WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      376,770
COMMITMENTS
 109,981  156,391   98,799  130,578   86,418  339,358  341,608   37,412   35,162

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     18,780)
   6,846    2,999   11,662       63    6,105   18,571   20,766      209   -1,986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     41.5     26.2     34.7     22.9     90.1     90.7      9.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      370)
     117      106      102      109       93      279      260                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      195,685
COMMITMENTS
  52,225   62,775   48,903   76,099   63,257  177,227  174,935   18,458   20,750

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:      9,643)
   2,029    4,313    5,337    1,501    1,191    8,867   10,841      776   -1,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     32.1     25.0     38.9     32.3     90.6     89.4      9.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      57       55       56       65       78      154      166                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,229,700
COMMITMENTS
 278,322  323,954  224,538  601,098  521,133  1103958  1069625  125,742  160,075

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     14,783)
   6,525   16,344   15,614   -8,315   -8,900   13,824   23,058      959   -8,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     26.3     18.3     48.9     42.4     89.8     87.0     10.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      711)
     136      136      158      315      305      541      532                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,125
COMMITMENTS
   1,384       66       61      698    2,724    2,143    2,851    1,982    1,274

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:       -265)
     -29      -24      -16     -133       60     -178       20      -87     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      1.6      1.5     16.9     66.0     52.0     69.1     48.0     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      11        1        2        7        8       18       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      716,200
COMMITMENTS
 161,468   74,139  137,716  368,024  436,867  667,208  648,722   48,992   67,478

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     17,345)
     194    5,027   13,553    3,498   -1,349   17,245   17,231      100      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     10.4     19.2     51.4     61.0     93.2     90.6      6.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      556)
     143      109      158      172      229      405      437                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,586
COMMITMENTS
  16,357    1,505      120        6    9,517   16,483   11,142    6,103   11,444

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:       -427)
     311        1     -114        2       -6      199     -119     -626     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.4      6.7      0.5      0.0     42.1     73.0     49.3     27.0     50.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        3        3        3       16       10       22                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      454,449
COMMITMENTS
 105,904   49,969   84,721  229,775  296,258  420,400  430,948   34,049   23,501

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:    -11,513)
    -653      -34   -1,488   -9,688  -11,926  -11,829  -13,448      316    1,935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     11.0     18.6     50.6     65.2     92.5     94.8      7.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      93       52       82       95      100      237      202                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,343,057
COMMITMENTS
  83,153  281,445   14,085  1053899  901,482  1151137  1197012  191,920  146,045

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:      3,693)
  -3,277    4,415  -21,910   27,193   27,997    2,006   10,502    1,687   -6,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     21.0      1.0     78.5     67.1     85.7     89.1     14.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      22       39       14      109      106      140      150                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,548,219
COMMITMENTS
  86,222  464,493   11,083  1279191  922,399  1376496  1397975  171,723  150,244

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     -2,044)
   2,600        2  -13,120   14,835    7,490    4,315   -5,628   -6,359    3,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     30.0      0.7     82.6     59.6     88.9     90.3     11.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      16       24       15      109       85      134      115                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      455,533
COMMITMENTS
 109,916   17,166  122,399  178,230  290,420  410,545  429,985   44,988   25,548

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     -5,610)
  -4,736    1,745    3,808   -4,841   -8,140   -5,769   -2,587      159   -3,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      3.8     26.9     39.1     63.8     90.1     94.4      9.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      94       34       78      108      106      237      197                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,998
COMMITMENTS
   5,301      732      104    4,011   10,506    9,416   11,342    2,582      656

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:      1,371)
     809       47      -19      318    1,300    1,108    1,328      263       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2      6.1      0.9     33.4     87.6     78.5     94.5     21.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      26        6        5       16       19       46       27                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,661,941
COMMITMENTS
 341,198  1559088   52,224  3013032  1898500  3406454  3509812  255,487  152,129

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:    -96,232)
 -32,019   16,015  -52,812     -626  -54,794  -85,457  -91,591  -10,775   -4,641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     42.6      1.4     82.3     51.8     93.0     95.8      7.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      429)
      89       48       31      234      166      339      229                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,718,782
COMMITMENTS
 454,880  1246415  108,945  3738091  2967406  4301916  4322766  416,866  396,016

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:   -106,462)
  29,457   15,439   -5,494 -100,314 -106,810  -76,351  -96,865  -30,111   -9,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     26.4      2.3     79.2     62.9     91.2     91.6      8.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
      62       73       43      211      182      295      277                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,772,231
COMMITMENTS
 206,129  383,177   26,105  1360518  1091641  1592752  1500923  179,479  271,308

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:    -80,513)
  20,943   13,499  -38,485  -62,827  -51,922  -80,369  -76,908     -144   -3,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     21.6      1.5     76.8     61.6     89.9     84.7     10.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      19       25       13       95      102      120      134                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        7,177
COMMITMENTS
   2,338    1,700    3,864       59        0    6,261    5,564      916    1,613

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:        855)
    -403       49    1,368     -131     -525      834      892       21      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     23.7     53.8      0.8      0.0     87.2     77.5     12.8     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6       17        2        1        0        8       19                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,415,832
COMMITMENTS
 424,157  1480425   51,759  4525006  3555593  5000922  5087777  414,910  328,055

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     34,095)
  34,844   86,489  -21,934   56,735  -25,840   69,645   38,715  -35,550   -4,620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     27.3      1.0     83.6     65.7     92.3     93.9      7.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
      67       58       28      201      185      283      256                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,352,672
COMMITMENTS
  96,359  243,249  246,634  980,022  819,922  1323015  1309805   29,657   42,867

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:   -336,253)
  24,822  -77,597 -103,734 -250,738 -151,574 -329,650 -332,905   -6,603   -3,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     18.0     18.2     72.5     60.6     97.8     96.8      2.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      23       25       41       74       77      118      127                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       93,933
COMMITMENTS
  22,245   33,969    3,233   53,865   43,642   79,343   80,844   14,590   13,089

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     -3,027)
  -2,980   -1,256      743   -1,072   -3,117   -3,309   -3,630      282      603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     36.2      3.4     57.3     46.5     84.5     86.1     15.5     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      26       17       10       30       27       60       50                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       93,933
COMMITMENTS
  22,245   33,969    3,233   53,865   43,642   79,343   80,844   14,590   13,089

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:     -3,027)
  -2,980   -1,256      743   -1,072   -3,117   -3,309   -3,630      282      603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     36.2      3.4     57.3     46.5     84.5     86.1     15.5     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      26       17       10       30       27       60       50                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       42,486
COMMITMENTS
     380    3,470        0   39,751   37,937   40,131   41,407    2,355    1,079

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:        558)
      30      734        0       71     -206      101      528      457       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      8.2      0.0     93.6     89.3     94.5     97.5      5.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        5        0       27       11       28       16                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       62,372
COMMITMENTS
  12,140   18,731      932   49,022   42,599   62,094   62,262      278      110

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:        995)
     983      934      -43       65      108    1,005      999      -10       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     30.0      1.5     78.6     68.3     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      21       11        6        7        2       31       16                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       74,367
COMMITMENTS
  21,585   19,338   52,779        0    2,226   74,364   74,343        3       24

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:       -252)
    -252     -252        0        0        0     -252     -252        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     26.0     71.0      0.0      3.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10       10        4        0        1       13       12                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 09/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       21,734
COMMITMENTS
  18,153   11,254    3,581        0    6,837   21,734   21,672        0       62

CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST:       -458)
    -501       -5       43        0     -496     -458     -458        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.5     51.8     16.5      0.0     31.5    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8       15        3        0        2        9       19                  



Updated September 8, 2023