WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      343,982
COMMITMENTS
 105,903  128,697   78,024  127,107  101,529  311,034  308,250   32,948   35,732

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:     19,393)
   7,574    4,291    8,312    1,665    7,967   17,551   20,570    1,842   -1,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     37.4     22.7     37.0     29.5     90.4     89.6      9.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     104       94       99      101       96      262      243                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      183,042
COMMITMENTS
  50,893   48,398   40,240   73,460   73,409  164,593  162,047   18,449   20,995

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:     -3,561)
   1,149   13,266   -3,869   -2,097  -12,833   -4,817   -3,436    1,256     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     26.4     22.0     40.1     40.1     89.9     88.5     10.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      54       47       58       71       81      154      162                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,284,433
COMMITMENTS
 290,414  264,687  251,121  619,891  593,097  1161426  1108905  123,007  175,528

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:    -33,419)
 -17,018   37,329  -23,969    1,796  -43,220  -39,191  -29,860    5,772   -3,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     20.6     19.6     48.3     46.2     90.4     86.3      9.6     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      684)
     124      128      161      318      314      544      528                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,392
COMMITMENTS
     880      144      212    1,116    2,771    2,208    3,127    2,184    1,265

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:       -206)
    -131     -118       16        3     -146     -112     -248      -94       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      3.3      4.8     25.4     63.1     50.3     71.2     49.7     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        1        3        6        9       16       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      628,182
COMMITMENTS
 150,115   66,652  102,532  332,610  396,262  585,257  565,446   42,925   62,736

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:    -11,677)
 -25,768    4,529      317   15,058  -16,672  -10,393  -11,826   -1,284      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     10.6     16.3     52.9     63.1     93.2     90.0      6.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      511)
     142      101      134      155      214      366      393                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,236
COMMITMENTS
  12,662      375      535        2    9,193   13,199   10,103    8,037   11,133

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:       -401)
    -286     -162      153        0      -62     -133      -71     -268     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.6      1.8      2.5      0.0     43.3     62.2     47.6     37.8     52.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        2        5        1       14        8       19                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      478,714
COMMITMENTS
  97,041   47,205   95,198  253,124  312,125  445,363  454,528   33,351   24,186

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:      3,321)
  -1,873   -1,215   11,297   -7,631   -9,443    1,793      639    1,528    2,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3      9.9     19.9     52.9     65.2     93.0     94.9      7.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      94       52       81       95      104      234      206                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,333,067
COMMITMENTS
  77,132  276,687   35,430  1024818  869,702  1137380  1181819  195,687  151,248

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:     39,249)
  -6,535    6,344   19,992   13,271   10,730   26,728   37,066   12,521    2,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     20.8      2.7     76.9     65.2     85.3     88.7     14.7     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      26       30       20      103      104      138      145                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,560,449
COMMITMENTS
  88,265  533,353    8,997  1291140  888,854  1388402  1431204  172,047  129,245

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:     17,697)
   5,380   -5,961    1,306   10,222   20,532   16,908   15,877      789    1,820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     34.2      0.6     82.7     57.0     89.0     91.7     11.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      19       26       15      108       83      136      115                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      486,661
COMMITMENTS
 126,380   19,416  132,591  178,840  307,153  437,811  459,160   48,850   27,501

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:     -3,110)
  -5,438   -2,899   -2,331    1,379    1,231   -6,390   -3,999    3,280      889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      4.0     27.2     36.7     63.1     90.0     94.3     10.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
     104       25       93      106      102      249      207                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,048
COMMITMENTS
   4,922      513      255    2,535    8,422    7,712    9,190    2,336      858

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:        203)
     307        7      -46     -110      161      151      122       52       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.0      5.1      2.5     25.2     83.8     76.8     91.5     23.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      26        5        5       12       15       40       24                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,746,749
COMMITMENTS
 370,316  1479442   64,860  3060298  2050962  3495474  3595264  251,275  151,485

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:    112,424)
  31,837   45,300   17,678   67,200   43,902  116,715  106,880   -4,291    5,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     39.5      1.7     81.7     54.7     93.3     96.0      6.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      430)
      92       50       37      230      169      340      238                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,872,433
COMMITMENTS
 524,694  1216420  121,502  3810443  3136890  4456639  4474812  415,794  397,621

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:     42,277)
  55,202  101,742   21,537  -53,889  -77,221   22,850   46,058   19,427   -3,781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     25.0      2.5     78.2     64.4     91.5     91.8      8.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
      65       71       50      205      189      295      285                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,805,906
COMMITMENTS
 203,958  353,909   31,765  1402515  1150146  1638238  1535820  167,668  270,086

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:     18,947)
   9,391  -25,895      500   13,374   38,546   23,265   13,151   -4,318    5,796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     19.6      1.8     77.7     63.7     90.7     85.0      9.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      19       27       19       97      101      127      136                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        5,151
COMMITMENTS
   4,169    2,337      102        0      980    4,271    3,419      880    1,732

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:      1,000)
     862      745      102        0      -73      964      774       36      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.9     45.4      2.0      0.0     19.0     82.9     66.4     17.1     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7       16        2        0        1        8       18                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,711,857
COMMITMENTS
 442,034  1672341   70,394  4816393  3630517  5328821  5373252  383,036  338,605

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:    154,381)
  83,188   56,449   19,849   64,697   88,440  167,734  164,738  -13,353  -10,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     29.3      1.2     84.3     63.6     93.3     94.1      6.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      402)
      69       55       32      212      187      295      260                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,496,411
COMMITMENTS
  53,183  246,524  281,027  1127668  927,249  1461878  1454800   34,533   41,611

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:     51,085)
 -26,086   35,979   18,915   60,549   -3,310   53,378   51,584   -2,293     -499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     16.5     18.8     75.4     62.0     97.7     97.2      2.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      20       32       43       76       78      120      130                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      106,566
COMMITMENTS
  33,027   28,996    4,510   54,693   57,160   92,230   90,666   14,336   15,900

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:     -9,170)
  -3,120   -4,646   -1,646   -2,765   -1,609   -7,530   -7,901   -1,640   -1,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     27.2      4.2     51.3     53.6     86.5     85.1     13.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      22       16       12       26       25       53       48                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      106,566
COMMITMENTS
  33,027   28,996    4,510   54,693   57,160   92,230   90,666   14,336   15,900

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:     -6,473)
  -2,692   -5,143     -172   -2,556   -1,545   -5,420   -6,860   -1,053      387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     27.2      4.2     51.3     53.6     86.5     85.1     13.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      22       16       12       26       25       53       48                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       40,379
COMMITMENTS
     385    3,137        0   38,407   36,226   38,792   39,363    1,587    1,016

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:      2,109)
     -60      504        0    2,324    1,641    2,264    2,145     -155      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      7.8      0.0     95.1     89.7     96.1     97.5      3.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        4        0       28       10       29       14                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       60,061
COMMITMENTS
  10,236   16,948      541   48,954   42,491   59,731   59,980      330       81

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:         -7)
      40     -106       92     -111        0       21      -14      -28        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     28.2      0.9     81.5     70.7     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      17       11        2        7        2       26       13                  
 
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-342603
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       22,301
COMMITMENTS
  18,468   13,544    3,823        0    4,933   22,291   22,300       10        1

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:       -764)
    -764     -806        0        0       42     -764     -764        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.8     60.7     17.1      0.0     22.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6       13        3        0        1        6       17                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 08/08/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       22,685
COMMITMENTS
  19,114   11,058    3,571        0    7,994   22,685   22,623        0       62

CHANGES FROM 08/01/23 (CHANGE IN OPEN INTEREST:        597)
     599      490       -2        0      109      597      597        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.3     48.7     15.7      0.0     35.2    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8       14        3        0        2        9       18                  



Updated August 11, 2023