WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      426,659
COMMITMENTS
 118,438  186,132  123,003  146,376   82,559  387,817  391,694   38,842   34,965

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:     -2,674)
  -4,295    2,052       42    1,469   -4,106   -2,784   -2,012      110     -662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     43.6     28.8     34.3     19.4     90.9     91.8      9.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      370)
     126      108      106      108       85      291      251                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      218,098
COMMITMENTS
  51,716   78,134   54,525   93,882   64,894  200,123  197,553   17,975   20,545

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:      1,228)
     376    1,384   -1,177    2,969    1,480    2,168    1,687     -940     -459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     35.8     25.0     43.0     29.8     91.8     90.6      8.2      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      60       60       63       73       75      168      170                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,357,079
COMMITMENTS
 290,632  355,416  280,630  645,810  551,423  1217072  1187469  140,007  169,610

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:    -10,825)
   9,314  -33,446    3,816  -26,899   19,517  -13,769  -10,113    2,944     -712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     26.2     20.7     47.6     40.6     89.7     87.5     10.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      719)
     130      161      177      321      298      566      548                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,018
COMMITMENTS
     814      125       72    1,279    2,748    2,165    2,945    1,853    1,073

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:        -99)
    -156      -27        5      -28     -127     -179     -149       80       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3      3.1      1.8     31.8     68.4     53.9     73.3     46.1     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        3        2       11        7       18       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      821,757
COMMITMENTS
 129,952  106,574  216,899  419,840  429,269  766,691  752,742   55,066   69,015

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:     18,318)
   6,152    5,277   -1,815   11,098   14,647   15,435   18,109    2,883      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     13.0     26.4     51.1     52.2     93.3     91.6      6.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      537)
     119      136      178      201      223      430      453                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      416,271
COMMITMENTS
  94,518   54,853   90,738  199,844  246,460  385,100  392,051   31,171   24,220

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:     -1,365)
  -2,404    8,872   -3,543    4,179   -9,862   -1,768   -4,533      403    3,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     13.2     21.8     48.0     59.2     92.5     94.2      7.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      88       66       91       96       84      232      206                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,390,870
COMMITMENTS
  81,838  288,284   14,540  1107587  936,195  1203965  1239019  186,905  151,851

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:    -18,477)
   1,840  -31,360    2,275  -23,016   15,895  -18,901  -13,190      424   -5,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     20.7      1.0     79.6     67.3     86.6     89.1     13.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      25       43       21      112      114      148      167                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,550,334
COMMITMENTS
  94,022  460,389    3,754  1277631  935,050  1375407  1399193  174,927  151,141

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:    -12,650)
  -2,168   -3,943      373   -1,363  -10,944   -3,158  -14,514   -9,492    1,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     29.7      0.2     82.4     60.3     88.7     90.3     11.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      17       26       13      105       84      127      118                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      458,563
COMMITMENTS
  98,978   44,324  111,747  201,966  273,655  412,691  429,726   45,872   28,837

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:     -6,736)
  -5,334    4,787   -4,933   -1,034   -7,934  -11,301   -8,080    4,565    1,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      9.7     24.4     44.0     59.7     90.0     93.7     10.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      88       53       88      109       86      241      195                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,879
COMMITMENTS
   3,555      679      131    5,123    9,393    8,809   10,203    2,070      676

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:        -25)
    -220       46        5      271       17       56       68      -81      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7      6.2      1.2     47.1     86.3     81.0     93.8     19.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      21        3        6       21       16       43       25                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,012,786
COMMITMENTS
 395,326  1708719   60,220  3284458  2100773  3740004  3869712  272,782  143,074

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:     53,539)
 -31,106    3,986     -249   92,196   50,062   60,841   53,799   -7,302     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     42.6      1.5     81.8     52.4     93.2     96.4      6.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
      84       57       29      231      173      330      244                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,745,314
COMMITMENTS
 480,914  1193896  103,336  3725527  3055896  4309777  4353128  435,537  392,186

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:    -37,411)
 -11,146  -32,045  -18,293   -3,244   -4,394  -32,683  -54,732   -4,728   17,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     25.2      2.2     78.5     64.4     90.8     91.7      9.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      433)
      66       75       43      216      195      303      292                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,897,362
COMMITMENTS
 172,838  426,385   36,200  1471844  1169554  1680882  1632139  216,480  265,223

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:      4,810)
   7,397   16,037   -8,736    9,727   -6,743    8,388      558   -3,578    4,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     22.5      1.9     77.6     61.6     88.6     86.0     11.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      16       30       14       97      103      122      138                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        5,420
COMMITMENTS
   3,523    2,686      924       27        0    4,474    3,610      946    1,810

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:       -480)
     211       35      215   -1,100        0     -674      250      194     -730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.0     49.6     17.0      0.5      0.0     82.5     66.6     17.5     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9       23        2        1        0       11       24                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,746,430
COMMITMENTS
 538,157  1640506   63,400  4748243  3717346  5349800  5421252  396,630  325,178

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:    115,686)
  32,591   41,468   -1,496   91,037   87,384  122,132  127,356   -6,446  -11,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     28.5      1.1     82.6     64.7     93.1     94.3      6.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
      68       52       33      211      185      297      252                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,902,648
COMMITMENTS
 134,354  375,882  291,708  1443816  1185117  1869878  1852707   32,770   49,941

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:    237,049)
   7,157   19,526   44,911  185,666  171,630  237,734  236,067     -685      982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     19.8     15.3     75.9     62.3     98.3     97.4      1.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      24       35       44       76       81      125      138                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       94,607
COMMITMENTS
  17,675   52,327      584   65,178   27,965   83,437   80,876   11,170   13,731

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:     -6,216)
  -1,805      400     -518      -22   -7,686   -2,345   -7,804   -3,871    1,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     55.3      0.6     68.9     29.6     88.2     85.5     11.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      23       26        9       34       21       61       52                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       94,607
COMMITMENTS
  17,675   52,327      584   65,178   27,965   83,437   80,876   11,170   13,731

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:     -6,216)
  -1,805      400     -518      -22   -7,686   -2,345   -7,804   -3,871    1,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     55.3      0.6     68.9     29.6     88.2     85.5     11.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      23       26        9       34       21       61       52                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       46,588
COMMITMENTS
     352    3,011        0   43,730   42,433   44,082   45,444    2,506    1,144

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:         49)
    -269      495        0      182     -308      -87      187      136     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      6.5      0.0     93.9     91.1     94.6     97.5      5.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        5        0       26       16       27       21                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       62,404
COMMITMENTS
  11,175   16,302      655   50,313   45,394   62,143   62,351      261       53

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:        372)
      57       48      349       -3        0      403      397      -31      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     26.1      1.0     80.6     72.7     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      19       15        6        6        2       28       20                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       66,029
COMMITMENTS
  15,268   14,204   50,758        0    1,067   66,026   66,029        3        0

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:       -168)
    -168     -168        0        0        0     -168     -168        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     21.5     76.9      0.0      1.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11       10        4        0        1       13       13                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 10/10/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       27,516
COMMITMENTS
  23,805   17,506    3,711        0    6,239   27,516   27,456        0       60

CHANGES FROM 10/03/23 (CHANGE IN OPEN INTEREST:      1,370)
   1,370    1,587        0        0     -219    1,370    1,368        0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.5     63.6     13.5      0.0     22.7    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9       15        3        0        1       10       18                  



Updated October 13, 2023