WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, December 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  :   351,349:   100,066    137,059     85,953    136,871     93,632    322,890    316,644:    28,459     34,705
Old  :   245,485:   106,673    121,866     35,286     80,679     62,788    222,638    219,940:    22,847     25,545
Other:   105,864:    31,494     53,294     12,566     56,192     30,844    100,252     96,704:     5,612      9,160
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :     3,889:    -8,317    -11,345     10,185      1,595      6,899      3,463      5,739:       426     -1,850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       39.0       24.5       39.0       26.6       91.9       90.1:       8.1        9.9
Old  :     100.0:      43.5       49.6       14.4       32.9       25.6       90.7       89.6:       9.3       10.4
Other:     100.0:      29.7       50.3       11.9       53.1       29.1       94.7       91.3:       5.3        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:        92        109        106         94         91        254        249:
Old  :       318:        99         97         72         79         84        218        216:
Other:       199:        43         55         39         55         64        124        138:
     :----------------------------------------------------------------------------------------------------
     :             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       14.3       21.4       24.1       10.6       10.1       17.6       16.6
Old  :                 14.5       13.8       23.8       22.7       11.5       13.4       19.8       22.1
Other:                 26.7       33.3       44.8       44.2       26.7       32.1       44.5       40.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, December 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  :   199,913:    56,234     72,430     51,807     72,829     55,778    180,870    180,015:    19,043     19,898
Old  :   150,881:    60,622     69,644     28,353     47,182     37,289    136,157    135,286:    14,724     15,595
Other:    49,032:    13,242     20,416      5,824     25,647     18,489     44,713     44,729:     4,319      4,303
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :      -516:    -3,823     -3,005      2,475       -264       -491     -1,612     -1,021:     1,096        505
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       36.2       25.9       36.4       27.9       90.5       90.0:       9.5       10.0
Old  :     100.0:      40.2       46.2       18.8       31.3       24.7       90.2       89.7:       9.8       10.3
Other:     100.0:      27.0       41.6       11.9       52.3       37.7       91.2       91.2:       8.8        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        59         51         54         62         66        147        150:
Old  :       201:        64         48         43         54         59        133        135:
Other:       131:        21         34         23         44         52         82         94:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.1       18.9       34.7       29.9       16.2       15.7       23.7       24.5
Old  :                 22.2       22.6       35.3       35.4       18.9       19.2       29.6       29.9
Other:                 37.8       33.7       49.5       50.4       33.7       31.3       44.6       42.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 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  : 1,267,540:   267,414    394,984    266,972    584,989    437,087  1,119,375  1,099,043:   148,165    168,497
Old  : 1,081,820:   298,912    412,403    150,736    497,595    383,066    947,243    946,205:   134,577    135,615
Other:   185,720:    77,787     91,866      6,951     87,394     54,021    172,132    152,838:    13,588     32,882
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :    16,440:       759     27,114        572       -276    -16,648      1,055     11,038:    15,385      5,402
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       31.2       21.1       46.2       34.5       88.3       86.7:      11.7       13.3
Old  :     100.0:      27.6       38.1       13.9       46.0       35.4       87.6       87.5:      12.4       12.5
Other:     100.0:      41.9       49.5        3.7       47.1       29.1       92.7       82.3:       7.3       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       699:       116        149        136        286        309        490        532:
Old  :       683:       121        156        113        278        283        465        494:
Other:       391:        53         70         22         80        217        149        293:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.4       11.0       16.3       17.2        8.9        9.5       15.1       14.6
Old  :                 10.8       11.0       18.3       18.0       10.4       10.5       17.5       16.4
Other:                 21.7       27.6       32.3       36.3       21.3       27.6       31.9       35.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 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  :     3,325:       326        825         65      1,695      1,649      2,086      2,539:     1,239        786
Old  :     3,200:       326        773         65      1,671      1,614      2,062      2,452:     1,138        748
Other:       125:         0         52          0         24         35         24         87:       101         38
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :       -88:        -1        -68         65        115         76        179         73:      -267       -161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       24.8        2.0       51.0       49.6       62.7       76.4:      37.3       23.6
Old  :     100.0:      10.2       24.2        2.0       52.2       50.4       64.4       76.6:      35.6       23.4
Other:     100.0:       0.0       41.6        0.0       19.2       28.0       19.2       69.6:      80.8       30.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          5          1          9          6         14         11:
Old  :        21:         4          5          1          9          6         14         11:
Other:         3:         0          1          0          2          2          2          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.2       50.2       53.3       68.2       29.5       39.4       42.4       55.4
Old  :                 37.9       51.2       54.6       68.3       30.2       40.2       43.6       55.6
Other:                 19.2       69.6       19.2       69.6       11.2       61.6       11.2       61.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 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  :   693,382:   101,144     99,146    144,262    382,804    371,725    628,210    615,133:    65,172     78,249
Old  :   603,636:    97,341     76,867    119,171    328,093    342,017    544,605    538,055:    59,031     65,581
Other:    89,746:    22,818     41,294      6,076     54,711     29,708     83,605     77,078:     6,141     12,668
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :   -25,266:    -6,716      8,825    -29,096     -1,894    -13,189    -37,706    -33,460:    12,440      8,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       14.3       20.8       55.2       53.6       90.6       88.7:       9.4       11.3
Old  :     100.0:      16.1       12.7       19.7       54.4       56.7       90.2       89.1:       9.8       10.9
Other:     100.0:      25.4       46.0        6.8       61.0       33.1       93.2       85.9:       6.8       14.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       526:       133        122        159        191        220        410        429:
Old  :       518:       131        119        145        182        210        393        405:
Other:       276:        43         67         29         65        133        127        211:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.4       12.9       20.8       21.2        9.4       11.9       16.2       18.3
Old  :                 12.1       14.7       21.8       24.0        9.5       13.7       16.8       20.6
Other:                 21.9       24.0       39.4       33.3       21.2       23.7       38.0       31.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 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  :   477,282:    83,824    100,180    112,069    244,617    235,471    440,510    447,720:    36,772     29,562
Old  :   420,896:    98,462    100,656     77,677    211,753    215,352    387,892    393,685:    33,004     27,211
Other:    56,386:    11,498     25,660      8,256     32,864     20,119     52,618     54,035:     3,768      2,351
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :     9,828:    -3,130      7,422     -3,784     12,435      3,988      5,521      7,626:     4,307      2,202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       21.0       23.5       51.3       49.3       92.3       93.8:       7.7        6.2
Old  :     100.0:      23.4       23.9       18.5       50.3       51.2       92.2       93.5:       7.8        6.5
Other:     100.0:      20.4       45.5       14.6       58.3       35.7       93.3       95.8:       6.7        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       282:        82         68         86         95         85        224        204:
Old  :       279:        82         69         83         92         82        216        200:
Other:       106:        24         21         17         48         23         81         54:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.3       17.2       19.2       27.5        9.1       15.2       15.4       22.0
Old  :                 11.2       17.7       20.2       28.6        9.6       15.5       16.2       22.1
Other:                 29.4       47.0       45.4       68.5       25.1       45.1       38.7       61.7
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, December 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  : 1,362,215:   141,617    279,623      5,210  1,016,546    917,492  1,163,373  1,202,325:   198,842    159,890
Old  : 1,362,215:   141,617    279,623      5,210  1,016,546    917,492  1,163,373  1,202,325:   198,842    159,890
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :    54,051:    19,635     21,382        208     19,818     21,339     39,661     42,929:    14,390     11,122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       20.5        0.4       74.6       67.4       85.4       88.3:      14.6       11.7
Old  :     100.0:      10.4       20.5        0.4       74.6       67.4       85.4       88.3:      14.6       11.7
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  :       206:        23         41         18         93        109        126        158:
Old  :       206:        23         41         18         93        109        126        158:
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  :                 24.7       17.3       38.7       30.9       23.2       15.5       37.0       25.1
Old  :                 24.7       17.3       38.7       30.9       23.2       15.5       37.0       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                                                                 Code-020604
Commitments of Traders - Futures Only, December 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  : 1,622,859:   145,234    437,208      3,199  1,306,321  1,035,639  1,454,754  1,476,046:   168,105    146,813
Old  : 1,622,859:   145,234    437,208      3,199  1,306,321  1,035,639  1,454,754  1,476,046:   168,105    146,813
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :    42,731:    29,657     28,651     -1,745     16,095     23,699     44,007     50,605:    -1,276     -7,874
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       26.9        0.2       80.5       63.8       89.6       91.0:      10.4        9.0
Old  :     100.0:       8.9       26.9        0.2       80.5       63.8       89.6       91.0:      10.4        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  :       177:        16         29         10        108         88        129        122:
Old  :       177:        16         29         10        108         88        129        122:
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       35.1       39.2       50.7       21.6       33.7       35.1       46.2
Old  :                 23.3       35.1       39.2       50.7       21.6       33.7       35.1       46.2
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, December 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  :   474,985:   122,571     61,174    113,224    184,510    265,741    420,305    440,139:    54,680     34,846
Old  :   435,256:   124,779     63,960     91,459    167,457    247,527    383,695    402,946:    51,561     32,310
Other:    39,729:    12,863     12,285      6,694     17,053     18,214     36,610     37,193:     3,119      2,536
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :    -7,341:   -13,736      9,611      3,047      1,171    -24,987     -9,518    -12,329:     2,177      4,988
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       12.9       23.8       38.8       55.9       88.5       92.7:      11.5        7.3
Old  :     100.0:      28.7       14.7       21.0       38.5       56.9       88.2       92.6:      11.8        7.4
Other:     100.0:      32.4       30.9       16.8       42.9       45.8       92.1       93.6:       7.9        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:        86         57         93        117        110        258        226:
Old  :       304:        88         58         92        116        107        254        222:
Other:       115:        26         23         21         41         28         83         61:
     :----------------------------------------------------------------------------------------------------
     :             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       27.7       21.1       41.3        8.9       24.6       15.4       34.7
Old  :                 13.4       28.9       22.5       42.6        9.9       26.6       17.2       36.9
Other:                 28.6       37.6       45.2       53.3       28.0       37.6       42.6       52.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 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  :    12,027:     5,062        332        524      3,332     10,347      8,918     11,203:     3,109        824
Old  :    11,230:     5,056        332        524      2,594      9,600      8,174     10,456:     3,056        774
Other:       797:         6          0          0        738        747        744        747:        53         50
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :        15:        20        -97         72       -310        -24       -218        -49:       233         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.1        2.8        4.4       27.7       86.0       74.1       93.1:      25.9        6.9
Old  :     100.0:      45.0        3.0        4.7       23.1       85.5       72.8       93.1:      27.2        6.9
Other:     100.0:       0.8        0.0        0.0       92.6       93.7       93.4       93.7:       6.6        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        23          4          9         13         19         43         30:
Old  :        62:        23          4          9         13         19         43         30:
Other:         9:         2          0          0          3          4          5          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.3       60.3       38.5       73.1       24.3       60.3       38.5       73.1
Old  :                 21.3       58.0       35.8       71.7       21.3       58.0       35.8       71.7
Other:                 93.0       93.7       93.4       93.7       93.0       93.7       93.4       93.7
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders - Futures Only, December 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  : 3,827,956:   434,918  1,725,782     47,513  3,068,551  1,910,224  3,550,982  3,683,519:   276,974    144,437
Old  : 3,827,956:   434,918  1,725,782     47,513  3,068,551  1,910,224  3,550,982  3,683,519:   276,974    144,437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :  -122,461:    29,119    -39,491    -13,544   -153,633    -88,847   -138,058   -141,882:    15,597     19,421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       45.1        1.2       80.2       49.9       92.8       96.2:       7.2        3.8
Old  :     100.0:      11.4       45.1        1.2       80.2       49.9       92.8       96.2:       7.2        3.8
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  :       452:       109         50         29        227        175        350        240:
Old  :       452:       109         50         29        227        175        350        240:
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  :                 25.3       33.5       33.4       49.5       23.6       33.5       30.4       49.4
Old  :                 25.3       33.5       33.4       49.5       23.6       33.5       30.4       49.4
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, December 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  : 4,553,512:   444,202  1,131,774     58,433  3,639,176  3,000,370  4,141,811  4,190,577:   411,701    362,935
Old  : 4,553,512:   444,202  1,131,774     58,433  3,639,176  3,000,370  4,141,811  4,190,577:   411,701    362,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :    77,796:   -69,774     60,867     -9,417    138,040     19,918     58,849     71,368:    18,947      6,428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       24.9        1.3       79.9       65.9       91.0       92.0:       9.0        8.0
Old  :     100.0:       9.8       24.9        1.3       79.9       65.9       91.0       92.0:       9.0        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  :       412:        59         72         41        212        189        298        276:
Old  :       412:        59         72         41        212        189        298        276:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       22.1       36.1       33.3       20.4       20.1       29.4       29.3
Old  :                 22.7       22.1       36.1       33.3       20.4       20.1       29.4       29.3
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, December 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  : 2,024,625:   236,717    501,935     20,904  1,567,288  1,226,199  1,824,909  1,749,038:   199,716    275,587
Old  : 2,024,625:   236,717    501,935     20,904  1,567,288  1,226,199  1,824,909  1,749,038:   199,716    275,587
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :    42,886:    22,672     11,414      9,964     13,569     14,885     46,205     36,263:    -3,319      6,623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       24.8        1.0       77.4       60.6       90.1       86.4:       9.9       13.6
Old  :     100.0:      11.7       24.8        1.0       77.4       60.6       90.1       86.4:       9.9       13.6
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  :       190:        22         31         15         97        102        127        140:
Old  :       190:        22         31         15         97        102        127        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       27.3       49.2       38.8       34.5       23.8       45.5       32.4
Old  :                 35.0       27.3       49.2       38.8       34.5       23.8       45.5       32.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                                                            Code-04360Y
Commitments of Traders - Futures Only, December 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  :     3,384:       844      1,443        372        257          0      1,473      1,815:     1,911      1,569
Old  :     3,384:       844      1,443        372        257          0      1,473      1,815:     1,911      1,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :      -727:    -1,865       -136        186        197     -1,348     -1,482     -1,298:       755        571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       42.6       11.0        7.6        0.0       43.5       53.6:      56.5       46.4
Old  :     100.0:      24.9       42.6       11.0        7.6        0.0       43.5       53.6:      56.5       46.4
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  :        24:        10         12          2          1          0         13         13:
Old  :        24:        10         12          2          1          0         13         13:
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  :                 32.8       42.3       39.0       48.0       25.0       32.2       30.0       38.0
Old  :                 32.8       42.3       39.0       48.0       25.0       32.2       30.0       38.0
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, December 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  : 5,721,077:   398,328  1,786,550     67,406  4,829,927  3,588,758  5,295,661  5,442,714:   425,416    278,363
Old  : 5,721,077:   398,328  1,786,550     67,406  4,829,927  3,588,758  5,295,661  5,442,714:   425,416    278,363
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :   -15,957:   -61,883    -13,781      8,667     39,459      5,161    -13,757         47:    -2,200    -16,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       31.2        1.2       84.4       62.7       92.6       95.1:       7.4        4.9
Old  :     100.0:       7.0       31.2        1.2       84.4       62.7       92.6       95.1:       7.4        4.9
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  :       379:        58         50         28        209        177        281        241:
Old  :       379:        58         50         28        209        177        281        241:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       24.2       33.6       35.5       21.6       24.0       30.2       34.4
Old  :                 23.3       24.2       33.6       35.5       21.6       24.0       30.2       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FED FUNDS - CHICAGO BOARD OF TRADE                                                                      Code-045601
Commitments of Traders - Futures Only, December 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  : 1,581,366:   220,161    263,772    249,426  1,067,244  1,009,934  1,536,831  1,523,132:    44,535     58,234
Old  : 1,581,366:   220,161    263,772    249,426  1,067,244  1,009,934  1,536,831  1,523,132:    44,535     58,234
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :    87,451:    90,227    -25,359     49,147    -66,021     49,392     73,353     73,180:    14,098     14,271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       16.7       15.8       67.5       63.9       97.2       96.3:       2.8        3.7
Old  :     100.0:      13.9       16.7       15.8       67.5       63.9       97.2       96.3:       2.8        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  :       143:        30         30         41         71         79        122        129:
Old  :       143:        30         30         41         71         79        122        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       25.6       38.2       37.2       17.6       21.0       24.0       26.2
Old  :                 25.7       25.6       38.2       37.2       17.6       21.0       24.0       26.2
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, December 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  :   100,329:    29,883     22,760      2,550     53,885     60,515     86,318     85,825:    14,011     14,504
Old  :   100,329:    29,883     22,760      2,550     53,885     60,515     86,318     85,825:    14,011     14,504
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :   -11,747:     3,915        243     -3,477    -11,894     -5,065    -11,456     -8,299:      -291     -3,448
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       22.7        2.5       53.7       60.3       86.0       85.5:      14.0       14.5
Old  :     100.0:      29.8       22.7        2.5       53.7       60.3       86.0       85.5:      14.0       14.5
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  :       107:        31         26         11         32         28         67         61:
Old  :       107:        31         26         11         32         28         67         61:
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  :                 34.0       35.6       45.9       52.6       33.6       34.7       45.5       51.6
Old  :                 34.0       35.6       45.9       52.6       33.6       34.7       45.5       51.6
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, December 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  :   100,329:    29,883     22,760      2,550     53,885     60,515     86,318     85,825:    14,011     14,504
Old  :   100,329:    29,883     22,760      2,550     53,885     60,515     86,318     85,825:    14,011     14,504
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :   -11,747:     3,915        243     -3,477    -11,894     -5,065    -11,456     -8,299:      -291     -3,448
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       22.7        2.5       53.7       60.3       86.0       85.5:      14.0       14.5
Old  :     100.0:      29.8       22.7        2.5       53.7       60.3       86.0       85.5:      14.0       14.5
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  :       107:        31         26         11         32         28         67         61:
Old  :       107:        31         26         11         32         28         67         61:
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  :                 34.0       35.6       45.9       52.6       33.6       34.7       45.5       51.6
Old  :                 34.0       35.6       45.9       52.6       33.6       34.7       45.5       51.6
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, December 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  :    46,075:         0        747          0     43,249     44,899     43,249     45,646:     2,826        429
Old  :    46,075:         0        747          0     43,249     44,899     43,249     45,646:     2,826        429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :   -13,146:         0     -1,836          0    -13,567    -10,981    -13,567    -12,817:       421       -329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.6        0.0       93.9       97.4       93.9       99.1:       6.1        0.9
Old  :     100.0:       0.0        1.6        0.0       93.9       97.4       93.9       99.1:       6.1        0.9
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  :        38:         0          2          0         26         14         26         16:
Old  :        38:         0          2          0         26         14         26         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       77.1       65.7       94.0       40.6       77.1       62.6       93.1
Old  :                 42.2       77.1       65.7       94.0       40.6       77.1       62.6       93.1
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, December 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  :    67,441:    14,196     20,692        101     51,527     45,255     65,824     66,048:     1,617      1,393
Old  :    67,441:    14,196     20,692        101     51,527     45,255     65,824     66,048:     1,617      1,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :     1,553:     1,227      1,196       -559        -64          0        604        637:       949        916
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       30.7        0.1       76.4       67.1       97.6       97.9:       2.4        2.1
Old  :     100.0:      21.0       30.7        0.1       76.4       67.1       97.6       97.9:       2.4        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        25          9          2          6          2         31         13:
Old  :        41:        25          9          2          6          2         31         13:
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  :                 81.4       90.3       89.4       97.4       81.3       90.3       89.3       97.4
Old  :                 81.4       90.3       89.4       97.4       81.3       90.3       89.3       97.4
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, December 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  :    70,754:    20,811     20,801     49,933          0          0     70,744     70,734:        10         20
Old  :    70,754:    20,811     20,801     49,933          0          0     70,744     70,734:        10         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :     2,513:     3,210      3,757       -707          0       -417      2,503      2,633:        10       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       29.4       70.6        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      29.4       29.4       70.6        0.0        0.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        12         10          4          0          0         14         12:
Old  :        22:        12         10          4          0          0         14         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.1       98.7       93.9       99.7       19.7       28.7       28.9       29.3
Old  :                 78.1       98.7       93.9       99.7       19.7       28.7       28.9       29.3
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, December 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  :    34,798:    23,014     11,586     11,784          0     11,367     34,798     34,737:         0         61
Old  :    34,798:    23,014     11,586     11,784          0     11,367     34,798     34,737:         0         61
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2023                    :
     :       443:    -3,881     -6,342      4,324          0      2,462        443        444:         0         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.1       33.3       33.9        0.0       32.7      100.0       99.8:       0.0        0.2
Old  :     100.0:      66.1       33.3       33.9        0.0       32.7      100.0       99.8:       0.0        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  :        28:        11         16          4          0          1         13         19:
Old  :        28:        11         16          4          0          1         13         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  :                 71.9       77.6       96.9       89.1       49.9       50.9       64.2       58.6
Old  :                 71.9       77.6       96.9       89.1       49.9       50.9       64.2       58.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 22, 2023