WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      453,312
COMMITMENTS
 132,952  192,563  142,185  142,156   81,602  417,293  416,350   36,019   36,962

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:     -6,898)
   9,997       41     -709  -15,207   -7,168   -5,919   -7,836     -979      938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     42.5     31.4     31.4     18.0     92.1     91.8      7.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      371)
     116      117      119      101       92      284      273                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      227,698
COMMITMENTS
  53,390   81,220   64,636   90,352   59,665  208,378  205,521   19,320   22,177

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:     -1,038)
    -177      310      591   -1,603   -2,763   -1,189   -1,862      151      824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     35.7     28.4     39.7     26.2     91.5     90.3      8.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      54       64       63       64       65      157      160                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,436,125
COMMITMENTS
 271,577  377,618  340,429  673,306  545,209  1285312  1263256  150,813  172,869

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:     24,017)
  -7,342   11,003   11,254   13,667     -377   17,579   21,880    6,438    2,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     26.3     23.7     46.9     38.0     89.5     88.0     10.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      729)
     138      146      182      330      321      583      567                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      722,948
COMMITMENTS
 139,984   76,427  146,399  385,088  434,411  671,471  657,237   51,477   65,711

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:     16,025)
  36,356  -10,941   -3,388  -19,036   28,474   13,932   14,145    2,093    1,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     10.6     20.3     53.3     60.1     92.9     90.9      7.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      547)
     133      119      149      182      246      399      446                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      508,680
COMMITMENTS
 106,015   90,992  130,501  240,304  260,413  476,820  481,906   31,860   26,774

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:     17,378)
   2,213   12,292   16,639   -1,166  -11,491   17,686   17,440     -308      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     17.9     25.7     47.2     51.2     93.7     94.7      6.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
      91       79      111      102       86      261      227                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,362,012
COMMITMENTS
 108,100  238,898   26,940  1033523  957,516  1168563  1223354  193,449  138,658

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:    -15,926)
   7,316  -17,267    1,420  -15,863    9,367   -7,127   -6,480   -8,799   -9,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     17.5      2.0     75.9     70.3     85.8     89.8     14.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      26       39       28      109      112      152      162                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,572,983
COMMITMENTS
  95,860  421,225    8,640  1296146  1002561  1400646  1432426  172,337  140,557

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:     12,364)
   4,984   -6,091    5,454    6,098   19,514   16,536   18,877   -4,172   -6,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     26.8      0.5     82.4     63.7     89.0     91.1     11.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      19       21        9      105       93      126      121                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      530,616
COMMITMENTS
 151,060   29,835  131,638  195,170  336,923  477,868  498,396   52,748   32,220

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:     10,881)
   1,411     -146    3,701    4,036    6,947    9,148   10,502    1,733      379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      5.6     24.8     36.8     63.5     90.1     93.9      9.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      96       46       90      113      112      257      216                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,094
COMMITMENTS
   2,850    1,125      285    6,051    8,694    9,186   10,104    1,908      990

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:       -313)
    -538      412       -2      386     -942     -154     -532     -159      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     10.1      2.6     54.5     78.4     82.8     91.1     17.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      20        6        6       18       16       40       28                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,157,941
COMMITMENTS
 437,448  1891154   47,395  3404035  2077889  3888878  4016438  269,063  141,503

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:    -30,532)
  28,686   46,944  -11,467  -49,925  -63,988  -32,706  -28,511    2,174   -2,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     45.5      1.1     81.9     50.0     93.5     96.6      6.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      460)
     100       58       38      244      171      366      245                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,626,236
COMMITMENTS
 501,436  1105935   95,698  3580236  3064707  4177370  4266340  448,866  359,896

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:    -65,300)
 -70,859  -94,058    6,027   11,818   28,236  -53,014  -59,795  -12,286   -5,505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     23.9      2.1     77.4     66.2     90.3     92.2      9.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      429)
      68       68       48      223      198      318      287                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,011,801
COMMITMENTS
 185,134  449,314   39,337  1579645  1260423  1804116  1749074  207,685  262,727

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:     -1,082)
 -11,521      352      707   24,342  -11,452   13,528  -10,393  -14,610    9,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     22.3      2.0     78.5     62.7     89.7     86.9     10.3     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      15       31       17       97      107      124      143                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        6,019
COMMITMENTS
     797    1,765    3,024    1,214        0    5,035    4,789      984    1,230

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:      2,606)
  -1,301      750    2,575    1,214      -89    2,488    3,236      118     -630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     29.3     50.2     20.2      0.0     83.7     79.6     16.3     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10       11        3        1        0       12       13                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,019,834
COMMITMENTS
 433,571  1856955  120,101  5052590  3718168  5606262  5695224  413,572  324,610

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:    273,697)
 -35,474  196,321   37,031  261,670   38,189  263,227  271,541   10,470    2,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     30.8      2.0     83.9     61.8     93.1     94.6      6.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
      61       53       40      215      183      296      256                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,730,207
COMMITMENTS
 180,618  259,665  278,499  1239026  1136721  1698143  1674885   32,064   55,322

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:   -298,083)
  21,765  -77,215  -22,088 -301,594 -201,957 -301,917 -301,260    3,834    3,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     15.0     16.1     71.6     65.7     98.1     96.8      1.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      33       30       47       74       85      130      142                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,306
COMMITMENTS
  22,730   59,806    1,076   68,739   26,180   92,545   87,062   10,761   16,244

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:       -630)
  -1,050      -85      267       49   -1,889     -734   -1,707      104    1,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     57.9      1.0     66.5     25.3     89.6     84.3     10.4     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      21       28       10       35       25       63       56                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,306
COMMITMENTS
  22,730   59,806    1,076   68,739   26,180   92,545   87,062   10,761   16,244

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:       -630)
  -1,050      -85      267       49   -1,889     -734   -1,707      104    1,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     57.9      1.0     66.5     25.3     89.6     84.3     10.4     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      21       28       10       35       25       63       56                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       40,688
COMMITMENTS
     461    2,787        0   38,095   36,672   38,556   39,459    2,132    1,229

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:      1,801)
    -484      -22        0    2,495    1,813    2,011    1,791     -210       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      6.8      0.0     93.6     90.1     94.8     97.0      5.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        4        0       25       17       26       21                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       64,376
COMMITMENTS
  12,322   18,484      560   51,228   45,301   64,110   64,345      266       31

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:        952)
     203      900       47      745        4      995      951      -43        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     28.7      0.9     79.6     70.4     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      20       14        5        6        2       28       19                  
 
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-342603
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       18,061
COMMITMENTS
  16,656   11,833    1,405        0    4,800   18,061   18,038        0       23

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    92.2     65.5      7.8      0.0     26.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5       14        2        0        1        6       16                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       67,918
COMMITMENTS
  16,918   15,831   51,000        0    1,067   67,918   67,898        0       20

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:      1,385)
   1,385    1,385        0        0        0    1,385    1,385        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     23.3     75.1      0.0      1.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      12       11        4        0        1       14       14                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 11/07/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       29,074
COMMITMENTS
  24,982   18,221    4,092        0    6,700   29,074   29,013        0       61

CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST:        -49)
     -50     -512        1        0      461      -49      -50        0        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.9     62.7     14.1      0.0     23.0    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8       16        3        0        1       10       18                  



Updated November 13, 2023