WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      431,791
COMMITMENTS
 118,785  188,028  122,024  152,043   86,502  392,852  396,554   38,939   35,237

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:      5,132)
     347    1,896     -979    5,667    3,943    5,035    4,860       97      272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     43.5     28.3     35.2     20.0     91.0     91.8      9.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
     129      112      106      106       85      292      255                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      224,217
COMMITMENTS
  52,319   79,137   57,855   94,956   66,466  205,130  203,458   19,087   20,759

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:      6,119)
     603    1,003    3,330    1,074    1,572    5,007    5,905    1,112      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     35.3     25.8     42.4     29.6     91.5     90.7      8.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      60       56       61       72       71      164      162                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,360,702
COMMITMENTS
 288,470  351,024  287,553  644,478  551,066  1220501  1189643  140,201  171,059

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:      3,623)
  -2,162   -4,392    6,923   -1,332     -357    3,429    2,174      194    1,449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     25.8     21.1     47.4     40.5     89.7     87.4     10.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      704)
     123      156      171      324      304      562      539                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,076
COMMITMENTS
     763      334      102    1,443    2,460    2,308    2,896    1,768    1,180

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:         58)
     -51      209       30      164     -288      143      -49      -85      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7      8.2      2.5     35.4     60.4     56.6     71.1     43.4     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        5        2       10        7       16       14                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      842,086
COMMITMENTS
 136,412  109,307  200,965  447,465  459,514  784,842  769,786   57,244   72,300

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:     20,329)
   6,460    2,733  -15,934   27,625   30,245   18,151   17,044    2,178    3,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     13.0     23.9     53.1     54.6     93.2     91.4      6.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      554)
     117      137      174      211      244      435      472                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      431,952
COMMITMENTS
  95,722   54,917  100,314  206,971  251,781  403,007  407,012   28,945   24,940

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:     15,681)
   1,204       64    9,576    7,127    5,321   17,907   14,961   -2,226      720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     12.7     23.2     47.9     58.3     93.3     94.2      6.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      91       62       95       96       86      238      209                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,386,678
COMMITMENTS
  77,890  260,346   25,388  1095692  956,306  1198970  1242040  187,708  144,638

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:     -4,192)
  -3,948  -27,938   10,848  -11,895   20,111   -4,995    3,021      803   -7,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     18.8      1.8     79.0     69.0     86.5     89.6     13.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      27       39       22      116      116      155      165                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,554,266
COMMITMENTS
  92,331  453,812    3,611  1281651  956,434  1377593  1413857  176,673  140,409

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:      3,932)
  -1,691   -6,577     -143    4,020   21,384    2,186   14,664    1,746  -10,732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     29.2      0.2     82.5     61.5     88.6     91.0     11.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      17       26       11      106       86      128      118                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      484,609
COMMITMENTS
 111,046   35,108  126,447  201,244  296,066  438,737  457,621   45,872   26,988

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:     26,046)
  12,068   -9,216   14,700     -722   22,411   26,046   27,895        0   -1,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      7.2     26.1     41.5     61.1     90.5     94.4      9.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
     106       37       99      109       95      254      208                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,050
COMMITMENTS
   3,349      681      213    5,337    9,484    8,899   10,378    2,151      672

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:        171)
    -206        2       82      214       91       90      175       81       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      6.2      1.9     48.3     85.8     80.5     93.9     19.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      18        3        8       21       17       42       28                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,034,161
COMMITMENTS
 391,094  1745793   53,025  3321881  2091539  3766000  3890357  268,161  143,804

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:     21,375)
  -4,232   37,074   -7,195   37,423   -9,234   25,996   20,645   -4,621      730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     43.3      1.3     82.3     51.8     93.4     96.4      6.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      445)
      95       59       37      231      172      348      246                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,670,993
COMMITMENTS
 489,078  1199818  107,046  3621671  3007629  4217795  4314493  453,198  356,500

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:    -74,321)
   8,164    5,922    3,710 -103,856  -48,267  -91,982  -38,635   17,661  -35,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     25.7      2.3     77.5     64.4     90.3     92.4      9.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
      74       71       45      222      199      319      292                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,922,845
COMMITMENTS
 173,736  414,901   40,667  1487073  1213696  1701476  1669264  221,369  253,581

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:     25,483)
     898  -11,484    4,467   15,229   44,142   20,594   37,125    4,889  -11,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     21.6      2.1     77.3     63.1     88.5     86.8     11.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      16       28       15      100      104      125      138                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        6,794
COMMITMENTS
   3,020    2,835    1,696    1,226        0    5,942    4,531      852    2,263

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:      1,374)
    -503      149      772    1,199        0    1,468      921      -94      453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.5     41.7     25.0     18.0      0.0     87.5     66.7     12.5     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8       26        2        1        0       10       28                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,702,366
COMMITMENTS
 481,875  1612962   59,803  4763122  3698504  5304800  5371269  397,566  331,097

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:    -44,064)
 -56,282  -27,544   -3,597   14,879  -18,842  -45,000  -49,983      936    5,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     28.3      1.0     83.5     64.9     93.0     94.2      7.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      402)
      71       55       31      207      184      293      255                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,071,216
COMMITMENTS
 179,630  475,300  278,684  1576946  1258316  2035260  2012300   35,956   58,916

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:    168,568)
  45,276   99,418  -13,024  133,130   73,199  165,382  159,593    3,186    8,975

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     22.9     13.5     76.1     60.8     98.3     97.2      1.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      32       31       45       77       85      129      143                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       96,554
COMMITMENTS
  18,161   53,372      263   67,215   26,959   85,639   80,594   10,915   15,960

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:      1,947)
     486    1,045     -321    2,037   -1,006    2,202     -282     -255    2,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     55.3      0.3     69.6     27.9     88.7     83.5     11.3     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      22       23        7       34       20       59       47                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       96,554
COMMITMENTS
  18,161   53,372      263   67,215   26,959   85,639   80,594   10,915   15,960

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:      1,947)
     486    1,045     -321    2,037   -1,006    2,202     -282     -255    2,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     55.3      0.3     69.6     27.9     88.7     83.5     11.3     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      22       23        7       34       20       59       47                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       43,890
COMMITMENTS
     422    2,658        0   41,392   40,029   41,814   42,687    2,076    1,203

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:     -2,698)
      70     -353        0   -2,338   -2,404   -2,268   -2,757     -430       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      6.1      0.0     94.3     91.2     95.3     97.3      4.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        4        0       27       18       28       22                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       62,547
COMMITMENTS
  11,060   16,468      652   50,567   45,394   62,279   62,514      268       33

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:        143)
    -115      166       -3      254        0      136      163        7      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     26.3      1.0     80.8     72.6     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      18       16        5        6        2       27       20                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       66,948
COMMITMENTS
  16,190   15,113   50,758        0    1,067   66,948   66,938        0       10

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:        919)
     922      909        0        0        0      922      909       -3       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     22.6     75.8      0.0      1.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      12       10        4        0        1       14       13                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 10/17/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       28,357
COMMITMENTS
  24,646   18,347    3,711        0    6,239   28,357   28,297        0       60

CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST:        841)
     841      841        0        0        0      841      841        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.9     64.7     13.1      0.0     22.0    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 20, 2023