WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, September 26, 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  :   415,761:   120,641    180,655    115,240    139,031     84,030    374,912    379,925:    40,849     35,836
Old  :   371,312:   125,297    178,180     88,133    120,201     74,925    333,631    341,238:    37,681     30,074
Other:    44,449:    17,112     24,243      5,339     18,830      9,105     41,281     38,687:     3,168      5,762
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :    12,024:      -652      2,425      7,618      6,391      1,856     13,357     11,899:    -1,333        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       43.5       27.7       33.4       20.2       90.2       91.4:       9.8        8.6
Old  :     100.0:      33.7       48.0       23.7       32.4       20.2       89.9       91.9:      10.1        8.1
Other:     100.0:      38.5       54.5       12.0       42.4       20.5       92.9       87.0:       7.1       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       385:       127        111        101        115         88        299        252:
Old  :       380:       130        107         89        111         79        288        234:
Other:       157:        28         37         23         47         59         88        109:
     :----------------------------------------------------------------------------------------------------
     :             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       12.7       19.8       23.5        8.6       12.3       15.4       20.9
Old  :                 11.6       13.7       21.0       25.3        9.4       13.2       15.8       22.8
Other:                 25.9       31.5       40.3       45.7       25.9       30.9       38.5       42.1
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, September 26, 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  :   205,236:    53,038     68,703     53,839     79,985     61,188    186,862    183,730:    18,374     21,506
Old  :   190,497:    57,560     71,266     42,353     73,964     57,340    173,877    170,959:    16,620     19,538
Other:    14,739:     5,844      7,803      1,120      6,021      3,848     12,985     12,771:     1,754      1,968
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :     2,993:    -1,441      3,283      4,447       -184     -5,504      2,822      2,226:       171        767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       33.5       26.2       39.0       29.8       91.0       89.5:       9.0       10.5
Old  :     100.0:      30.2       37.4       22.2       38.8       30.1       91.3       89.7:       8.7       10.3
Other:     100.0:      39.6       52.9        7.6       40.9       26.1       88.1       86.6:      11.9       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        57         57         59         69         83        163        170:
Old  :       222:        55         62         53         67         80        155        166:
Other:       101:        29          9         12         35         40         67         59:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.7       18.2       31.2       31.6       14.7       16.2       24.3       25.2
Old  :                 20.9       19.5       33.1       33.8       17.8       17.5       28.3       27.4
Other:                 27.8       56.7       43.2       65.3       27.6       56.7       40.7       64.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 26, 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  : 1,339,607:   275,064    393,604    262,079    669,786    518,336  1,206,929  1,174,019:   132,678    165,588
Old  : 1,247,992:   285,018    396,538    213,078    624,295    488,380  1,122,391  1,097,996:   125,601    149,996
Other:    91,615:    37,544     44,564      1,503     45,491     29,956     84,538     76,023:     7,077     15,592
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :    47,413:     4,190     21,497     10,933     30,269     13,575     45,392     46,005:     2,021      1,408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       29.4       19.6       50.0       38.7       90.1       87.6:       9.9       12.4
Old  :     100.0:      22.8       31.8       17.1       50.0       39.1       89.9       88.0:      10.1       12.0
Other:     100.0:      41.0       48.6        1.6       49.7       32.7       92.3       83.0:       7.7       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       725:       132        150        170        331        299        567        543:
Old  :       718:       130        162        158        322        284        548        523:
Other:       314:        48         47         16         68        170        122        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  :                  8.6       10.4       16.1       17.8        8.4        9.2       15.1       14.2
Old  :                  9.2       10.3       17.1       17.7        8.9        9.3       16.1       14.8
Other:                 26.1       39.0       40.2       47.4       26.1       38.9       40.2       47.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 26, 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  :     4,122:     1,003        101        110      1,155      2,813      2,268      3,024:     1,854      1,098
Old  :     4,030:     1,055        101         53      1,155      2,813      2,263      2,967:     1,767      1,063
Other:        92:         0         52          5          0          0          5         57:        87         35
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :      -280:      -379        -11         -8         61       -210       -326       -229:        46        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        2.5        2.7       28.0       68.2       55.0       73.4:      45.0       26.6
Old  :     100.0:      26.2        2.5        1.3       28.7       69.8       56.2       73.6:      43.8       26.4
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  :        20:         8          1          2          9          7         17         10:
Old  :        20:         8          1          2          9          7         17         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  :                 21.9       55.1       37.0       70.8       17.6       50.1       30.2       55.9
Old  :                 22.3       56.4       37.7       72.3       18.0       51.3       32.2       57.1
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 26, 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  :   777,270:   132,612     86,124    200,631    391,834    423,242    725,077    709,997:    52,193     67,273
Old  :   734,204:   136,584     86,623    178,099    369,781    407,030    684,464    671,752:    49,740     62,452
Other:    43,066:    15,998     19,471      2,562     22,053     16,212     40,613     38,245:     2,453      4,821
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :     4,050:   -11,986      4,216      8,466      3,670     -8,687        150      3,995:     3,900         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       11.1       25.8       50.4       54.5       93.3       91.3:       6.7        8.7
Old  :     100.0:      18.6       11.8       24.3       50.4       55.4       93.2       91.5:       6.8        8.5
Other:     100.0:      37.1       45.2        5.9       51.2       37.6       94.3       88.8:       5.7       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       545:       126        123        176        190        226        416        455:
Old  :       539:       131        128        169        183        222        407        444:
Other:       243:        34         57         14         49        122         88        188:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       14.2       21.1       24.3       10.2       12.6       15.3       18.2
Old  :                 13.0       14.7       21.2       25.4       10.7       13.0       16.0       18.8
Other:                 40.4       20.2       55.3       32.9       39.7       19.3       53.5       32.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 26, 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  :    19,585:    15,619      1,009        138         19      7,962     15,776      9,109:     3,809     10,476
Old  :    17,030:    14,409      1,008        135         19      5,992     14,563      7,135:     2,467      9,895
Other:     2,555:     1,211          2          2          0      1,970      1,213      1,974:     1,342        581
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :    -2,060:      -397       -401         -6         11     -1,251       -392     -1,658:    -1,668       -402
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.7        5.2        0.7        0.1       40.7       80.6       46.5:      19.4       53.5
Old  :     100.0:      84.6        5.9        0.8        0.1       35.2       85.5       41.9:      14.5       58.1
Other:     100.0:      47.4        0.1        0.1        0.0       77.1       47.5       77.3:      52.5       22.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         6          2          4          3         13         10         18:
Old  :        21:         6          2          2          3         13          9         17:
Other:        15:         3          1          1          0         11          3         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 75.5       30.9       80.5       38.6       75.4       30.9       79.7       38.5
Old  :                 79.7       24.6       85.5       33.1       79.6       24.6       84.6       33.0
Other:                 47.5       74.9       47.5       76.6       47.4       74.9       47.4       76.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 26, 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  :   437,477:    98,292     50,287     99,491    211,377    264,640    409,160    414,418:    28,317     23,059
Old  :   418,219:   106,944     53,240     83,163    201,288    259,714    391,395    396,117:    26,824     22,102
Other:    19,258:     5,061     10,760      2,615     10,089      4,926     17,765     18,301:     1,493        957
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :   -19,887:    -2,895      3,660     -6,358     -8,027    -19,175    -17,280    -21,873:    -2,607      1,986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       11.5       22.7       48.3       60.5       93.5       94.7:       6.5        5.3
Old  :     100.0:      25.6       12.7       19.9       48.1       62.1       93.6       94.7:       6.4        5.3
Other:     100.0:      26.3       55.9       13.6       52.4       25.6       92.2       95.0:       7.8        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:        94         56         86         94         92        234        199:
Old  :       284:        96         56         84         93         90        232        195:
Other:        69:        15         15         11         28         18         50         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       21.3       21.9       32.7        9.7       17.2       16.7       25.9
Old  :                 12.5       21.9       21.5       32.7        9.6       17.8       17.3       26.9
Other:                 39.7       54.3       61.2       68.8       35.0       51.6       54.4       63.6
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, September 26, 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  : 1,405,064:    74,134    306,945     13,149  1,113,332    944,314  1,200,615  1,264,408:   204,449    140,656
Old  : 1,405,064:    74,134    306,945     13,149  1,113,332    944,314  1,200,615  1,264,408:   204,449    140,656
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :    41,586:      -189     31,515      4,941     19,741      7,835     24,493     44,291:    17,093     -2,705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       21.8        0.9       79.2       67.2       85.4       90.0:      14.6       10.0
Old  :     100.0:       5.3       21.8        0.9       79.2       67.2       85.4       90.0:      14.6       10.0
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  :       214:        22         41         18        110        110        141        160:
Old  :       214:        22         41         18        110        110        141        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       22.2       41.1       34.0       26.1       19.4       38.4       28.2
Old  :                 27.5       22.2       41.1       34.0       26.1       19.4       38.4       28.2
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 26, 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  : 1,540,433:    87,944    461,391      8,343  1,256,355    921,876  1,352,642  1,391,610:   187,791    148,823
Old  : 1,540,433:    87,944    461,391      8,343  1,256,355    921,876  1,352,642  1,391,610:   187,791    148,823
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :    -6,105:     8,799     -9,330        908    -24,508     -6,578    -14,801    -15,000:     8,696      8,895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       30.0        0.5       81.6       59.8       87.8       90.3:      12.2        9.7
Old  :     100.0:       5.7       30.0        0.5       81.6       59.8       87.8       90.3:      12.2        9.7
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  :       167:        16         25         10        101         83        122        113:
Old  :       167:        16         25         10        101         83        122        113:
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  :                 23.7       34.2       40.6       48.2       22.4       34.1       35.8       44.8
Old  :                 23.7       34.2       40.6       48.2       22.4       34.1       35.8       44.8
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 26, 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  :   468,565:   106,584     22,040    116,648    202,354    303,497    425,586    442,185:    42,979     26,380
Old  :   461,107:   107,396     21,984    113,331    198,309    300,234    419,036    435,549:    42,071     25,558
Other:     7,458:     1,501      2,369      1,004      4,045      3,263      6,550      6,636:       908        822
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :     8,689:     2,130      4,798      4,524      1,987         66      8,641      9,388:        48       -699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        4.7       24.9       43.2       64.8       90.8       94.4:       9.2        5.6
Old  :     100.0:      23.3        4.8       24.6       43.0       65.1       90.9       94.5:       9.1        5.5
Other:     100.0:      20.1       31.8       13.5       54.2       43.8       87.8       89.0:      12.2       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        88         40         87        115         97        245        199:
Old  :       280:        93         39         86        115         96        244        198:
Other:        68:        19         10         10         28         17         55         30:
     :----------------------------------------------------------------------------------------------------
     :             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       33.0       21.0       44.7        9.8       29.9       17.4       38.2
Old  :                 12.1       33.3       21.2       45.0        9.9       30.6       17.5       38.9
Other:                 33.7       39.9       53.3       61.4       28.4       30.5       42.1       49.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 26, 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  :    10,745:     3,753        566        120      4,632      9,223      8,505      9,909:     2,240        836
Old  :    10,431:     3,752        566        120      4,328      8,942      8,200      9,628:     2,231        803
Other:       314:         1          0          0        304        281        305        281:         9         33
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :       -51:      -205        -87        -45        125         39       -125        -93:        74         42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9        5.3        1.1       43.1       85.8       79.2       92.2:      20.8        7.8
Old  :     100.0:      36.0        5.4        1.2       41.5       85.7       78.6       92.3:      21.4        7.7
Other:     100.0:       0.3        0.0        0.0       96.8       89.5       97.1       89.5:       2.9       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        23          2          7         18         14         42         23:
Old  :        56:        23          2          7         18         14         42         23:
Other:         5:         1          0          0          2          2          3          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  :                 31.6       66.6       45.1       81.0       31.6       62.8       43.5       77.1
Old  :                 29.7       65.9       43.6       80.7       29.7       62.0       41.9       76.8
Other:                 97.1       89.5       97.1       89.5       97.1       89.5       97.1       89.5
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders - Futures Only, September 26, 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  : 3,903,502:   429,541  1,639,841     77,778  3,127,095  2,046,501  3,634,414  3,764,120:   269,088    139,382
Old  : 3,903,502:   429,541  1,639,841     77,778  3,127,095  2,046,501  3,634,414  3,764,120:   269,088    139,382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :   171,120:    95,403     64,240     26,484     38,583     84,914    160,470    175,638:    10,650     -4,518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       42.0        2.0       80.1       52.4       93.1       96.4:       6.9        3.6
Old  :     100.0:      11.0       42.0        2.0       80.1       52.4       93.1       96.4:       6.9        3.6
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  :       448:        98         50         27        241        166        355        227:
Old  :       448:        98         50         27        241        166        355        227:
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  :                 26.0       36.2       34.1       54.5       24.2       36.0       31.6       54.3
Old  :                 26.0       36.2       34.1       54.5       24.2       36.0       31.6       54.3
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 26, 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  : 4,767,698:   509,578  1,241,576     99,037  3,724,693  3,045,050  4,333,308  4,385,663:   434,390    382,035
Old  : 4,767,698:   509,578  1,241,576     99,037  3,724,693  3,045,050  4,333,308  4,385,663:   434,390    382,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :    70,541:    19,725     49,407       -173     34,195     13,922     53,747     63,156:    16,794      7,385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       26.0        2.1       78.1       63.9       90.9       92.0:       9.1        8.0
Old  :     100.0:      10.7       26.0        2.1       78.1       63.9       90.9       92.0:       9.1        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  :       427:        69         70         44        216        191        309        281:
Old  :       427:        69         70         44        216        191        309        281:
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       20.8       39.1       32.9       25.6       19.5       33.9       30.3
Old  :                 28.1       20.8       39.1       32.9       25.6       19.5       33.9       30.3
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 26, 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  : 1,860,484:   179,408    377,534     40,980  1,441,650  1,158,996  1,662,038  1,577,510:   198,446    282,974
Old  : 1,860,484:   179,408    377,534     40,980  1,441,650  1,158,996  1,662,038  1,577,510:   198,446    282,974
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :    34,610:   -29,382     32,007      5,038     52,677     10,750     28,333     47,795:     6,277    -13,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       20.3        2.2       77.5       62.3       89.3       84.8:      10.7       15.2
Old  :     100.0:       9.6       20.3        2.2       77.5       62.3       89.3       84.8:      10.7       15.2
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  :       174:        16         27         12         94        101        117        133:
Old  :       174:        16         27         12         94        101        117        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  :                 34.9       27.9       48.3       39.5       34.6       24.4       44.8       33.3
Old  :                 34.9       27.9       48.3       39.5       34.6       24.4       44.8       33.3
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 26, 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  :     4,304:     3,153      1,711        153         77          0      3,383      1,864:       921      2,440
Old  :     4,304:     3,153      1,711        153         77          0      3,383      1,864:       921      2,440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :    -4,850:      -881       -530     -3,836       -138       -552     -4,855     -4,918:         5         68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.3       39.8        3.6        1.8        0.0       78.6       43.3:      21.4       56.7
Old  :     100.0:      73.3       39.8        3.6        1.8        0.0       78.6       43.3:      21.4       56.7
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  :        32:         8         23          1          1          0          9         24:
Old  :        32:         8         23          1          1          0          9         24:
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  :                 73.9       18.2       78.0       28.3       70.3       17.7       74.4       26.6
Old  :                 73.9       18.2       78.0       28.3       70.3       17.7       74.4       26.6
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 26, 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  : 5,579,726:   492,741  1,518,523     72,165  4,610,560  3,645,955  5,175,466  5,236,643:   404,260    343,083
Old  : 5,579,726:   492,741  1,518,523     72,165  4,610,560  3,645,955  5,175,466  5,236,643:   404,260    343,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :    68,611:   -16,479      2,357      2,493     72,517     49,107     58,531     53,957:    10,080     14,654
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       27.2        1.3       82.6       65.3       92.8       93.9:       7.2        6.1
Old  :     100.0:       8.8       27.2        1.3       82.6       65.3       92.8       93.9:       7.2        6.1
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  :       400:        72         55         31        201        183        291        251:
Old  :       400:        72         55         31        201        183        291        251:
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  :                 24.5       23.8       34.2       36.0       22.3       23.7       29.4       34.9
Old  :                 24.5       23.8       34.2       36.0       22.3       23.7       29.4       34.9
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 26, 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  : 1,630,236:   116,359    311,437    247,139  1,236,201  1,019,149  1,599,699  1,577,725:    30,537     52,511
Old  : 1,630,236:   116,359    311,437    247,139  1,236,201  1,019,149  1,599,699  1,577,725:    30,537     52,511
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :   164,814:    21,532      6,078     43,948     97,804    117,163    163,284    167,189:     1,530     -2,375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       19.1       15.2       75.8       62.5       98.1       96.8:       1.9        3.2
Old  :     100.0:       7.1       19.1       15.2       75.8       62.5       98.1       96.8:       1.9        3.2
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  :       143:        22         32         43         75         85        120        138:
Old  :       143:        22         32         43         75         85        120        138:
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  :                 24.6       22.2       42.2       34.9       16.2       17.1       25.8       26.8
Old  :                 24.6       22.2       42.2       34.9       16.2       17.1       25.8       26.8
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 26, 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  :    92,551:    18,237     39,855      2,063     57,681     38,209     77,981     80,127:    14,570     12,424
Old  :    92,551:    18,237     39,855      2,063     57,681     38,209     77,981     80,127:    14,570     12,424
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :     5,559:      -779      3,070       -904      5,570      3,385      3,887      5,551:     1,672          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       43.1        2.2       62.3       41.3       84.3       86.6:      15.7       13.4
Old  :     100.0:      19.7       43.1        2.2       62.3       41.3       84.3       86.6:      15.7       13.4
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         23         10         35         23         62         50:
Old  :        94:        21         23         10         35         23         62         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       40.7       47.4       58.2       36.5       40.4       47.3       57.7
Old  :                 36.5       40.7       47.4       58.2       36.5       40.4       47.3       57.7
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 26, 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  :    92,551:    18,237     39,855      2,063     57,681     38,209     77,981     80,127:    14,570     12,424
Old  :    92,551:    18,237     39,855      2,063     57,681     38,209     77,981     80,127:    14,570     12,424
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :     5,559:      -779      3,070       -904      5,570      3,385      3,887      5,551:     1,672          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       43.1        2.2       62.3       41.3       84.3       86.6:      15.7       13.4
Old  :     100.0:      19.7       43.1        2.2       62.3       41.3       84.3       86.6:      15.7       13.4
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         23         10         35         23         62         50:
Old  :        94:        21         23         10         35         23         62         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       40.7       47.4       58.2       36.5       40.4       47.3       57.7
Old  :                 36.5       40.7       47.4       58.2       36.5       40.4       47.3       57.7
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 26, 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  :    45,064:       270      2,303          0     42,441     41,614     42,711     43,917:     2,353      1,147
Old  :    45,064:       270      2,303          0     42,441     41,614     42,711     43,917:     2,353      1,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :       519:      -661        313          0      1,211         81        550        394:       -31        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        5.1        0.0       94.2       92.3       94.8       97.5:       5.2        2.5
Old  :     100.0:       0.6        5.1        0.0       94.2       92.3       94.8       97.5:       5.2        2.5
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  :        43:         1          4          0         27         15         28         19:
Old  :        43:         1          4          0         27         15         28         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  :                 40.5       63.9       63.8       84.9       38.2       63.9       60.7       84.1
Old  :                 40.5       63.9       63.8       84.9       38.2       63.9       60.7       84.1
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 26, 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  :    62,030:    11,130     16,267        307     50,337     45,397     61,774     61,971:       256         59
Old  :    62,030:    11,130     16,267        307     50,337     45,397     61,774     61,971:       256         59
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :    -4,624:    -1,296     -2,576       -360     -2,924     -1,647     -4,580     -4,583:       -44        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       26.2        0.5       81.1       73.2       99.6       99.9:       0.4        0.1
Old  :     100.0:      17.9       26.2        0.5       81.1       73.2       99.6       99.9:       0.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        20         12          2          6          2         27         15:
Old  :        39:        20         12          2          6          2         27         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  :                 88.9       92.5       94.9       98.5       88.9       92.5       94.6       98.0
Old  :                 88.9       92.5       94.9       98.5       88.9       92.5       94.6       98.0
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 26, 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  :    68,757:    17,996     16,932     50,758          0      1,067     68,754     68,757:         3          0
Old  :    68,757:    17,996     16,932     50,758          0      1,067     68,754     68,757:         3          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :    -3,084:      -970      1,703     -2,114          0     -1,159     -3,084     -1,570:         0     -1,514
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       24.6       73.8        0.0        1.6      100.0      100.0:       0.0        0.0
Old  :     100.0:      26.2       24.6       73.8        0.0        1.6      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  :        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  :                 80.1       96.2       95.7       99.1       19.4       24.7       26.0       25.7
Old  :                 80.1       96.2       95.7       99.1       19.4       24.7       26.0       25.7
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, September 26, 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  :    21,735:    18,024     11,495      3,711          0      6,471     21,735     21,677:         0         58
Old  :    21,735:    18,024     11,495      3,711          0      6,471     21,735     21,677:         0         58
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2023                   :
     :        91:       531        819       -440          0       -288         91         91:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.9       52.9       17.1        0.0       29.8      100.0       99.7:       0.0        0.3
Old  :     100.0:      82.9       52.9       17.1        0.0       29.8      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  :                 79.7       58.3       99.3       78.3       69.1       53.3       82.9       69.3
Old  :                 79.7       58.3       99.3       78.3       69.1       53.3       82.9       69.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 29, 2023