WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, August 22, 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  :   385,630:   111,767    146,558    101,197    135,137    101,359    348,101    349,114:    37,529     36,516
Old  :   348,335:   110,654    144,223     82,202    120,831     90,213    313,687    316,638:    34,648     31,697
Other:    37,295:    14,258     15,480      5,850     14,306     11,146     34,414     32,476:     2,881      4,819
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    10,791:     1,411      4,327      9,530     -2,378     -2,243      8,563     11,614:     2,228       -823
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       38.0       26.2       35.0       26.3       90.3       90.5:       9.7        9.5
Old  :     100.0:      31.8       41.4       23.6       34.7       25.9       90.1       90.9:       9.9        9.1
Other:     100.0:      38.2       41.5       15.7       38.4       29.9       92.3       87.1:       7.7       12.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       352:        96        110        106        103         95        272        255:
Old  :       346:       103        108         99        100         89        263        244:
Other:       144:        25         34         24         35         61         79        102:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9       12.9       21.3       23.3       10.5       10.5       17.6       16.7
Old  :                 12.4       14.0       22.3       24.6       10.9       11.5       18.2       18.5
Other:                 28.9       29.2       44.5       45.5       28.7       26.7       41.3       38.7
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, August 22, 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  :   191,367:    52,707     58,552     43,331     77,135     67,966    173,173    169,849:    18,194     21,518
Old  :   181,969:    54,352     59,191     37,468     73,150     65,561    164,970    162,220:    16,999     19,749
Other:     9,398:     3,359      4,365        859      3,985      2,405      8,203      7,629:     1,195      1,769
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :     5,393:     2,892      6,836      2,444        641     -2,340      5,977      6,940:      -584     -1,547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       30.6       22.6       40.3       35.5       90.5       88.8:       9.5       11.2
Old  :     100.0:      29.9       32.5       20.6       40.2       36.0       90.7       89.1:       9.3       10.9
Other:     100.0:      35.7       46.4        9.1       42.4       25.6       87.3       81.2:      12.7       18.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:        54         58         65         78         74        172        168:
Old  :       221:        54         61         63         76         73        168        166:
Other:        87:        19         15          7         23         38         44         58:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.3       19.4       30.5       30.4       13.9       16.8       22.2       24.8
Old  :                 19.9       20.3       31.4       31.8       15.9       17.7       24.7       26.2
Other:                 30.0       46.0       49.5       57.9       28.6       46.0       43.2       53.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 22, 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  : 1,301,339:   278,071    329,621    246,500    643,827    546,858  1,168,398  1,122,979:   132,941    178,360
Old  :   195,844:    74,690     89,869        694     94,465     90,195    169,849    180,758:    25,995     15,086
Other: 1,105,495:   280,834    317,205    168,353    549,362    456,663    998,549    942,221:   106,946    163,274
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    14,320:       534     25,118      4,706      5,930    -17,865     11,170     11,959:     3,150      2,361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       25.3       18.9       49.5       42.0       89.8       86.3:      10.2       13.7
Old  :     100.0:      38.1       45.9        0.4       48.2       46.1       86.7       92.3:      13.3        7.7
Other:     100.0:      25.4       28.7       15.2       49.7       41.3       90.3       85.2:       9.7       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       712:       128        137        172        346        313        582        547:
Old  :       451:        81         66          5        208        142        290        212:
Other:       695:       128        147        148        292        297        512        512:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.3       11.5       17.0       18.4       10.0       10.7       16.4       15.1
Old  :                 15.2       21.1       24.4       29.4       15.2       21.1       24.4       29.0
Other:                 11.9       12.0       19.6       18.7       11.8       10.7       19.4       15.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 22, 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  :     4,356:       957        127        192      1,067      2,776      2,216      3,095:     2,140      1,261
Old  :     4,291:     1,020        127        129      1,067      2,776      2,216      3,032:     2,075      1,259
Other:        65:         0         63          0          0          0          0         63:        65          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :       165:       106        -88          4         56        215        166        131:        -1         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        2.9        4.4       24.5       63.7       50.9       71.1:      49.1       28.9
Old  :     100.0:      23.8        3.0        3.0       24.9       64.7       51.6       70.7:      48.4       29.3
Other:     100.0:       0.0       96.9        0.0        0.0        0.0        0.0       96.9:     100.0        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         8          1          2          6          8         15         11:
Old  :        21:         8          1          2          6          8         15         11:
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  :                 25.4       53.8       39.0       65.6       16.4       49.2       28.0       55.5
Old  :                 25.8       54.6       39.6       65.8       16.7       49.9       28.6       56.3
Other:                  0.0       96.9        0.0       96.9        0.0       96.9        0.0       96.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 22, 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  :   665,704:   143,065     76,932    117,677    358,573    406,721    619,315    601,330:    46,389     64,374
Old  :   638,525:   142,352     80,037    104,059    348,141    393,992    594,552    578,088:    43,973     60,437
Other:    27,179:    12,681      8,863      1,650     10,432     12,729     24,763     23,242:     2,416      3,937
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    26,919:     4,966      4,166      8,528     10,092     14,591     23,586     27,285:     3,333       -366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       11.6       17.7       53.9       61.1       93.0       90.3:       7.0        9.7
Old  :     100.0:      22.3       12.5       16.3       54.5       61.7       93.1       90.5:       6.9        9.5
Other:     100.0:      46.7       32.6        6.1       38.4       46.8       91.1       85.5:       8.9       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       529:       130        114        139        167        228        378        421:
Old  :       526:       133        115        138        165        223        376        414:
Other:       195:        22         38         10         31        112         59        154:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       16.3       22.0       26.4       11.5       14.6       18.6       20.5
Old  :                 13.2       16.8       22.0       27.0       12.2       15.1       19.6       21.0
Other:                 46.9       28.2       65.6       44.0       45.8       27.2       63.9       42.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    21,934:    14,216      1,226        297          4      8,937     14,517     10,460:     7,417     11,474
Old  :    19,931:    13,268      1,224        296          4      7,384     13,568      8,904:     6,363     11,027
Other:     2,003:       948          2          1          0      1,553        949      1,556:     1,054        447
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :       614:       962        685       -137          2       -124        827        424:      -213        190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.8        5.6        1.4        0.0       40.7       66.2       47.7:      33.8       52.3
Old  :     100.0:      66.6        6.1        1.5        0.0       37.0       68.1       44.7:      31.9       55.3
Other:     100.0:      47.3        0.1        0.0        0.0       77.5       47.4       77.7:      52.6       22.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         6          3          5          2         14          9         21:
Old  :        23:         6          3          5          2         14          9         21:
Other:        15:         2          1          1          0         12          2         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 62.4       28.8       66.2       36.5       61.6       28.7       64.8       36.4
Old  :                 64.0       24.3       68.1       32.5       63.0       24.2       66.6       32.5
Other:                 47.4       75.6       47.4       77.0       47.3       75.6       47.3       77.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 22, 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  :   481,020:   105,746     54,101     97,051    245,331    307,340    448,128    458,492:    32,892     22,528
Old  :    47,344:    15,071     15,905        328     29,271     28,092     44,670     44,325:     2,674      3,019
Other:   433,676:   106,697     54,218     80,701    216,060    279,248    403,458    414,167:    30,218     19,509
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :      -390:     8,597      7,104     -1,977     -5,778     -4,555        842        572:    -1,232       -962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       11.2       20.2       51.0       63.9       93.2       95.3:       6.8        4.7
Old  :     100.0:      31.8       33.6        0.7       61.8       59.3       94.4       93.6:       5.6        6.4
Other:     100.0:      24.6       12.5       18.6       49.8       64.4       93.0       95.5:       7.0        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       304:        97         56         92         97        105        245        220:
Old  :       157:        31         37          2         42         52         74         90:
Other:       296:        96         60         84         90         98        232        207:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       20.4       23.3       31.7        8.9       15.3       14.5       23.2
Old  :                 40.7       25.3       59.0       36.9       40.7       24.4       59.0       35.9
Other:                 13.6       22.4       22.6       33.7       10.1       16.5       16.3       25.9
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, August 22, 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  : 1,431,389:   108,250    287,711     78,310  1,046,601    909,082  1,233,161  1,275,103:   198,228    156,286
Old  : 1,431,389:   108,250    287,711     78,310  1,046,601    909,082  1,233,161  1,275,103:   198,228    156,286
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    61,063:    13,913     16,640     38,604      5,935      6,119     58,452     61,363:     2,611       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       20.1        5.5       73.1       63.5       86.2       89.1:      13.8       10.9
Old  :     100.0:       7.6       20.1        5.5       73.1       63.5       86.2       89.1:      13.8       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  :       206:        33         33         30        105        107        152        156:
Old  :       206:        33         33         30        105        107        152        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       27.0       37.1       36.0       22.2       20.8       34.0       28.1
Old  :                 23.5       27.0       37.1       36.0       22.2       20.8       34.0       28.1
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, August 22, 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  : 1,665,268:    82,974    514,214     97,184  1,306,718    912,959  1,486,876  1,524,357:   178,392    140,911
Old  : 1,665,268:    82,974    514,214     97,184  1,306,718    912,959  1,486,876  1,524,357:   178,392    140,911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    42,807:    -6,253    -20,510     37,966     10,442     17,926     42,155     35,382:       652      7,425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       30.9        5.8       78.5       54.8       89.3       91.5:      10.7        8.5
Old  :     100.0:       5.0       30.9        5.8       78.5       54.8       89.3       91.5:      10.7        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        16         26         17        110         86        136        119:
Old  :       176:        16         26         17        110         86        136        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       37.2       38.3       52.0       19.9       32.1       31.3       43.0
Old  :                 21.4       37.2       38.3       52.0       19.9       32.1       31.3       43.0
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, August 22, 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  :   473,793:   108,117     27,252    121,411    200,956    298,305    430,484    446,968:    43,309     26,825
Old  :    42,981:    25,251      2,503        177     13,357     35,682     38,785     38,362:     4,196      4,619
Other:   430,812:   101,796     43,679    102,304    187,599    262,623    391,699    408,606:    39,113     22,206
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :   -17,602:    -6,270      2,625    -12,923      3,800     -6,973    -15,393    -17,271:    -2,209       -331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        5.8       25.6       42.4       63.0       90.9       94.3:       9.1        5.7
Old  :     100.0:      58.7        5.8        0.4       31.1       83.0       90.2       89.3:       9.8       10.7
Other:     100.0:      23.6       10.1       23.7       43.5       61.0       90.9       94.8:       9.1        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        86         43         85        113        101        245        203:
Old  :       157:        49         13          2         46         57         95         72:
Other:       279:        82         60         78        102         97        229        196:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       28.1       20.3       39.3       10.0       26.2       17.1       34.8
Old  :                 26.5       37.7       37.7       53.1       26.5       37.2       37.7       52.2
Other:                 12.0       27.6       21.4       39.2       11.0       25.5       18.7       34.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 22, 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  :     9,839:     4,845        642        107      2,979      8,236      7,931      8,985:     1,908        854
Old  :     9,836:     4,845        642        107      2,978      8,236      7,930      8,985:     1,906        851
Other:         3:         0          0          0          1          0          1          0:         2          3
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :       -99:       -80        185       -134        340       -161        126       -110:      -225         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.2        6.5        1.1       30.3       83.7       80.6       91.3:      19.4        8.7
Old  :     100.0:      49.3        6.5        1.1       30.3       83.7       80.6       91.3:      19.4        8.7
Other:     100.0:       0.0        0.0        0.0       33.3        0.0       33.3        0.0:      66.7      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        26          3          7         14         14         41         24:
Old  :        53:        26          3          7         14         14         41         24:
Other:         1:         0          0          0          1          0          1          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  :                 31.8       67.0       47.6       79.3       31.8       64.9       46.6       76.8
Old  :                 31.8       67.0       47.6       79.4       31.8       64.9       46.6       76.9
Other:                 33.3        0.0       33.3        0.0       33.3        0.0       33.3        0.0
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders - Futures Only, August 22, 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  : 3,986,492:   348,276  1,619,101     72,738  3,292,087  2,149,022  3,713,101  3,840,861:   273,391    145,631
Old  : 3,986,492:   348,276  1,619,101     72,738  3,292,087  2,149,022  3,713,101  3,840,861:   273,391    145,631
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :   165,763:   -31,989    121,444     19,736    187,061     35,937    174,808    177,117:    -9,045    -11,354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       40.6        1.8       82.6       53.9       93.1       96.3:       6.9        3.7
Old  :     100.0:       8.7       40.6        1.8       82.6       53.9       93.1       96.3:       6.9        3.7
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  :       433:        88         49         40        244        175        352        244:
Old  :       433:        88         49         40        244        175        352        244:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       37.5       36.5       54.3       26.6       37.1       34.0       53.7
Old  :                 27.8       37.5       36.5       54.3       26.6       37.1       34.0       53.7
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, August 22, 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  : 4,911,177:   525,061  1,219,936    120,728  3,818,450  3,160,555  4,464,239  4,501,219:   446,938    409,958
Old  : 4,911,177:   525,061  1,219,936    120,728  3,818,450  3,160,555  4,464,239  4,501,219:   446,938    409,958
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    53,755:    29,851    -22,202     12,139     -4,296     56,113     37,694     46,050:    16,061      7,705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       24.8        2.5       77.8       64.4       90.9       91.7:       9.1        8.3
Old  :     100.0:      10.7       24.8        2.5       77.8       64.4       90.9       91.7:       9.1        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       419:        71         70         56        215        192        318        286:
Old  :       419:        71         70         56        215        192        318        286:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       20.2       39.5       30.8       25.1       19.1       34.7       28.4
Old  :                 27.4       20.2       39.5       30.8       25.1       19.1       34.7       28.4
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, August 22, 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  : 1,903,313:   206,540    359,120     59,920  1,457,633  1,204,333  1,724,093  1,623,373:   179,220    279,940
Old  : 1,903,313:   206,540    359,120     59,920  1,457,633  1,204,333  1,724,093  1,623,373:   179,220    279,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    56,203:   -23,623     -8,432     28,052     41,387     23,242     45,816     42,862:    10,387     13,341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       18.9        3.1       76.6       63.3       90.6       85.3:       9.4       14.7
Old  :     100.0:      10.9       18.9        3.1       76.6       63.3       90.6       85.3:       9.4       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  :       182:        20         26         20        100        104        130        140:
Old  :       182:        20         26         20        100        104        130        140:
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  :                 35.7       30.1       47.8       40.9       34.6       26.9       44.0       36.4
Old  :                 35.7       30.1       47.8       40.9       34.6       26.9       44.0       36.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                                                            Code-04360Y
Commitments of Traders - Futures Only, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 x Index Points                                                        :
     :          :                                                                            :
All  :     6,719:     3,617      1,977      1,417        762          0      5,796      3,394:       923      3,325
Old  :     6,719:     3,617      1,977      1,417        762          0      5,796      3,394:       923      3,325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :       288:      -763       -301        200        762       -262        199       -363:        89        651
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.8       29.4       21.1       11.3        0.0       86.3       50.5:      13.7       49.5
Old  :     100.0:      53.8       29.4       21.1       11.3        0.0       86.3       50.5:      13.7       49.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        10         20          3          1          0         13         22:
Old  :        32:        10         20          3          1          0         13         22:
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  :                 77.2       36.2       84.1       41.6       59.1       17.3       64.0       21.8
Old  :                 77.2       36.2       84.1       41.6       59.1       17.3       64.0       21.8
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, August 22, 2023                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 5,810,640:   512,994  1,556,576    138,658  4,735,830  3,749,493  5,387,482  5,444,727:   423,158    365,913
Old  : 5,810,640:   512,994  1,556,576    138,658  4,735,830  3,749,493  5,387,482  5,444,727:   423,158    365,913
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    41,922:    59,969    -87,744     38,919    -68,312     55,546     30,576      6,721:    11,346     35,201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       26.8        2.4       81.5       64.5       92.7       93.7:       7.3        6.3
Old  :     100.0:       8.8       26.8        2.4       81.5       64.5       92.7       93.7:       7.3        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  :       406:        67         60         43        218        198        308        279:
Old  :       406:        67         60         43        218        198        308        279:
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       22.6       36.1       34.4       24.6       22.0       31.3       33.4
Old  :                 26.8       22.6       36.1       34.4       24.6       22.0       31.3       33.4
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, August 22, 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  : 1,584,796:    45,478    326,740    263,779  1,246,309    952,682  1,555,566  1,543,201:    29,230     41,595
Old  : 1,584,796:    45,478    326,740    263,779  1,246,309    952,682  1,555,566  1,543,201:    29,230     41,595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    52,771:     9,548     46,592       -809     46,133      9,885     54,872     55,668:    -2,101     -2,897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9       20.6       16.6       78.6       60.1       98.2       97.4:       1.8        2.6
Old  :     100.0:       2.9       20.6       16.6       78.6       60.1       98.2       97.4:       1.8        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        15         37         42         87         90        132        142:
Old  :       154:        15         37         42         87         90        132        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       26.5       44.0       36.8       15.0       15.2       23.4       22.0
Old  :                 27.5       26.5       44.0       36.8       15.0       15.2       23.4       22.0
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, August 22, 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  :    97,208:    22,926     37,644      3,648     55,322     43,369     81,896     84,661:    15,312     12,547
Old  :    97,208:    22,926     37,644      3,648     55,322     43,369     81,896     84,661:    15,312     12,547
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    -7,008:    -9,331      2,166         17      1,413     -7,661     -7,901     -5,478:       893     -1,530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       38.7        3.8       56.9       44.6       84.2       87.1:      15.8       12.9
Old  :     100.0:      23.6       38.7        3.8       56.9       44.6       84.2       87.1:      15.8       12.9
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  :        94:        21         26         12         31         26         58         58:
Old  :        94:        21         26         12         31         26         58         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.2       40.4       50.6       58.8       39.2       40.1       50.6       58.5
Old  :                 39.2       40.4       50.6       58.8       39.2       40.1       50.6       58.5
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, August 22, 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  :    97,208:    22,926     37,644      3,648     55,322     43,369     81,896     84,661:    15,312     12,547
Old  :    97,208:    22,926     37,644      3,648     55,322     43,369     81,896     84,661:    15,312     12,547
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    -7,008:    -9,331      2,166         17      1,413     -7,661     -7,901     -5,478:       893     -1,530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       38.7        3.8       56.9       44.6       84.2       87.1:      15.8       12.9
Old  :     100.0:      23.6       38.7        3.8       56.9       44.6       84.2       87.1:      15.8       12.9
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  :        94:        21         26         12         31         26         58         58:
Old  :        94:        21         26         12         31         26         58         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.2       40.4       50.6       58.8       39.2       40.1       50.6       58.5
Old  :                 39.2       40.4       50.6       58.8       39.2       40.1       50.6       58.5
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, August 22, 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  :    41,861:       350      2,662          0     39,919     38,299     40,269     40,961:     1,592        900
Old  :    41,861:       350      2,662          0     39,919     38,299     40,269     40,961:     1,592        900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :       322:       -55       -455          0        481        923        426        468:      -104       -146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        6.4        0.0       95.4       91.5       96.2       97.9:       3.8        2.1
Old  :     100.0:       0.8        6.4        0.0       95.4       91.5       96.2       97.9:       3.8        2.1
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  :        41:         1          4          0         29         11         30         15:
Old  :        41:         1          4          0         29         11         30         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  :                 38.8       76.9       61.9       90.7       36.0       76.9       58.5       89.0
Old  :                 38.8       76.9       61.9       90.7       36.0       76.9       58.5       89.0
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, August 22, 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  :    61,190:    11,137     17,783        813     48,951     42,491     60,901     61,087:       289        103
Old  :    61,190:    11,137     17,783        813     48,951     42,491     60,901     61,087:       289        103
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :       114:       149        130        -31          8          0        126         99:       -12         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       29.1        1.3       80.0       69.4       99.5       99.8:       0.5        0.2
Old  :     100.0:      18.2       29.1        1.3       80.0       69.4       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  :        36:        16         12          4          7          2         25         16:
Old  :        36:        16         12          4          7          2         25         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  :                 85.4       89.1       92.7       97.5       85.4       89.1       92.4       96.6
Old  :                 85.4       89.1       92.7       97.5       85.4       89.1       92.4       96.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                         Code-343603
Commitments of Traders - Futures Only, August 22, 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  :    74,544:    21,762     19,515     52,779          0      2,226     74,541     74,520:         3         24
Old  :    74,544:    21,762     19,515     52,779          0      2,226     74,541     74,520:         3         24
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :    -1,072:    -1,072     -1,072          0          0          0     -1,072     -1,072:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       26.2       70.8        0.0        3.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      29.2       26.2       70.8        0.0        3.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        10         10          4          0          1         13         12:
Old  :        21:        10         10          4          0          1         13         12:
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  :                 77.1       95.2       94.2       99.3       19.7       27.4       29.0       28.7
Old  :                 77.1       95.2       94.2       99.3       19.7       27.4       29.0       28.7
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, August 22, 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  :    21,913:    18,375     10,980      3,538          0      7,333     21,913     21,851:         0         62
Old  :    21,913:    18,375     10,980      3,538          0      7,333     21,913     21,851:         0         62
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2023                      :
     :      -166:      -133        490        -33          0       -623       -166       -166:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.9       50.1       16.1        0.0       33.5      100.0       99.7:       0.0        0.3
Old  :     100.0:      83.9       50.1       16.1        0.0       33.5      100.0       99.7:       0.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         9         14          3          0          2          9         19:
Old  :        25:         9         14          3          0          2          9         19:
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  :                 79.5       64.5       99.0       82.8       68.9       58.4       82.9       73.6
Old  :                 79.5       64.5       99.0       82.8       68.9       58.4       82.9       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 25, 2023