WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   400,325:   109,221    155,832    107,666    153,035     98,971    369,922    362,469:    30,403     37,856
Old  :   264,765:   115,238    127,902     46,608     80,063     63,311    241,909    237,821:    22,856     26,944
Other:   135,560:    39,246     73,193     15,795     72,972     35,660    128,013    124,648:     7,547     10,912
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :    26,638:     1,541     14,762      9,335     14,475      2,843     25,351     26,940:     1,287       -302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       38.9       26.9       38.2       24.7       92.4       90.5:       7.6        9.5
Old  :     100.0:      43.5       48.3       17.6       30.2       23.9       91.4       89.8:       8.6       10.2
Other:     100.0:      29.0       54.0       11.7       53.8       26.3       94.4       92.0:       5.6        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:       100        120        111        101         91        272        265:
Old  :       334:       109        103         78         83         83        228        232:
Other:       220:        58         68         39         60         60        146        142:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.0       13.1       19.4       21.7        9.9        8.7       16.3       15.1
Old  :                 12.1       13.2       21.4       22.4        9.7       11.8       17.7       19.6
Other:                 24.9       30.7       40.8       43.7       24.9       30.4       40.8       39.5
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   219,660:    55,730     83,777     56,876     88,267     57,081    200,873    197,734:    18,787     21,926
Old  :   151,718:    63,768     71,424     27,702     46,552     35,908    138,022    135,034:    13,696     16,684
Other:    67,942:    13,636     34,027      7,500     41,715     21,173     62,851     62,700:     5,091      5,242
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :     5,174:     1,204      6,520      3,067      1,801     -6,964      6,072      2,623:      -898      2,551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       38.1       25.9       40.2       26.0       91.4       90.0:       8.6       10.0
Old  :     100.0:      42.0       47.1       18.3       30.7       23.7       91.0       89.0:       9.0       11.0
Other:     100.0:      20.1       50.1       11.0       61.4       31.2       92.5       92.3:       7.5        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        50         68         58         67         64        155        153:
Old  :       195:        60         52         44         53         54        132        131:
Other:       137:        29         34         22         51         48         94         91:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       17.1       32.5       28.2       16.7       15.2       24.0       23.5
Old  :                 21.8       22.3       35.4       34.7       19.1       20.9       30.3       31.5
Other:                 30.4       26.0       44.8       40.2       27.1       24.3       39.5       34.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,503,822:   252,825    472,793    383,662    718,815    476,598  1,355,302  1,333,053:   148,520    170,769
Old  : 1,265,127:   299,080    501,835    224,396    607,308    406,419  1,130,784  1,132,650:   134,343    132,477
Other:   238,695:   104,292    121,505      8,719    111,507     70,179    224,518    200,403:    14,177     38,292
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :    93,707:   -10,286     36,649     37,787     63,853     15,657     91,354     90,093:     2,353      3,614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       31.4       25.5       47.8       31.7       90.1       88.6:       9.9       11.4
Old  :     100.0:      23.6       39.7       17.7       48.0       32.1       89.4       89.5:      10.6       10.5
Other:     100.0:      43.7       50.9        3.7       46.7       29.4       94.1       84.0:       5.9       16.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       729:       124        165        166        295        303        528        562:
Old  :       714:       128        179        144        285        275        500        523:
Other:       425:        78         67         27        102        216        193        298:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.9       10.9       16.0       17.6        8.2        9.1       13.6       13.4
Old  :                 11.5       11.7       18.3       18.9       10.2       10.6       16.3       16.9
Other:                 23.3       25.2       34.5       34.5       22.9       25.1       34.1       33.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     3,449:       509        852        108      1,402      1,650      2,019      2,610:     1,430        839
Old  :     3,310:       509        792        108      1,378      1,615      1,995      2,515:     1,315        795
Other:       139:         0         60          0         24         35         24         95:       115         44
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       24.7        3.1       40.6       47.8       58.5       75.7:      41.5       24.3
Old  :     100.0:      15.4       23.9        3.3       41.6       48.8       60.3       76.0:      39.7       24.0
Other:     100.0:       0.0       43.2        0.0       17.3       25.2       17.3       68.3:      82.7       31.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         6          6          2          6          6         13         13:
Old  :        22:         6          6          2          6          6         13         13:
Other:         3:         0          1          0          2          2          2          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       43.7       50.7       64.6       21.6       33.4       31.5       47.6
Old  :                 38.3       44.7       52.1       65.0       22.5       34.8       32.4       48.8
Other:                 17.3       68.3       17.3       68.3       10.1       61.2       10.1       61.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   680,005:    85,450    179,118    140,754    406,415    293,976    632,619    613,848:    47,386     66,157
Old  :   571,583:    82,307    137,070    114,680    333,071    267,527    530,058    519,277:    41,525     52,306
Other:   108,422:    20,119     59,024      9,098     73,344     26,449    102,561     94,571:     5,861     13,851
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :    21,755:   -13,787     41,832     10,198     28,006    -30,813     24,417     21,217:    -2,662        538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       26.3       20.7       59.8       43.2       93.0       90.3:       7.0        9.7
Old  :     100.0:      14.4       24.0       20.1       58.3       46.8       92.7       90.8:       7.3        9.2
Other:     100.0:      18.6       54.4        8.4       67.6       24.4       94.6       87.2:       5.4       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       526:       109        155        148        179        212        386        431:
Old  :       516:       113        145        136        168        193        365        400:
Other:       286:        41         71         41         75        135        147        219:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       12.3       23.4       19.8       10.3       11.1       18.0       18.0
Old  :                 13.9       14.1       24.4       22.6       10.8       12.9       18.3       20.5
Other:                 18.2       21.3       34.1       34.2       17.4       20.6       33.2       31.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   540,289:   101,070    128,657    135,776    273,291    248,057    510,137    512,490:    30,152     27,799
Old  :   465,380:   117,660    127,082     95,073    226,205    218,153    438,938    440,308:    26,442     25,072
Other:    74,909:    14,542     32,707      9,571     47,086     29,904     71,199     72,182:     3,710      2,727
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :    27,832:     5,726      4,105      7,077     14,645     17,065     27,448     28,247:       384       -415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       23.8       25.1       50.6       45.9       94.4       94.9:       5.6        5.1
Old  :     100.0:      25.3       27.3       20.4       48.6       46.9       94.3       94.6:       5.7        5.4
Other:     100.0:      19.4       43.7       12.8       62.9       39.9       95.0       96.4:       5.0        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       315:        93         81         99        100         89        247        229:
Old  :       313:        94         83         93         94         87        236        225:
Other:       127:        26         29         24         50         28         94         69:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.6       17.5       19.5       28.2        9.0       15.2       15.2       23.0
Old  :                 11.9       17.8       21.5       28.4       10.2       16.1       16.9       23.9
Other:                 25.3       42.8       45.4       63.1       23.8       41.2       41.2       58.7
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,442,368:   181,558    309,310      8,594  1,056,607    986,461  1,246,759  1,304,365:   195,609    138,003
Old  : 1,442,368:   181,558    309,310      8,594  1,056,607    986,461  1,246,759  1,304,365:   195,609    138,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :    -9,672:     2,844    -25,156      2,002    -12,128     13,877     -7,282     -9,277:    -2,390       -395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       21.4        0.6       73.3       68.4       86.4       90.4:      13.6        9.6
Old  :     100.0:      12.6       21.4        0.6       73.3       68.4       86.4       90.4:      13.6        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        27         33         19        100        114        138        155:
Old  :       211:        27         33         19        100        114        138        155:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       16.7       38.0       30.2       21.7       15.1       36.4       25.5
Old  :                 22.9       16.7       38.0       30.2       21.7       15.1       36.4       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                                                                 Code-020604
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,679,268:   165,101    487,719      4,580  1,339,541  1,033,467  1,509,222  1,525,766:   170,046    153,502
Old  : 1,679,268:   165,101    487,719      4,580  1,339,541  1,033,467  1,509,222  1,525,766:   170,046    153,502
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :     1,028:    10,762     20,185        -26    -12,716    -28,569     -1,980     -8,410:     3,008      9,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       29.0        0.3       79.8       61.5       89.9       90.9:      10.1        9.1
Old  :     100.0:       9.8       29.0        0.3       79.8       61.5       89.9       90.9:      10.1        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        18         26         13        111         91        136        123:
Old  :       183:        18         26         13        111         91        136        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       34.1       37.3       49.6       19.9       34.0       34.1       44.2
Old  :                 21.3       34.1       37.3       49.6       19.9       34.0       34.1       44.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   465,781:    87,316     98,558    101,447    227,973    234,144    416,736    434,149:    49,045     31,632
Old  :   415,117:    94,809     98,826     74,216    201,395    213,814    370,420    386,856:    44,697     28,261
Other:    50,664:    12,926     20,151      6,812     26,578     20,330     46,316     47,293:     4,348      3,371
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :    29,225:    -3,409      5,343     10,685     17,662     12,999     24,938     29,027:     4,287        198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       21.2       21.8       48.9       50.3       89.5       93.2:      10.5        6.8
Old  :     100.0:      22.8       23.8       17.9       48.5       51.5       89.2       93.2:      10.8        6.8
Other:     100.0:      25.5       39.8       13.4       52.5       40.1       91.4       93.3:       8.6        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       313:        80         71         89        122        104        256        225:
Old  :       309:        83         71         80        119         97        242        217:
Other:       135:        35         24         23         55         31        106         66:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.9       24.3       19.1       35.2        8.8       20.2       14.9       28.9
Old  :                 11.2       25.9       19.8       36.3        9.8       23.0       16.6       32.5
Other:                 29.5       40.5       43.8       57.3       29.0       40.5       42.3       54.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    10,664:     5,087        882        214      2,725      8,954      8,026     10,050:     2,638        614
Old  :     9,487:     4,997        882        214      1,782      7,859      6,993      8,955:     2,494        532
Other:     1,177:        90          0          0        943      1,095      1,033      1,095:       144         82
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :      -190:        -4        145        -44       -256       -225       -304       -124:       114        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.7        8.3        2.0       25.6       84.0       75.3       94.2:      24.7        5.8
Old  :     100.0:      52.7        9.3        2.3       18.8       82.8       73.7       94.4:      26.3        5.6
Other:     100.0:       7.6        0.0        0.0       80.1       93.0       87.8       93.0:      12.2        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        30          5          5         14         19         46         28:
Old  :        65:        30          5          5         13         19         45         28:
Other:        14:         3          0          0          5          6          8          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       62.0       38.9       73.3       23.4       62.0       38.9       73.0
Old  :                 24.9       58.8       40.0       71.2       24.9       58.8       40.0       70.7
Other:                 77.3       91.8       87.8       93.0       77.3       91.8       87.8       93.0
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,900,819:   437,046  1,639,553     61,553  3,153,891  2,065,369  3,652,490  3,766,475:   248,329    134,344
Old  : 3,900,819:   437,046  1,639,553     61,553  3,153,891  2,065,369  3,652,490  3,766,475:   248,329    134,344
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :   119,267:    15,053    -21,097     -2,800    114,911    136,012    127,164    112,115:    -7,897      7,152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       42.0        1.6       80.9       52.9       93.6       96.6:       6.4        3.4
Old  :     100.0:      11.2       42.0        1.6       80.9       52.9       93.6       96.6:       6.4        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       448:        94         48         28        237        175        343        239:
Old  :       448:        94         48         28        237        175        343        239:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       32.6       34.6       49.2       24.9       32.6       32.1       48.7
Old  :                 26.2       32.6       34.6       49.2       24.9       32.6       32.1       48.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                                                   Code-043602
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,744,714:   421,532  1,310,917     75,001  3,836,497  3,013,722  4,333,030  4,399,640:   411,684    345,074
Old  : 4,744,714:   421,532  1,310,917     75,001  3,836,497  3,013,722  4,333,030  4,399,640:   411,684    345,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :    92,419:   -48,432     53,933      2,318    141,234     44,947     95,120    101,198:    -2,701     -8,779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       27.6        1.6       80.9       63.5       91.3       92.7:       8.7        7.3
Old  :     100.0:       8.9       27.6        1.6       80.9       63.5       91.3       92.7:       8.7        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       419:        60         74         37        219        186        298        278:
Old  :       419:        60         74         37        219        186        298        278:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       20.0       35.6       30.8       19.4       19.7       30.8       28.7
Old  :                 22.1       20.0       35.6       30.8       19.4       19.7       30.8       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                                                                  Code-043607
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,094,117:   332,232    492,404     19,352  1,539,371  1,303,133  1,890,955  1,814,889:   203,162    279,228
Old  : 2,094,117:   332,232    492,404     19,352  1,539,371  1,303,133  1,890,955  1,814,889:   203,162    279,228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :    -4,319:     7,445     -6,182     -5,810     -6,181      2,273     -4,546     -9,719:       227      5,400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       23.5        0.9       73.5       62.2       90.3       86.7:       9.7       13.3
Old  :     100.0:      15.9       23.5        0.9       73.5       62.2       90.3       86.7:       9.7       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        23         23         14         97        105        127        135:
Old  :       183:        23         23         14         97        105        127        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       26.7       48.9       39.4       31.9       24.3       44.9       33.7
Old  :                 33.1       26.7       48.9       39.4       31.9       24.3       44.9       33.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                                                            Code-04360Y
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 x Index Points                                                        :
     :          :                                                                            :
All  :     3,975:     1,049      1,828        681      1,286          0      3,016      2,509:       959      1,466
Old  :     3,975:     1,049      1,828        681      1,286          0      3,016      2,509:       959      1,466
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :       583:      -331       -313        601        419          0        689        288:      -106        295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       46.0       17.1       32.4        0.0       75.9       63.1:      24.1       36.9
Old  :     100.0:      26.4       46.0       17.1       32.4        0.0       75.9       63.1:      24.1       36.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         6         13          4          1          0          9         16:
Old  :        21:         6         13          4          1          0          9         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.1       47.4       75.2       55.2       57.4       35.8       58.7       41.6
Old  :                 72.1       47.4       75.2       55.2       57.4       35.8       58.7       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-044601
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 5,913,271:   470,260  1,667,097     71,435  4,939,008  3,893,125  5,480,703  5,631,657:   432,568    281,614
Old  : 5,913,271:   470,260  1,667,097     71,435  4,939,008  3,893,125  5,480,703  5,631,657:   432,568    281,614
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :   114,370:    26,959     53,614     -4,032     97,085     59,799    120,012    109,381:    -5,642      4,989
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       28.2        1.2       83.5       65.8       92.7       95.2:       7.3        4.8
Old  :     100.0:       8.0       28.2        1.2       83.5       65.8       92.7       95.2:       7.3        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       387:        67         43         31        212        179        293        239:
Old  :       387:        67         43         31        212        179        293        239:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       24.7       32.1       36.0       20.7       24.7       29.2       35.4
Old  :                 21.8       24.7       32.1       36.0       20.7       24.7       29.2       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FED FUNDS - CHICAGO BOARD OF TRADE                                                                      Code-045601
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,811,265:   245,775    311,835    334,804  1,193,992  1,109,341  1,774,571  1,755,980:    36,694     55,285
Old  : 1,811,265:   245,775    311,835    334,804  1,193,992  1,109,341  1,774,571  1,755,980:    36,694     55,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :   184,629:    80,620     10,487     43,735     62,215    120,209    186,570    174,431:    -1,941     10,198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       17.2       18.5       65.9       61.2       98.0       96.9:       2.0        3.1
Old  :     100.0:      13.6       17.2       18.5       65.9       61.2       98.0       96.9:       2.0        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        26         43         47         78         83        133        145:
Old  :       166:        26         43         47         78         83        133        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       22.5       41.1       34.2       19.8       16.3       26.1       21.4
Old  :                 25.4       22.5       41.1       34.2       19.8       16.3       26.1       21.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   100,152:    33,560     15,276      2,503     49,174     67,027     85,238     84,806:    14,914     15,346
Old  :   100,152:    33,560     15,276      2,503     49,174     67,027     85,238     84,806:    14,914     15,346
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :    -3,166:    -3,427      2,368       -153       -245     -7,825     -3,825     -5,610:       658      2,444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       15.3        2.5       49.1       66.9       85.1       84.7:      14.9       15.3
Old  :     100.0:      33.5       15.3        2.5       49.1       66.9       85.1       84.7:      14.9       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        35         26         16         34         31         74         68:
Old  :       113:        35         26         16         34         31         74         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       37.7       46.7       53.8       33.3       37.5       46.5       52.4
Old  :                 33.5       37.7       46.7       53.8       33.3       37.5       46.5       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                                                      Code-124603
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    98,165:    32,708     15,321      2,001     49,137     66,753     83,846     84,075:    14,319     14,090
Old  :    98,165:    32,708     15,321      2,001     49,137     66,753     83,846     84,075:    14,319     14,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :    -5,153:    -4,279      2,413       -655       -282     -8,099     -5,216     -6,341:        63      1,188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       15.6        2.0       50.1       68.0       85.4       85.6:      14.6       14.4
Old  :     100.0:      33.3       15.6        2.0       50.1       68.0       85.4       85.6:      14.6       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        26         21         13         33         29         64         58:
Old  :        96:        26         21         13         33         29         64         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       38.5       47.7       54.9       33.9       38.2       47.4       53.5
Old  :                 34.2       38.5       47.7       54.9       33.9       38.2       47.4       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    58,813:       236        528          0     55,667     57,384     55,903     57,912:     2,910        901
Old  :    58,813:       236        528          0     55,667     57,384     55,903     57,912:     2,910        901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :       850:       236         13          0        286        989        522      1,002:       328       -152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        0.9        0.0       94.7       97.6       95.1       98.5:       4.9        1.5
Old  :     100.0:       0.4        0.9        0.0       94.7       97.6       95.1       98.5:       4.9        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         1          2          0         26         12         27         14:
Old  :        38:         1          2          0         26         12         27         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       82.5       70.1       95.2       47.3       82.5       68.6       94.7
Old  :                 48.5       82.5       70.1       95.2       47.3       82.5       68.6       94.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE                                                      Code-124608
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($0.5 X DJIA INDEX)                                                        :
     :          :                                                                            :
All  :    19,867:    13,106      4,128        437        372      2,742     13,915      7,307:     5,952     12,560
Old  :    19,867:    13,106      4,128        437        372      2,742     13,915      7,307:     5,952     12,560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.0       20.8        2.2        1.9       13.8       70.0       36.8:      30.0       63.2
Old  :     100.0:      66.0       20.8        2.2        1.9       13.8       70.0       36.8:      30.0       63.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        11          8          5          1          2         13         14:
Old  :        22:        11          8          5          1          2         13         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       23.9       65.1       32.5       53.9       23.9       63.6       32.3
Old  :                 55.4       23.9       65.1       32.5       53.9       23.9       63.6       32.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                                                                  Code-221602
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    93,302:     9,994     16,693          0     83,022     76,587     93,016     93,280:       286         22
Old  :    93,302:     9,994     16,693          0     83,022     76,587     93,016     93,280:       286         22
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :      -822:      -568       -773        -32       -230          0       -830       -805:         8        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       17.9        0.0       89.0       82.1       99.7      100.0:       0.3        0.0
Old  :     100.0:      10.7       17.9        0.0       89.0       82.1       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        16         11          0          6          2         22         13:
Old  :        34:        16         11          0          6          2         22         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 92.8       96.5       97.7       99.5       92.8       96.5       97.7       99.5
Old  :                 92.8       96.5       97.7       99.5       92.8       96.5       97.7       99.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                         Code-343603
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    76,389:    26,443     26,436     49,933          0          0     76,376     76,369:        13         20
Old  :    76,389:    26,443     26,436     49,933          0          0     76,376     76,369:        13         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :       988:       985        988          0          0          0        985        988:         3          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       34.6       65.4        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      34.6       34.6       65.4        0.0        0.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        14         11          4          0          0         16         13:
Old  :        25:        14         11          4          0          0         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.3       98.6       89.8       99.6       19.5       33.8       32.5       34.4
Old  :                 72.3       98.6       89.8       99.6       19.5       33.8       32.5       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                          Code-344605
Commitments of Traders - Futures Only, January 16, 2024                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    37,645:    26,107     14,684     11,532          0     11,367     37,639     37,583:         6         62
Old  :    37,645:    26,107     14,684     11,532          0     11,367     37,639     37,583:         6         62
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2024                      :
     :         9:       253        258       -250          0          0          3          8:         6          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.4       39.0       30.6        0.0       30.2      100.0       99.8:       0.0        0.2
Old  :     100.0:      69.4       39.0       30.6        0.0       30.2      100.0       99.8:       0.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        12         16          3          0          1         13         19:
Old  :        29:        12         16          3          0          1         13         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.2       80.6       93.2       91.1       49.2       56.6       65.6       63.6
Old  :                 69.2       80.6       93.2       91.1       49.2       56.6       65.6       63.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 19, 2024