WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, September 19, 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  :   403,737:   121,293    178,230    107,622    132,640     82,174    361,555    368,026:    42,182     35,711
Old  :   361,252:   122,324    173,983     85,194    114,840     71,902    322,358    331,079:    38,894     30,173
Other:    42,485:    16,247     21,525      5,150     17,800     10,272     39,197     36,947:     3,288      5,538
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :    12,068:     7,016     14,334      2,829       -512     -4,457      9,333     12,706:     2,735       -638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       44.1       26.7       32.9       20.4       89.6       91.2:      10.4        8.8
Old  :     100.0:      33.9       48.2       23.6       31.8       19.9       89.2       91.6:      10.8        8.4
Other:     100.0:      38.2       50.7       12.1       41.9       24.2       92.3       87.0:       7.7       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       379:       130        106        100        115         87        297        250:
Old  :       375:       127        109         89        111         78        288        232:
Other:       155:        28         37         22         44         59         85        108:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.2       12.6       20.0       23.6        8.8       12.3       15.8       20.8
Old  :                 11.4       13.5       21.0       25.6        9.4       13.2       16.3       22.8
Other:                 26.8       30.5       40.6       44.1       26.6       30.5       38.7       41.4
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, September 19, 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  :   202,243:    54,479     65,420     49,392     80,169     66,692    184,040    181,504:    18,203     20,739
Old  :   188,705:    58,353     67,544     38,869     74,857     63,349    172,079    169,762:    16,626     18,943
Other:    13,538:     5,554      7,304      1,095      5,312      3,343     11,961     11,742:     1,577      1,796
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :     3,307:     1,110        792        166      1,390      2,802      2,666      3,760:       641       -453
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       32.3       24.4       39.6       33.0       91.0       89.7:       9.0       10.3
Old  :     100.0:      30.9       35.8       20.6       39.7       33.6       91.2       90.0:       8.8       10.0
Other:     100.0:      41.0       54.0        8.1       39.2       24.7       88.4       86.7:      11.6       13.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:        60         59         56         70         84        162        173:
Old  :       227:        60         60         51         66         80        153        168:
Other:       100:        22         16          9         31         43         56         66:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.8       18.3       32.4       31.5       15.6       16.4       24.9       25.7
Old  :                 22.0       19.5       34.3       33.5       18.8       17.6       28.9       27.9
Other:                 29.4       54.9       47.3       64.6       28.7       54.9       43.5       62.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 19, 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  : 1,292,194:   270,874    372,107    251,146    639,517    504,761  1,161,537  1,128,014:   130,657    164,180
Old  : 1,204,411:   283,052    378,477    201,219    596,549    475,040  1,080,820  1,054,736:   123,591    149,675
Other:    87,783:    36,791     42,599        958     42,968     29,721     80,717     73,278:     7,066     14,505
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :    24,018:     6,401     19,646      5,848     11,432     -4,488     23,681     21,006:       337      3,012
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       28.8       19.4       49.5       39.1       89.9       87.3:      10.1       12.7
Old  :     100.0:      23.5       31.4       16.7       49.5       39.4       89.7       87.6:      10.3       12.4
Other:     100.0:      41.9       48.5        1.1       48.9       33.9       92.0       83.5:       8.0       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       723:       130        153        168        329        299        561        542:
Old  :       716:       130        163        151        319        285        537        522:
Other:       320:        51         47         13         66        172        123        228:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.5       11.7       16.1       18.5        8.4       10.1       15.3       15.1
Old  :                  9.1       11.6       17.2       18.3        8.9       10.5       16.2       15.8
Other:                 26.6       39.0       41.7       47.4       26.6       38.9       41.7       47.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 19, 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  :     4,402:     1,382        112        118      1,094      3,023      2,594      3,253:     1,808      1,149
Old  :     4,310:     1,434        112         61      1,094      3,023      2,589      3,196:     1,721      1,114
Other:        92:         0         52          5          0          0          5         57:        87         35
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :      -116:       -98        112         52        170       -130        124         34:      -240       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4        2.5        2.7       24.9       68.7       58.9       73.9:      41.1       26.1
Old  :     100.0:      33.3        2.6        1.4       25.4       70.1       60.1       74.2:      39.9       25.8
Other:     100.0:       0.0       56.5        5.4        0.0        0.0        5.4       62.0:      94.6       38.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        11          1          2          9          7         20         10:
Old  :        23:        11          1          2          9          7         20         10:
Other:         1:         0          1          1          0          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       56.1       35.7       71.2       18.9       50.0       31.1       58.8
Old  :                 22.6       57.3       36.4       72.7       19.3       51.1       32.3       60.1
Other:                  5.4       62.0        5.4       62.0        0.0       56.5        0.0       56.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 19, 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  :   773,220:   144,598     81,908    192,165    388,164    431,929    724,927    706,002:    48,293     67,218
Old  :   735,635:   150,350     86,206    169,958    369,729    416,843    690,037    673,007:    45,598     62,628
Other:    37,585:    13,978     15,432      2,477     18,435     15,086     34,890     32,995:     2,695      4,590
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :    33,173:   -18,163      4,364     31,195     21,730     -2,945     34,762     32,614:    -1,589        559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       10.6       24.9       50.2       55.9       93.8       91.3:       6.2        8.7
Old  :     100.0:      20.4       11.7       23.1       50.3       56.7       93.8       91.5:       6.2        8.5
Other:     100.0:      37.2       41.1        6.6       49.0       40.1       92.8       87.8:       7.2       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       553:       131        130        173        184        229        413        457:
Old  :       549:       132        133        166        180        225        406        448:
Other:       233:        32         54         17         45        120         85        184:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       14.7       20.5       24.3        9.8       12.9       15.5       18.3
Old  :                 12.5       15.2       20.5       25.2       10.3       13.4       16.1       18.9
Other:                 44.5       20.1       58.4       32.9       43.7       19.2       55.4       31.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 19, 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  :    21,645:    16,016      1,410        144          8      9,213     16,168     10,767:     5,477     10,878
Old  :    19,103:    14,856      1,408        143          8      7,234     15,007      8,785:     4,096     10,318
Other:     2,542:     1,160          2          1          0      1,979      1,161      1,982:     1,381        560
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :      -900:      -515       -136        -72          0       -304       -587       -512:      -313       -388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.0        6.5        0.7        0.0       42.6       74.7       49.7:      25.3       50.3
Old  :     100.0:      77.8        7.4        0.7        0.0       37.9       78.6       46.0:      21.4       54.0
Other:     100.0:      45.6        0.1        0.0        0.0       77.9       45.7       78.0:      54.3       22.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         6          3          2          3         15          9         20:
Old  :        24:         6          3          1          3         15          9         19:
Other:        16:         2          1          1          0         13          2         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 70.0       30.1       74.7       38.5       70.0       30.0       74.0       38.5
Old  :                 73.2       24.3       78.5       33.6       73.2       24.3       77.8       33.6
Other:                 45.7       75.1       45.7       76.8       45.6       75.1       45.6       76.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 19, 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  :   457,364:   101,187     46,627    105,849    219,404    283,815    426,440    436,291:    30,924     21,073
Old  :   440,284:   108,746     49,416     91,313    210,552    279,370    410,611    420,099:    29,673     20,185
Other:    17,080:     4,469      9,239      2,508      8,852      4,445     15,829     16,192:     1,251        888
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :   -14,069:     4,160     -4,398      3,282    -20,701    -12,628    -13,259    -13,744:      -810       -325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       10.2       23.1       48.0       62.1       93.2       95.4:       6.8        4.6
Old  :     100.0:      24.7       11.2       20.7       47.8       63.5       93.3       95.4:       6.7        4.6
Other:     100.0:      26.2       54.1       14.7       51.8       26.0       92.7       94.8:       7.3        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:        95         48         85         97         97        234        203:
Old  :       284:        94         51         84         96         96        232        201:
Other:        60:        13         12         10         23         17         41         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       21.3       20.9       33.4        9.3       17.7       16.2       26.1
Old  :                 12.2       22.0       20.9       33.2        9.2       18.3       16.6       27.1
Other:                 38.5       57.9       62.9       73.3       33.3       53.2       53.2       65.6
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, September 19, 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  : 1,363,478:    74,323    275,430      8,208  1,093,591    936,479  1,176,122  1,220,117:   187,356    143,361
Old  : 1,363,478:    74,323    275,430      8,208  1,093,591    936,479  1,176,122  1,220,117:   187,356    143,361
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :    23,803:    -5,333      3,087     -4,287     37,407     32,958     27,787     31,758:    -3,984     -7,955
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       20.2        0.6       80.2       68.7       86.3       89.5:      13.7       10.5
Old  :     100.0:       5.5       20.2        0.6       80.2       68.7       86.3       89.5:      13.7       10.5
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  :       214:        22         41         15        107        112        137        160:
Old  :       214:        22         41         15        107        112        137        160:
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       23.7       41.5       36.0       26.1       21.0       38.8       29.8
Old  :                 27.5       23.7       41.5       36.0       26.1       21.0       38.8       29.8
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, September 19, 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  : 1,546,538:    79,145    470,721      7,435  1,280,863    928,454  1,367,443  1,406,610:   179,095    139,928
Old  : 1,546,538:    79,145    470,721      7,435  1,280,863    928,454  1,367,443  1,406,610:   179,095    139,928
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :       612:    -4,594     10,057     -2,773      1,098     -7,512     -6,269       -228:     6,881        840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       30.4        0.5       82.8       60.0       88.4       91.0:      11.6        9.0
Old  :     100.0:       5.1       30.4        0.5       82.8       60.0       88.4       91.0:      11.6        9.0
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  :       174:        15         28         12        107         83        129        116:
Old  :       174:        15         28         12        107         83        129        116:
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  :                 23.3       34.3       40.3       48.6       22.1       34.1       36.3       44.7
Old  :                 23.3       34.3       40.3       48.6       22.1       34.1       36.3       44.7
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, September 19, 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  :   459,876:   104,454     17,242    112,124    200,367    303,431    416,945    432,797:    42,931     27,079
Old  :   452,549:   105,978     17,582    108,233    196,468    300,416    410,679    426,231:    41,870     26,318
Other:     7,327:     1,375      2,559        992      3,899      3,015      6,266      6,566:     1,061        761
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :     2,431:    -5,059     -3,988     -2,702     11,190      6,999      3,429        309:      -998      2,122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        3.7       24.4       43.6       66.0       90.7       94.1:       9.3        5.9
Old  :     100.0:      23.4        3.9       23.9       43.4       66.4       90.7       94.2:       9.3        5.8
Other:     100.0:      18.8       34.9       13.5       53.2       41.1       85.5       89.6:      14.5       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       283:        92         34         85        116        101        248        198:
Old  :       283:        96         35         85        116        101        248        198:
Other:        64:        19          9         10         27         15         53         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       34.3       20.5       46.0        9.8       30.6       17.4       38.8
Old  :                 11.6       34.7       20.7       46.4        9.8       31.3       17.6       39.6
Other:                 36.9       44.8       56.0       65.3       34.9       36.2       48.4       52.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 19, 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  :    10,796:     3,958        653        165      4,507      9,184      8,630     10,002:     2,166        794
Old  :    10,493:     3,957        653        165      4,214      8,914      8,336      9,732:     2,157        761
Other:       303:         1          0          0        293        270        294        270:         9         33
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :      -639:      -367        -50         -8       -254       -666       -629       -724:       -10         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7        6.0        1.5       41.7       85.1       79.9       92.6:      20.1        7.4
Old  :     100.0:      37.7        6.2        1.6       40.2       85.0       79.4       92.7:      20.6        7.3
Other:     100.0:       0.3        0.0        0.0       96.7       89.1       97.0       89.1:       3.0       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        24          3          8         17         14         43         24:
Old  :        57:        24          3          8         17         14         43         24:
Other:         4:         1          0          0          1          2          2          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.5       65.6       45.2       79.5       31.4       61.7       43.5       75.6
Old  :                 29.6       65.0       43.7       79.3       29.5       60.9       42.0       75.2
Other:                 97.0       89.1       97.0       89.1       97.0       89.1       97.0       89.1
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders - Futures Only, September 19, 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  : 3,732,382:   334,138  1,575,601     51,294  3,088,512  1,961,587  3,473,944  3,588,482:   258,438    143,900
Old  : 3,732,382:   334,138  1,575,601     51,294  3,088,512  1,961,587  3,473,944  3,588,482:   258,438    143,900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :    78,862:    14,090     15,944      8,485     57,459     59,073     80,034     83,502:    -1,172     -4,640
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       42.2        1.4       82.7       52.6       93.1       96.1:       6.9        3.9
Old  :     100.0:       9.0       42.2        1.4       82.7       52.6       93.1       96.1:       6.9        3.9
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  :       449:        91         54         26        245        165        352        229:
Old  :       449:        91         54         26        245        165        352        229:
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       35.9       35.9       54.2       25.4       35.8       33.2       54.1
Old  :                 27.5       35.9       35.9       54.2       25.4       35.8       33.2       54.1
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, September 19, 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  : 4,697,157:   489,853  1,192,169     99,210  3,690,498  3,031,128  4,279,561  4,322,507:   417,596    374,650
Old  : 4,697,157:   489,853  1,192,169     99,210  3,690,498  3,031,128  4,279,561  4,322,507:   417,596    374,650
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :    16,125:    22,739    -19,247      2,427    -21,932     38,908      3,234     22,088:    12,891     -5,963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       25.4        2.1       78.6       64.5       91.1       92.0:       8.9        8.0
Old  :     100.0:      10.4       25.4        2.1       78.6       64.5       91.1       92.0:       8.9        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  :       421:        66         73         39        209        192        299        280:
Old  :       421:        66         73         39        209        192        299        280:
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  :                 28.1       20.9       40.5       33.3       26.2       19.6       35.2       30.5
Old  :                 28.1       20.9       40.5       33.3       26.2       19.6       35.2       30.5
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, September 19, 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  : 1,825,874:   208,790    345,527     35,942  1,388,973  1,148,246  1,633,705  1,529,715:   192,169    296,159
Old  : 1,825,874:   208,790    345,527     35,942  1,388,973  1,148,246  1,633,705  1,529,715:   192,169    296,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :    44,614:    -7,461    -17,157      5,347     44,448     37,656     42,334     25,846:     2,280     18,768
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       18.9        2.0       76.1       62.9       89.5       83.8:      10.5       16.2
Old  :     100.0:      11.4       18.9        2.0       76.1       62.9       89.5       83.8:      10.5       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  :       173:        22         19         11         89        104        115        130:
Old  :       173:        22         19         11         89        104        115        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       28.6       48.3       40.3       34.6       24.9       44.5       34.0
Old  :                 34.8       28.6       48.3       40.3       34.6       24.9       44.5       34.0
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, September 19, 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  :     9,154:     4,034      2,241      3,989        215        552      8,238      6,782:       916      2,372
Old  :     9,154:     4,034      2,241      3,989        215        552      8,238      6,782:       916      2,372
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :       786:       873        460       -250        215         -9        838        201:       -52        585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.1       24.5       43.6        2.3        6.0       90.0       74.1:      10.0       25.9
Old  :     100.0:      44.1       24.5       43.6        2.3        6.0       90.0       74.1:      10.0       25.9
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  :        36:         7         27          2          1          1          9         29:
Old  :        36:         7         27          2          1          1          9         29:
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  :                 88.0       57.2       89.9       63.0       44.6       15.8       46.4       20.5
Old  :                 88.0       57.2       89.9       63.0       44.6       15.8       46.4       20.5
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, September 19, 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  : 5,511,115:   509,220  1,516,166     69,672  4,538,043  3,596,848  5,116,935  5,182,686:   394,180    328,429
Old  : 5,511,115:   509,220  1,516,166     69,672  4,538,043  3,596,848  5,116,935  5,182,686:   394,180    328,429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :   119,285:    43,941     19,857     12,996     73,966     87,215    130,903    120,068:   -11,618       -783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       27.5        1.3       82.3       65.3       92.8       94.0:       7.2        6.0
Old  :     100.0:       9.2       27.5        1.3       82.3       65.3       92.8       94.0:       7.2        6.0
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  :       402:        71         59         27        202        186        286        259:
Old  :       402:        71         59         27        202        186        286        259:
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  :                 25.4       24.5       34.9       36.5       23.4       24.4       30.1       35.5
Old  :                 25.4       24.5       34.9       36.5       23.4       24.4       30.1       35.5
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, September 19, 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  : 1,465,422:    94,827    305,359    203,191  1,138,397    901,986  1,436,415  1,410,536:    29,007     54,886
Old  : 1,465,422:    94,827    305,359    203,191  1,138,397    901,986  1,436,415  1,410,536:    29,007     54,886
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :     7,161:    -9,745     15,833    -23,768     47,343      5,972     13,830     -1,963:    -6,669      9,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       20.8       13.9       77.7       61.6       98.0       96.3:       2.0        3.7
Old  :     100.0:       6.5       20.8       13.9       77.7       61.6       98.0       96.3:       2.0        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  :       141:        21         29         41         77         84        122        133:
Old  :       141:        21         29         41         77         84        122        133:
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  :                 25.7       21.5       42.1       33.8       17.6       18.6       26.7       28.4
Old  :                 25.7       21.5       42.1       33.8       17.6       18.6       26.7       28.4
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, September 19, 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  :    86,992:    19,016     36,785      2,967     52,111     34,824     74,094     74,576:    12,898     12,416
Old  :    86,992:    19,016     36,785      2,967     52,111     34,824     74,094     74,576:    12,898     12,416
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :   -15,918:    -3,772      1,097     -1,946     -8,520    -13,370    -14,238    -14,219:    -1,680     -1,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       42.3        3.4       59.9       40.0       85.2       85.7:      14.8       14.3
Old  :     100.0:      21.9       42.3        3.4       59.9       40.0       85.2       85.7:      14.8       14.3
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  :        95:        24         23         12         32         24         62         53:
Old  :        95:        24         23         12         32         24         62         53:
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  :                 37.0       41.3       48.8       57.6       36.9       41.1       48.7       57.3
Old  :                 37.0       41.3       48.8       57.6       36.9       41.1       48.7       57.3
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, September 19, 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  :    86,992:    19,016     36,785      2,967     52,111     34,824     74,094     74,576:    12,898     12,416
Old  :    86,992:    19,016     36,785      2,967     52,111     34,824     74,094     74,576:    12,898     12,416
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :   -15,918:    -3,772      1,097     -1,946     -8,520    -13,370    -14,238    -14,219:    -1,680     -1,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       42.3        3.4       59.9       40.0       85.2       85.7:      14.8       14.3
Old  :     100.0:      21.9       42.3        3.4       59.9       40.0       85.2       85.7:      14.8       14.3
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  :        95:        24         23         12         32         24         62         53:
Old  :        95:        24         23         12         32         24         62         53:
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  :                 37.0       41.3       48.8       57.6       36.9       41.1       48.7       57.3
Old  :                 37.0       41.3       48.8       57.6       36.9       41.1       48.7       57.3
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, September 19, 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  :    44,545:       931      1,990          0     41,230     41,533     42,161     43,523:     2,384      1,022
Old  :    44,545:       931      1,990          0     41,230     41,533     42,161     43,523:     2,384      1,022
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :   -16,831:       551       -916        -13    -17,237    -15,854    -16,699    -16,783:      -132        -48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1        4.5        0.0       92.6       93.2       94.6       97.7:       5.4        2.3
Old  :     100.0:       2.1        4.5        0.0       92.6       93.2       94.6       97.7:       5.4        2.3
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  :        43:         2          4          0         28         13         30         17:
Old  :        43:         2          4          0         28         13         30         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       68.9       61.9       89.1       37.4       68.9       58.9       87.3
Old  :                 39.3       68.9       61.9       89.1       37.4       68.9       58.9       87.3
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, September 19, 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  :    66,654:    12,426     18,843        667     53,261     47,044     66,354     66,554:       300        100
Old  :    66,654:    12,426     18,843        667     53,261     47,044     66,354     66,554:       300        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :     1,462:        45          5        -67      1,540      1,613      1,518      1,551:       -56        -89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       28.3        1.0       79.9       70.6       99.5       99.8:       0.5        0.2
Old  :     100.0:      18.6       28.3        1.0       79.9       70.6       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  :        37:        19         11          4          7          3         29         15:
Old  :        37:        19         11          4          7          3         29         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  :                 83.9       86.4       91.5       97.1       79.3       82.1       85.7       91.1
Old  :                 83.9       86.4       91.5       97.1       79.3       82.1       85.7       91.1
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, September 19, 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  :    71,841:    18,966     15,229     52,872          0      2,226     71,838     70,327:         3      1,514
Old  :    71,841:    18,966     15,229     52,872          0      2,226     71,838     70,327:         3      1,514
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :      -693:      -473     -1,963       -220          0          0       -693     -2,183:         0      1,490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       21.2       73.6        0.0        3.1      100.0       97.9:       0.0        2.1
Old  :     100.0:      26.4       21.2       73.6        0.0        3.1      100.0       97.9:       0.0        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  :        23:        11         11          4          0          1         13         14:
Old  :        23:        11         11          4          0          1         13         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  :                 79.6       92.7       95.0       97.0       18.7       22.9       26.2       23.8
Old  :                 79.6       92.7       95.0       97.0       18.7       22.9       26.2       23.8
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, September 19, 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  :    21,644:    17,493     10,676      4,151          0      6,759     21,644     21,586:         0         58
Old  :    21,644:    17,493     10,676      4,151          0      6,759     21,644     21,586:         0         58
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2023                   :
     :      -793:      -442       -360       -351          0        -78       -793       -789:         0         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.8       49.3       19.2        0.0       31.2      100.0       99.7:       0.0        0.3
Old  :     100.0:      80.8       49.3       19.2        0.0       31.2      100.0       99.7:       0.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         8         15          3          0          2          9         19:
Old  :        25:         8         15          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  :                 76.7       58.5       99.0       78.4       66.7       53.1       80.8       69.9
Old  :                 76.7       58.5       99.0       78.4       66.7       53.1       80.8       69.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 22, 2023