WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      405,309
COMMITMENTS
 119,965  187,032   93,091  162,290   89,719  375,346  369,842   29,963   35,467

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     -6,528)
   5,258  -24,879   -4,408   -2,402   23,672   -1,552   -5,615   -4,976     -913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     46.1     23.0     40.0     22.1     92.6     91.2      7.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     103      109      103       89       89      253      249                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      205,431
COMMITMENTS
  59,129   82,654   47,462   80,755   55,786  187,346  185,902   18,085   19,529

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:    -11,489)
    -673  -11,583   -3,783   -7,214    4,446  -11,670  -10,920      181     -569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     40.2     23.1     39.3     27.2     91.2     90.5      8.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      68       49       55       64       65      153      152                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,256,256
COMMITMENTS
 272,899  383,338  259,517  586,174  448,420  1118590  1091275  137,666  164,981

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:    -34,173)
  21,705  -25,004  -11,050  -29,871    7,535  -19,216  -28,519  -14,957   -5,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     30.5     20.7     46.7     35.7     89.0     86.9     11.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      673)
     113      145      145      272      300      479      522                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        3,151
COMMITMENTS
     467      669       51    1,258    1,629    1,776    2,349    1,375      802

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:       -946)
      38        5      -72     -939     -725     -973     -792       27     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     21.2      1.6     39.9     51.7     56.4     74.5     43.6     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        5        1        9        6       13       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      715,603
COMMITMENTS
 116,761   96,463  145,190  399,901  402,862  661,852  644,515   53,751   71,088

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:    -20,880)
 -21,627    8,772   -3,251    1,867  -25,566  -23,011  -20,045    2,131     -835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     13.5     20.3     55.9     56.3     92.5     90.1      7.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      548)
     121      135      160      192      240      410      457                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      480,969
COMMITMENTS
  92,474   91,218  122,684  234,618  240,410  449,776  454,312   31,193   26,657

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     -2,443)
  -6,718    6,065       64    3,913   -9,583   -2,741   -3,454      298    1,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     19.0     25.5     48.8     50.0     93.5     94.5      6.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      93       62       99      104       85      247      214                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,299,431
COMMITMENTS
 111,684  241,763    6,501  989,196  906,344  1107381  1154608  192,050  144,823

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     -8,704)
   3,818   31,721   -3,209    8,702  -22,577    9,311    5,935  -18,015  -14,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     18.6      0.5     76.1     69.7     85.2     88.9     14.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      27       36       21      102      105      141      150                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,583,683
COMMITMENTS
  99,089  415,751    6,205  1304089  1010319  1409383  1432275  174,300  151,408

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:    -16,826)
   3,659   -8,944  -17,943     -208   25,463  -14,492   -1,424   -2,334  -15,402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     26.3      0.4     82.3     63.8     89.0     90.4     11.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      12       25       14      104       93      126      122                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      518,896
COMMITMENTS
 159,725   43,074  123,153  184,597  323,104  467,475  489,331   51,421   29,565

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:    -24,014)
 -14,439     -462  -11,300    3,617   -7,902  -22,122  -19,664   -1,892   -4,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8      8.3     23.7     35.6     62.3     90.1     94.3      9.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      96       57       93      112      110      261      225                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,183
COMMITMENTS
   5,381      589      456    3,848   10,362    9,685   11,407    2,498      776

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:        -74)
     -92       73       48      -23     -143      -67      -22       -7      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2      4.8      3.7     31.6     85.1     79.5     93.6     20.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      27        6        9       17       19       48       32                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,111,534
COMMITMENTS
 392,729  1868745   61,842  3387065  2052440  3841636  3983027  269,898  128,507

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     31,119)
 -39,405  147,780   -3,629   84,039 -109,146   41,005   35,005   -9,886   -3,886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     45.5      1.5     82.4     49.9     93.4     96.9      6.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      452)
      92       64       33      237      170      348      248                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,536,418
COMMITMENTS
 482,555  1119011   86,432  3552088  2967974  4121075  4173417  415,343  363,001

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:   -238,695)
 -28,438  -77,336  -45,187 -148,804  -99,994 -222,429 -222,517  -16,266  -16,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     24.7      1.9     78.3     65.4     90.8     92.0      9.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
      64       65       41      210      190      298      272                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,991,409
COMMITMENTS
 209,338  477,193   15,668  1569511  1231395  1794517  1724256  196,892  267,153

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:    -32,602)
   9,190   19,150  -14,080  -18,121  -29,094  -23,011  -24,024   -9,591   -8,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     24.0      0.8     78.8     61.8     90.1     86.6      9.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      16       30       15       96      107      122      142                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        3,276
COMMITMENTS
   2,163    1,523      115        0      646    2,278    2,284      998      992

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     -1,499)
     909      213   -2,373        0      646   -1,464   -1,514      -35       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.0     46.5      3.5      0.0     19.7     69.5     69.7     30.5     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      13        9        2        0        1       14       11                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,775,249
COMMITMENTS
 413,024  1842451   58,998  4864463  3571884  5336485  5473333  438,764  301,916

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:   -305,881)
 -45,955  -15,028 -122,042 -130,523 -172,221 -298,520 -309,291   -7,361    3,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     31.9      1.0     84.2     61.8     92.4     94.8      7.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
      58       49       31      208      178      278      246                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,482,072
COMMITMENTS
 138,769  291,923  208,946  1104260  939,163  1451975  1440032   30,097   42,040

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:   -435,605)
  -7,852  -58,188  -62,868 -364,731 -309,661 -435,451 -430,717     -154   -4,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     19.7     14.1     74.5     63.4     98.0     97.2      2.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      23       35       40       75       78      126      126                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       94,870
COMMITMENTS
  26,253   25,945    1,924   53,465   50,632   81,642   78,501   13,228   16,369

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     -6,109)
   3,718  -21,645    1,040  -10,528   15,939   -5,770   -4,666     -339   -1,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     27.3      2.0     56.4     53.4     86.1     82.7     13.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      27       27       14       32       35       65       70                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       94,870
COMMITMENTS
  26,253   25,945    1,924   53,465   50,632   81,642   78,501   13,228   16,369

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     -3,487)
   4,057  -20,859    1,405  -10,498   16,096   -5,036   -3,358    1,549     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     27.3      2.0     56.4     53.4     86.1     82.7     13.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      27       27       14       32       35       65       70                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       43,267
COMMITMENTS
       0    2,874        0   39,352   39,426   39,352   42,300    3,915      967

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     -1,078)
    -340     -497        0   -2,575      -97   -2,915     -594    1,837     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.6      0.0     91.0     91.1     91.0     97.8      9.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        3        0       23       14       23       17                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       64,412
COMMITMENTS
  12,582   18,941      174   51,343   45,255   64,099   64,370      313       42

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     -2,132)
  -1,810   -1,903     -207     -162       -8   -2,179   -2,118       47      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     29.4      0.3     79.7     70.3     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      24       11        2        6        2       30       15                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       68,187
COMMITMENTS
  17,337   16,400   50,850        0      917   68,187   68,167        0       20

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     -1,207)
  -1,207   -1,187        0        0        0   -1,207   -1,187        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     24.1     74.6      0.0      1.3    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 12/05/23                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       31,791
COMMITMENTS
  27,699   17,399    4,092        0   10,238   31,791   31,729        0       62

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     -1,131)
  -1,131   -4,101        0        0    2,969   -1,131   -1,132        0        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.1     54.7     12.9      0.0     32.2    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10       16        3        0        1       12       18                  



Updated December 8, 2023