WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      400,325
COMMITMENTS
 109,221  155,832  107,666  153,035   98,971  369,922  362,469   30,403   37,856

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:     26,638)
   1,541   14,762    9,335   14,475    2,843   25,351   26,940    1,287     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     38.9     26.9     38.2     24.7     92.4     90.5      7.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
     100      120      111      101       91      272      265                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      219,660
COMMITMENTS
  55,730   83,777   56,876   88,267   57,081  200,873  197,734   18,787   21,926

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:      5,174)
   1,204    6,520    3,067    1,801   -6,964    6,072    2,623     -898    2,551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     38.1     25.9     40.2     26.0     91.4     90.0      8.6     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      50       68       58       67       64      155      153                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,503,822
COMMITMENTS
 252,825  472,793  383,662  718,815  476,598  1355302  1333053  148,520  170,769

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:     93,707)
 -10,286   36,649   37,787   63,853   15,657   91,354   90,093    2,353    3,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     31.4     25.5     47.8     31.7     90.1     88.6      9.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      729)
     124      165      166      295      303      528      562                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        3,449
COMMITMENTS
     509      852      108    1,402    1,650    2,019    2,610    1,430      839

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     24.7      3.1     40.6     47.8     58.5     75.7     41.5     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        6        2        6        6       13       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      680,005
COMMITMENTS
  85,450  179,118  140,754  406,415  293,976  632,619  613,848   47,386   66,157

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:     21,755)
 -13,787   41,832   10,198   28,006  -30,813   24,417   21,217   -2,662      538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     26.3     20.7     59.8     43.2     93.0     90.3      7.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      526)
     109      155      148      179      212      386      431                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      540,289
COMMITMENTS
 101,070  128,657  135,776  273,291  248,057  510,137  512,490   30,152   27,799

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:     27,832)
   5,726    4,105    7,077   14,645   17,065   27,448   28,247      384     -415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     23.8     25.1     50.6     45.9     94.4     94.9      5.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      93       81       99      100       89      247      229                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,442,368
COMMITMENTS
 181,558  309,310    8,594  1056607  986,461  1246759  1304365  195,609  138,003

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:     -9,672)
   2,844  -25,156    2,002  -12,128   13,877   -7,282   -9,277   -2,390     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     21.4      0.6     73.3     68.4     86.4     90.4     13.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      27       33       19      100      114      138      155                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,679,268
COMMITMENTS
 165,101  487,719    4,580  1339541  1033467  1509222  1525766  170,046  153,502

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:      1,028)
  10,762   20,185      -26  -12,716  -28,569   -1,980   -8,410    3,008    9,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     29.0      0.3     79.8     61.5     89.9     90.9     10.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      18       26       13      111       91      136      123                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      465,781
COMMITMENTS
  87,316   98,558  101,447  227,973  234,144  416,736  434,149   49,045   31,632

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:     29,225)
  -3,409    5,343   10,685   17,662   12,999   24,938   29,027    4,287      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     21.2     21.8     48.9     50.3     89.5     93.2     10.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      80       71       89      122      104      256      225                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,664
COMMITMENTS
   5,087      882      214    2,725    8,954    8,026   10,050    2,638      614

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:       -190)
      -4      145      -44     -256     -225     -304     -124      114      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7      8.3      2.0     25.6     84.0     75.3     94.2     24.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      30        5        5       14       19       46       28                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,900,819
COMMITMENTS
 437,046  1639553   61,553  3153891  2065369  3652490  3766475  248,329  134,344

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:    119,267)
  15,053  -21,097   -2,800  114,911  136,012  127,164  112,115   -7,897    7,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     42.0      1.6     80.9     52.9     93.6     96.6      6.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      448)
      94       48       28      237      175      343      239                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,744,714
COMMITMENTS
 421,532  1310917   75,001  3836497  3013722  4333030  4399640  411,684  345,074

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:     92,419)
 -48,432   53,933    2,318  141,234   44,947   95,120  101,198   -2,701   -8,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     27.6      1.6     80.9     63.5     91.3     92.7      8.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      419)
      60       74       37      219      186      298      278                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,094,117
COMMITMENTS
 332,232  492,404   19,352  1539371  1303133  1890955  1814889  203,162  279,228

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:     -4,319)
   7,445   -6,182   -5,810   -6,181    2,273   -4,546   -9,719      227    5,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     23.5      0.9     73.5     62.2     90.3     86.7      9.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      23       23       14       97      105      127      135                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        3,975
COMMITMENTS
   1,049    1,828      681    1,286        0    3,016    2,509      959    1,466

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:        583)
    -331     -313      601      419        0      689      288     -106      295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     46.0     17.1     32.4      0.0     75.9     63.1     24.1     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6       13        4        1        0        9       16                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,913,271
COMMITMENTS
 470,260  1667097   71,435  4939008  3893125  5480703  5631657  432,568  281,614

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:    114,370)
  26,959   53,614   -4,032   97,085   59,799  120,012  109,381   -5,642    4,989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     28.2      1.2     83.5     65.8     92.7     95.2      7.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
      67       43       31      212      179      293      239                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,811,265
COMMITMENTS
 245,775  311,835  334,804  1193992  1109341  1774571  1755980   36,694   55,285

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:    184,629)
  80,620   10,487   43,735   62,215  120,209  186,570  174,431   -1,941   10,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     17.2     18.5     65.9     61.2     98.0     96.9      2.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      26       43       47       78       83      133      145                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      100,152
COMMITMENTS
  33,560   15,276    2,503   49,174   67,027   85,238   84,806   14,914   15,346

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:     -3,166)
  -3,427    2,368     -153     -245   -7,825   -3,825   -5,610      658    2,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     15.3      2.5     49.1     66.9     85.1     84.7     14.9     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      35       26       16       34       31       74       68                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       98,165
COMMITMENTS
  32,708   15,321    2,001   49,137   66,753   83,846   84,075   14,319   14,090

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:     -5,153)
  -4,279    2,413     -655     -282   -8,099   -5,216   -6,341       63    1,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     15.6      2.0     50.1     68.0     85.4     85.6     14.6     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      26       21       13       33       29       64       58                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       58,813
COMMITMENTS
     236      528        0   55,667   57,384   55,903   57,912    2,910      901

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:        850)
     236       13        0      286      989      522    1,002      328     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.9      0.0     94.7     97.6     95.1     98.5      4.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        0       26       12       27       14                  
 
 
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE                   Code-124608
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX)                                  OPEN INTEREST:       19,867
COMMITMENTS
  13,106    4,128      437      372    2,742   13,915    7,307    5,952   12,560

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.0     20.8      2.2      1.9     13.8     70.0     36.8     30.0     63.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        8        5        1        2       13       14                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       93,302
COMMITMENTS
   9,994   16,693        0   83,022   76,587   93,016   93,280      286       22

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:       -822)
    -568     -773      -32     -230        0     -830     -805        8      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     17.9      0.0     89.0     82.1     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      16       11        0        6        2       22       13                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       76,389
COMMITMENTS
  26,443   26,436   49,933        0        0   76,376   76,369       13       20

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:        988)
     985      988        0        0        0      985      988        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     34.6     65.4      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      14       11        4        0        0       16       13                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 01/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       37,645
COMMITMENTS
  26,107   14,684   11,532        0   11,367   37,639   37,583        6       62

CHANGES FROM 01/09/24 (CHANGE IN OPEN INTEREST:          9)
     253      258     -250        0        0        3        8        6        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.4     39.0     30.6      0.0     30.2    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      12       16        3        0        1       13       19                  



Updated January 19, 2024