34.4       16.4       18.5       25.7       27.9
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, May 30, 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  : 1,280,460:   108,088    168,001     46,700    938,620    926,341  1,093,408  1,141,042:   187,052    139,418
Old  : 1,280,460:   108,088    168,001     46,700    938,620    926,341  1,093,408  1,141,042:   187,052    139,418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :   -18,814:    -4,183     12,494     18,542    -27,709    -36,292    -13,350     -5,256:    -5,464    -13,558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       13.1        3.6       73.3       72.3       85.4       89.1:      14.6       10.9
Old  :     100.0:       8.4       13.1        3.6       73.3       72.3       85.4       89.1:      14.6       10.9
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  :       173:        25         24         16        100         96        132        129:
Old  :       173:        25         24         16        100         96        132        129:
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       29.1       35.2       43.2       20.2       24.8       31.7       35.1
Old  :                 22.0       29.1       35.2       43.2       20.2       24.8       31.7       35.1
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 - Futures Only, May 30, 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  : 1,468,209:    80,393    480,293     14,517  1,198,201    855,877  1,293,111  1,350,687:   175,098    117,522
Old  : 1,468,209:    80,393    480,293     14,517  1,198,201    855,877  1,293,111  1,350,687:   175,098    117,522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :   -68,947:    -3,670    -12,878    -11,484    -41,573    -33,462    -56,727    -57,824:   -12,220    -11,123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       32.7        1.0       81.6       58.3       88.1       92.0:      11.9        8.0
Old  :     100.0:       5.5       32.7        1.0       81.6       58.3       88.1       92.0:      11.9        8.0
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  :       166:        22         17         15        108         85        136        111:
Old  :       166:        22         17         15        108         85        136        111:
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  :                 22.2       36.9       37.7       52.0       20.2       36.9       31.8       46.3
Old  :                 22.2       36.9       37.7       52.0       20.2       36.9       31.8       46.3
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 - Futures Only, May 30, 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  :   484,141:   121,664     27,131    124,890    191,186    298,599    437,740    450,620:    46,401     33,521
Old  :   262,007:   102,252     44,643     28,743    102,254    166,029    233,249    239,415:    28,758     22,592
Other:   222,134:    77,881     40,957     37,678     88,932    132,570    204,491    211,205:    17,643     10,929
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :     4,336:   -14,882        607      9,327      6,915     -5,574      1,360      4,360:     2,976        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        5.6       25.8       39.5       61.7       90.4       93.1:       9.6        6.9
Old  :     100.0:      39.0       17.0       11.0       39.0       63.4       89.0       91.4:      11.0        8.6
Other:     100.0:      35.1       18.4       17.0       40.0       59.7       92.1       95.1:       7.9        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:        93         55        101        103         95        250        216:
Old  :       271:        97         52         52         92         79        211        163:
Other:       224:        62         53         55         80         70        174        151:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       29.1       19.1       40.7        8.6       26.5       15.1       33.5
Old  :                 11.4       33.5       18.8       48.2        9.3       28.7       15.3       41.2
Other:                 17.4       28.1       28.4       41.5       15.4       27.2       24.8       37.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 30, 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  :     8,469:     2,415      1,337        132      4,037      5,778      6,584      7,247:     1,885      1,222
Old  :     3,169:       963      1,364          1      1,405      1,025      2,369      2,390:       800        779
Other:     5,300:     1,520         41         63      2,632      4,753      4,215      4,857:     1,085        443
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :       425:       -94        355        -80        613         12        439        287:       -14        138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       15.8        1.6       47.7       68.2       77.7       85.6:      22.3       14.4
Old  :     100.0:      30.4       43.0        0.0       44.3       32.3       74.8       75.4:      25.2       24.6
Other:     100.0:      28.7        0.8        1.2       49.7       89.7       79.5       91.6:      20.5        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        15          9          6         18         15         34         29:
Old  :        38:        10         11          1         11          6         22         17:
Other:        36:        13          1          3         12         14         25         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.3       51.1       45.9       63.6       29.7       46.7       42.6       58.6
Old  :                 35.2       41.5       52.8       59.2       35.2       41.5       52.8       59.2
Other:                 48.8       75.7       61.0       86.2       48.5       75.7       60.1       85.7
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders - Futures Only, May 30, 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  : 3,162,876:   242,645  1,212,508     34,900  2,651,778  1,766,669  2,929,323  3,014,077:   233,553    148,799
Old  : 3,162,876:   242,645  1,212,508     34,900  2,651,778  1,766,669  2,929,323  3,014,077:   233,553    148,799
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :  -103,734:   -27,820     51,841    -25,837    -38,941   -123,679    -92,598    -97,675:   -11,136     -6,059
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       38.3        1.1       83.8       55.9       92.6       95.3:       7.4        4.7
Old  :     100.0:       7.7       38.3        1.1       83.8       55.9       92.6       95.3:       7.4        4.7
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  :       370:        68         47         24        204        163        284        222:
Old  :       370:        68         47         24        204        163        284        222:
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  :                 33.3       34.6       41.5       49.8       30.7       34.0       38.0       49.1
Old  :                 33.3       34.6       41.5       49.8       30.7       34.0       38.0       49.1
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 - Futures Only, May 30, 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  : 4,728,273:   412,506  1,262,927    124,056  3,774,585  3,016,050  4,311,147  4,403,033:   417,126    325,240
Old  : 4,728,273:   412,506  1,262,927    124,056  3,774,585  3,016,050  4,311,147  4,403,033:   417,126    325,240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :  -174,015:   -67,526     11,257    -45,906    -23,175    -99,308   -136,607   -133,957:   -37,408    -40,058
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       26.7        2.6       79.8       63.8       91.2       93.1:       8.8        6.9
Old  :     100.0:       8.7       26.7        2.6       79.8       63.8       91.2       93.1:       8.8        6.9
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  :       402:        68         70         50        204        181        305        268:
Old  :       402:        68         70         50        204        181        305        268:
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       21.2       40.6       34.1       25.6       19.2       34.0       28.5
Old  :                 26.8       21.2       40.6       34.1       25.6       19.2       34.0       28.5
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 - Futures Only, May 30, 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  : 1,676,170:   203,767    314,561     28,175  1,258,392  1,087,844  1,490,334  1,430,580:   185,836    245,590
Old  : 1,676,170:   203,767    314,561     28,175  1,258,392  1,087,844  1,490,334  1,430,580:   185,836    245,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :   -59,470:    29,497    -17,788    -26,560    -61,542      2,738    -58,605    -41,610:      -865    -17,860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       18.8        1.7       75.1       64.9       88.9       85.3:      11.1       14.7
Old  :     100.0:      12.2       18.8        1.7       75.1       64.9       88.9       85.3:      11.1       14.7
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  :       163:        23         19         15         89         95        118        123:
Old  :       163:        23         19         15         89         95        118        123:
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  :                 33.4       33.8       46.4       45.9       33.4       31.4       44.3       41.4
Old  :                 33.4       33.8       46.4       45.9       33.4       31.4       44.3       41.4
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 - Futures Only, May 30, 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  : 4,871,724:   338,249  1,322,086    100,280  4,064,536  3,142,076  4,503,065  4,564,442:   368,659    307,282
Old  : 4,871,724:   338,249  1,322,086    100,280  4,064,536  3,142,076  4,503,065  4,564,442:   368,659    307,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :  -233,807:   -85,104    -35,336        962   -121,492   -161,345   -205,634   -195,719:   -28,173    -38,088
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       27.1        2.1       83.4       64.5       92.4       93.7:       7.6        6.3
Old  :     100.0:       6.9       27.1        2.1       83.4       64.5       92.4       93.7:       7.6        6.3
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  :       363:        60         48         37        193        175        272        241:
Old  :       363:        60         48         37        193        175        272        241:
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  :                 29.2       22.7       39.1       33.7       26.9       21.7       34.9       32.1
Old  :                 29.2       22.7       39.1       33.7       26.9       21.7       34.9       32.1
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 - Futures Only, May 30, 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  : 1,855,851:   115,276    295,431    269,922  1,427,182  1,237,202  1,812,380  1,802,555:    43,471     53,296
Old  : 1,855,851:   115,276    295,431    269,922  1,427,182  1,237,202  1,812,380  1,802,555:    43,471     53,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :   120,177:    15,249    106,909     -4,217     99,194     16,506    110,226    119,198:     9,951        979
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       15.9       14.5       76.9       66.7       97.7       97.1:       2.3        2.9
Old  :     100.0:       6.2       15.9       14.5       76.9       66.7       97.7       97.1:       2.3        2.9
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  :       139:        22         28         35         80         80        121        124:
Old  :       139:        22         28         35         80         80        121        124:
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  :                 30.7       26.2       45.4       40.4       24.6       19.0       31.9       26.4
Old  :                 30.7       26.2       45.4       40.4       24.6       19.0       31.9       26.4
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 - Futures Only, May 30, 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  :    98,019:    20,345     42,456      3,925     58,137     35,799     82,407     82,180:    15,611     15,839
Old  :    98,019:    20,345     42,456      3,925     58,137     35,799     82,407     82,180:    15,611     15,839
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :       941:    -1,168     -2,089        470       -476      3,137     -1,174      1,518:     2,115       -577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       43.3        4.0       59.3       36.5       84.1       83.8:      15.9       16.2
Old  :     100.0:      20.8       43.3        4.0       59.3       36.5       84.1       83.8:      15.9       16.2
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  :       110:        26         35         17         28         30         61         75:
Old  :       110:        26         35         17         28         30         61         75:
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  :                 36.2       35.7       48.8       48.4       35.1       35.7       47.7       48.3
Old  :                 36.2       35.7       48.8       48.4       35.1       35.7       47.7       48.3
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 - Futures Only, May 30, 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  :    94,921:    21,084     42,662      1,624     58,111     35,762     80,819     80,048:    14,102     14,873
Old  :    94,921:    21,084     42,662      1,624     58,111     35,762     80,819     80,048:    14,102     14,873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :     1,038:      -982     -2,136        380       -476      3,165     -1,078      1,409:     2,116       -371
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       44.9        1.7       61.2       37.7       85.1       84.3:      14.9       15.7
Old  :     100.0:      22.2       44.9        1.7       61.2       37.7       85.1       84.3:      14.9       15.7
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  :        97:        22         27         10         27         30         52         64:
Old  :        97:        22         27         10         27         30         52         64:
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  :                 37.3       36.9       50.4       50.0       36.7       36.9       49.7       49.9
Old  :                 37.3       36.9       50.4       50.0       36.7       36.9       49.7       49.9
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 - Futures Only, May 30, 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  :    41,057:         0      4,250        100     38,867     35,042     38,967     39,392:     2,090      1,665
Old  :    41,057:         0      4,250        100     38,867     35,042     38,967     39,392:     2,090      1,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :     1,278:         0        643          0      1,449        545      1,449      1,188:      -171         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       10.4        0.2       94.7       85.3       94.9       95.9:       5.1        4.1
Old  :     100.0:       0.0       10.4        0.2       94.7       85.3       94.9       95.9:       5.1        4.1
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:         0          4          1         25         10         26         14:
Old  :        36:         0          4          1         25         10         26         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  :                 35.1       73.5       59.8       86.9       33.6       73.5       57.2       86.1
Old  :                 35.1       73.5       59.8       86.9       33.6       73.5       57.2       86.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE                                                      Code-124608
Commitments of Traders - Futures Only, May 30, 2023                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($0.5 X DJIA INDEX)                                                        :
     :          :                                                                            :
All  :    30,976:    13,998     19,328      1,622        263        365     15,883     21,315:    15,093      9,661
Old  :    30,976:    13,998     19,328      1,622        263        365     15,883     21,315:    15,093      9,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :      -968:      -821      1,508       -134          0       -284       -955      1,090:       -13     -2,058
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2       62.4        5.2        0.8        1.2       51.3       68.8:      48.7       31.2
Old  :     100.0:      45.2       62.4        5.2        0.8        1.2       51.3       68.8:      48.7       31.2
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         12          3          1          1          9         14:
Old  :        20:         6         12          3          1          1          9         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  :                 47.5       47.9       51.1       62.5       43.5       47.9       46.0       59.4
Old  :                 47.5       47.9       51.1       62.5       43.5       47.9       46.0       59.4
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 - Futures Only, May 30, 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  :    57,621:    17,436     19,104        478     39,418     37,930     57,332     57,512:       289        109
Old  :    57,621:    17,436     19,104        478     39,418     37,930     57,332     57,512:       289        109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :        -2:         2         -7          1         -6          0         -3         -6:         1          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       33.2        0.8       68.4       65.8       99.5       99.8:       0.5        0.2
Old  :     100.0:      30.3       33.2        0.8       68.4       65.8       99.5       99.8:       0.5        0.2
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  :        35:        17         11          4          6          2         24         16:
Old  :        35:        17         11          4          6          2         24         16:
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  :                 82.1       88.9       91.4       98.8       82.1       88.9       91.3       97.6
Old  :                 82.1       88.9       91.4       98.8       82.1       88.9       91.3       97.6
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 - Futures Only, May 30, 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  :    20,028:    20,018     10,504         10          0      9,492     20,028     20,006:         0         22
Old  :    20,028:    20,018     10,504         10          0      9,492     20,028     20,006:         0         22
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2023                         :
     :      -452:      -454       -454          2          0          0       -452       -452:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:     100.0       52.4        0.0        0.0       47.4      100.0       99.9:       0.0        0.1
Old  :     100.0:     100.0       52.4        0.0        0.0       47.4      100.0       99.9:       0.0        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  :        21:         6         13          2          0          2          8         15:
Old  :        21:         6         13          2          0          2          8         15:
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  :                 96.3       73.6      100.0       90.1       96.3       73.5      100.0       90.1
Old  :                 96.3       73.6      100.0       90.1       96.3       73.5      100.0       90.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 02, 2023