WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   362,050:   104,226    135,637     94,599    134,541     96,017    333,366    326,253:    28,684     35,797
Old  :   248,341:   111,057    119,149     39,291     75,266     64,463    225,614    222,903:    22,727     25,438
Other:   113,709:    35,973     59,292     12,504     59,275     31,554    107,752    103,350:     5,957     10,359
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :    10,701:     4,160     -1,422      8,646     -2,330      2,385     10,476      9,609:       225      1,092
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       37.5       26.1       37.2       26.5       92.1       90.1:       7.9        9.9
Old  :     100.0:      44.7       48.0       15.8       30.3       26.0       90.8       89.8:       9.2       10.2
Other:     100.0:      31.6       52.1       11.0       52.1       27.7       94.8       90.9:       5.2        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       327:        94        103        109         93         88        255        247:
Old  :       311:       104         92         74         78         82        217        216:
Other:       196:        43         61         38         53         59        123        133:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.3       14.1       20.8       23.0       10.3        9.0       17.1       15.9
Old  :                 14.2       12.4       23.7       21.7       11.2       12.0       19.8       20.9
Other:                 26.0       34.0       43.0       45.9       26.0       33.7       43.0       42.4
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   205,427:    58,597     77,455     52,397     75,425     56,261    186,419    186,113:    19,008     19,314
Old  :   151,184:    60,474     71,502     28,203     47,874     36,732    136,551    136,437:    14,633     14,747
Other:    54,243:    16,003     23,833      6,314     27,551     19,529     49,868     49,676:     4,375      4,567
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :     5,514:     2,363      5,025        590      2,596        483      5,549      6,098:       -35       -584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       37.7       25.5       36.7       27.4       90.7       90.6:       9.3        9.4
Old  :     100.0:      40.0       47.3       18.7       31.7       24.3       90.3       90.2:       9.7        9.8
Other:     100.0:      29.5       43.9       11.6       50.8       36.0       91.9       91.6:       8.1        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        59         52         57         63         67        150        154:
Old  :       201:        60         51         40         53         58        130        133:
Other:       134:        24         34         23         44         51         84         94:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.2       18.6       34.5       29.6       16.3       15.4       23.6       24.4
Old  :                 21.7       23.0       34.7       35.8       18.1       19.9       29.0       30.5
Other:                 39.3       32.0       50.0       49.2       35.6       29.6       45.4       42.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,280,828:   265,359    393,010    282,814    592,129    440,252  1,140,302  1,116,076:   140,526    164,752
Old  : 1,089,177:   295,131    411,084    164,386    502,804    382,723    962,321    958,193:   126,856    130,984
Other:   191,651:    81,655     93,353      7,001     89,325     57,529    177,981    157,883:    13,670     33,768
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :    13,288:    -2,055     -1,974     15,842      7,140      3,165     20,927     17,033:    -7,639     -3,745
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       30.7       22.1       46.2       34.4       89.0       87.1:      11.0       12.9
Old  :     100.0:      27.1       37.7       15.1       46.2       35.1       88.4       88.0:      11.6       12.0
Other:     100.0:      42.6       48.7        3.7       46.6       30.0       92.9       82.4:       7.1       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       697:       113        147        143        287        305        492        534:
Old  :       682:       114        160        122        278        280        467        499:
Other:       397:        59         61         21         89        220        159        291:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.5       10.8       16.3       17.4        8.8        9.4       14.8       14.8
Old  :                 10.8       11.0       18.5       18.1       10.4       10.5       17.4       16.4
Other:                 21.5       27.3       32.5       36.0       21.1       27.3       32.1       35.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :     3,344:       256        805         67      1,740      1,637      2,063      2,509:     1,281        835
Old  :     3,219:       256        753         67      1,716      1,602      2,039      2,422:     1,180        797
Other:       125:         0         52          0         24         35         24         87:       101         38
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :        19:       -70        -20          2         45        -12        -23        -30:        42         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       24.1        2.0       52.0       49.0       61.7       75.0:      38.3       25.0
Old  :     100.0:       8.0       23.4        2.1       53.3       49.8       63.3       75.2:      36.7       24.8
Other:     100.0:       0.0       41.6        0.0       19.2       28.0       19.2       69.6:      80.8       30.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          5          1          9          6         13         11:
Old  :        20:         3          5          1          9          6         13         11:
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  :                 38.7       49.3       54.7       67.1       29.5       37.2       42.0       53.1
Old  :                 39.4       50.3       56.0       67.2       30.2       37.9       43.2       53.2
Other:                 19.2       69.6       19.2       69.6       11.2       61.6       11.2       61.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   637,033:    97,494    109,420    120,929    361,392    340,676    579,815    571,025:    57,218     66,008
Old  :   544,307:    94,622     85,711     95,367    303,044    310,225    493,033    491,303:    51,274     53,004
Other:    92,726:    22,511     43,348      5,923     58,348     30,451     86,782     79,722:     5,944     13,004
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :   -56,349:    -3,650     10,274    -23,333    -21,412    -31,049    -48,395    -44,108:    -7,954    -12,241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       17.2       19.0       56.7       53.5       91.0       89.6:       9.0       10.4
Old  :     100.0:      17.4       15.7       17.5       55.7       57.0       90.6       90.3:       9.4        9.7
Other:     100.0:      24.3       46.7        6.4       62.9       32.8       93.6       86.0:       6.4       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       488:       123        112        134        185        203        382        389:
Old  :       479:       128        104        120        176        191        363        364:
Other:       263:        42         69         30         66        116        128        196:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       14.5       22.5       23.9       10.1       13.2       17.7       20.0
Old  :                 13.8       16.8       24.1       27.6       10.9       15.3       18.8       23.0
Other:                 21.8       23.4       39.8       33.2       21.1       23.2       38.3       32.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   479,577:    83,038    116,858    114,776    250,192    221,045    448,006    452,679:    31,571     26,898
Old  :   419,502:    99,800    116,753     77,406    214,781    200,394    391,987    394,553:    27,515     24,949
Other:    60,075:    12,035     28,902      8,573     35,411     20,651     56,019     58,126:     4,056      1,949
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :     2,295:      -786     16,678      2,707      5,575    -14,426      7,496      4,959:    -5,201     -2,664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       24.4       23.9       52.2       46.1       93.4       94.4:       6.6        5.6
Old  :     100.0:      23.8       27.8       18.5       51.2       47.8       93.4       94.1:       6.6        5.9
Other:     100.0:      20.0       48.1       14.3       58.9       34.4       93.2       96.8:       6.8        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:        82         82         90        100         84        236        219:
Old  :       302:        82         84         84         97         81        227        213:
Other:       114:        26         25         19         49         24         86         59:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       16.4       19.8       27.0        9.2       14.4       16.1       20.8
Old  :                 12.1       17.1       20.9       27.3        9.9       14.9       16.8       21.4
Other:                 27.9       47.4       45.3       67.7       24.6       45.6       39.4       61.5
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,379,332:   155,392    298,935      5,788  1,026,432    931,942  1,187,612  1,236,665:   191,720    142,667
Old  : 1,379,332:   155,392    298,935      5,788  1,026,432    931,942  1,187,612  1,236,665:   191,720    142,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :    17,117:    13,775     19,312        578      9,886     14,450     24,239     34,340:    -7,122    -17,223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       21.7        0.4       74.4       67.6       86.1       89.7:      13.9       10.3
Old  :     100.0:      11.3       21.7        0.4       74.4       67.6       86.1       89.7:      13.9       10.3
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  :       198:        22         35         16         97        105        130        145:
Old  :       198:        22         35         16         97        105        130        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  :                 24.1       17.2       38.6       30.9       22.6       15.0       36.9       25.2
Old  :                 24.1       17.2       38.6       30.9       22.6       15.0       36.9       25.2
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, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,623,045:   147,004    438,049      3,102  1,306,425  1,035,232  1,456,531  1,476,383:   166,514    146,662
Old  : 1,623,045:   147,004    438,049      3,102  1,306,425  1,035,232  1,456,531  1,476,383:   166,514    146,662
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :       186:     1,770        841        -97        104       -407      1,777        337:    -1,591       -151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       27.0        0.2       80.5       63.8       89.7       91.0:      10.3        9.0
Old  :     100.0:       9.1       27.0        0.2       80.5       63.8       89.7       91.0:      10.3        9.0
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  :       175:        16         28         12        108         90        130        124:
Old  :       175:        16         28         12        108         90        130        124:
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  :                 22.7       34.5       38.7       50.5       21.4       33.9       34.3       45.8
Old  :                 22.7       34.5       38.7       50.5       21.4       33.9       34.3       45.8
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, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   445,612:   111,476     70,495    101,675    185,945    240,460    399,096    412,630:    46,516     32,982
Old  :   404,872:   115,099     74,295     77,888    168,371    222,009    361,358    374,192:    43,514     30,680
Other:    40,740:    13,895     13,718      6,269     17,574     18,451     37,738     38,438:     3,002      2,302
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :   -29,373:   -11,095      9,321    -11,549      1,435    -25,281    -21,209    -27,509:    -8,164     -1,864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       15.8       22.8       41.7       54.0       89.6       92.6:      10.4        7.4
Old  :     100.0:      28.4       18.4       19.2       41.6       54.8       89.3       92.4:      10.7        7.6
Other:     100.0:      34.1       33.7       15.4       43.1       45.3       92.6       94.3:       7.4        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       303:        83         63         88        115        110        248        227:
Old  :       299:        86         63         86        112        107        241        223:
Other:       116:        28         24         21         41         28         85         62:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       26.7       21.6       39.4        9.2       22.9       15.9       33.4
Old  :                 13.2       27.9       23.2       40.7       10.4       24.8       17.6       35.4
Other:                 26.9       39.6       42.4       55.3       26.3       39.6       40.5       54.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    11,796:     5,401        203        406      3,278     10,398      9,085     11,007:     2,711        789
Old  :    10,938:     5,394        203        406      2,501      9,590      8,301     10,199:     2,637        739
Other:       858:         7          0          0        777        808        784        808:        74         50
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :      -231:       339       -129       -118        -54         51        167       -196:      -398        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.8        1.7        3.4       27.8       88.1       77.0       93.3:      23.0        6.7
Old  :     100.0:      49.3        1.9        3.7       22.9       87.7       75.9       93.2:      24.1        6.8
Other:     100.0:       0.8        0.0        0.0       90.6       94.2       91.4       94.2:       8.6        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        27          1          7         15         17         46         24:
Old  :        61:        27          1          7         15         17         46         24:
Other:        10:         2          0          0          3          5          5          5:
     :----------------------------------------------------------------------------------------------------
     :             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       63.2       40.7       76.5       26.2       63.1       40.7       76.3
Old  :                 23.3       60.9       38.3       75.1       23.3       60.7       38.3       74.9
Other:                 91.0       93.9       91.4       94.2       91.0       93.9       91.4       94.2
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders - Futures Only, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  : 3,762,107:   399,864  1,664,947     54,397  3,043,487  1,915,503  3,497,748  3,634,847:   264,359    127,260
Old  : 3,762,107:   399,864  1,664,947     54,397  3,043,487  1,915,503  3,497,748  3,634,847:   264,359    127,260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :   -65,849:   -35,054    -60,835      6,884    -25,064      5,279    -53,234    -48,672:   -12,615    -17,177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       44.3        1.4       80.9       50.9       93.0       96.6:       7.0        3.4
Old  :     100.0:      10.6       44.3        1.4       80.9       50.9       93.0       96.6:       7.0        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  :       446:       109         49         30        231        167        354        232:
Old  :       446:       109         49         30        231        167        354        232:
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  :                 25.5       33.0       33.4       49.3       23.9       33.0       30.6       48.8
Old  :                 25.5       33.0       33.4       49.3       23.9       33.0       30.6       48.8
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, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  : 4,589,883:   430,563  1,235,547     56,476  3,680,677  2,955,123  4,167,716  4,247,146:   422,167    342,737
Old  : 4,589,883:   430,563  1,235,547     56,476  3,680,677  2,955,123  4,167,716  4,247,146:   422,167    342,737
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :    36,371:   -13,639    103,773     -1,957     41,501    -45,247     25,905     56,569:    10,466    -20,198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       26.9        1.2       80.2       64.4       90.8       92.5:       9.2        7.5
Old  :     100.0:       9.4       26.9        1.2       80.2       64.4       90.8       92.5:       9.2        7.5
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  :       396:        51         72         36        209        184        282        270:
Old  :       396:        51         72         36        209        184        282        270:
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  :                 23.0       21.5       36.2       32.4       20.2       19.9       29.8       28.5
Old  :                 23.0       21.5       36.2       32.4       20.2       19.9       29.8       28.5
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, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,043,847:   242,077    520,108     24,507  1,582,887  1,238,999  1,849,471  1,783,614:   194,376    260,233
Old  : 2,043,847:   242,077    520,108     24,507  1,582,887  1,238,999  1,849,471  1,783,614:   194,376    260,233
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :    19,222:     5,360     18,173      3,603     15,599     12,800     24,562     34,576:    -5,340    -15,354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       25.4        1.2       77.4       60.6       90.5       87.3:       9.5       12.7
Old  :     100.0:      11.8       25.4        1.2       77.4       60.6       90.5       87.3:       9.5       12.7
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  :       191:        19         33         16         99        103        127        143:
Old  :       191:        19         33         16         99        103        127        143:
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  :                 34.7       26.2       49.8       38.7       33.9       23.5       45.6       32.2
Old  :                 34.7       26.2       49.8       38.7       33.9       23.5       45.6       32.2
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, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :     3,471:       870      1,714        635        732          0      2,237      2,349:     1,234      1,122
Old  :     3,471:       870      1,714        635        732          0      2,237      2,349:     1,234      1,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :        87:        26        271        263        475          0        764        534:      -677       -447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       49.4       18.3       21.1        0.0       64.4       67.7:      35.6       32.3
Old  :     100.0:      25.1       49.4       18.3       21.1        0.0       64.4       67.7:      35.6       32.3
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  :        24:        11         11          1          2          0         13         12:
Old  :        24:        11         11          1          2          0         13         12:
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  :                 52.0       56.1       59.3       63.2       33.7       39.8       41.1       46.2
Old  :                 52.0       56.1       59.3       63.2       33.7       39.8       41.1       46.2
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, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  : 5,742,599:   406,283  1,719,724     70,760  4,822,943  3,684,615  5,299,986  5,475,099:   442,613    267,500
Old  : 5,742,599:   406,283  1,719,724     70,760  4,822,943  3,684,615  5,299,986  5,475,099:   442,613    267,500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :    21,522:     7,955    -66,826      3,354     -6,984     95,857      4,325     32,385:    17,197    -10,863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       29.9        1.2       84.0       64.2       92.3       95.3:       7.7        4.7
Old  :     100.0:       7.1       29.9        1.2       84.0       64.2       92.3       95.3:       7.7        4.7
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  :       368:        60         44         28        201        176        276        233:
Old  :       368:        60         44         28        201        176        276        233:
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  :                 22.6       24.5       32.9       36.1       21.1       24.4       30.0       34.9
Old  :                 22.6       24.5       32.9       36.1       21.1       24.4       30.0       34.9
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, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,596,563:   195,967    306,140    250,173  1,121,182    998,407  1,567,322  1,554,720:    29,241     41,843
Old  : 1,596,563:   195,967    306,140    250,173  1,121,182    998,407  1,567,322  1,554,720:    29,241     41,843
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :    15,197:   -24,194     42,368        747     53,938    -11,527     30,491     31,588:   -15,294    -16,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       19.2       15.7       70.2       62.5       98.2       97.4:       1.8        2.6
Old  :     100.0:      12.3       19.2       15.7       70.2       62.5       98.2       97.4:       1.8        2.6
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  :       150:        24         42         46         72         79        126        137:
Old  :       150:        24         42         46         72         79        126        137:
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  :                 25.7       24.6       40.1       36.3       18.5       19.3       25.4       24.3
Old  :                 25.7       24.6       40.1       36.3       18.5       19.3       25.4       24.3
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, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    98,501:    28,469     17,316      1,981     54,316     66,799     84,766     86,096:    13,735     12,405
Old  :    98,501:    28,469     17,316      1,981     54,316     66,799     84,766     86,096:    13,735     12,405
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :    -1,828:    -1,414     -5,444       -569        431      6,284     -1,552        271:      -276     -2,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       17.6        2.0       55.1       67.8       86.1       87.4:      13.9       12.6
Old  :     100.0:      28.9       17.6        2.0       55.1       67.8       86.1       87.4:      13.9       12.6
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  :       101:        29         23         14         31         27         65         59:
Old  :       101:        29         23         14         31         27         65         59:
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       37.1       46.7       56.7       32.7       36.1       45.7       55.5
Old  :                 33.5       37.1       46.7       56.7       32.7       36.1       45.7       55.5
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, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    98,501:    28,469     17,316      1,981     54,316     66,799     84,766     86,096:    13,735     12,405
Old  :    98,501:    28,469     17,316      1,981     54,316     66,799     84,766     86,096:    13,735     12,405
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :    -1,828:    -1,414     -5,444       -569        431      6,284     -1,552        271:      -276     -2,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       17.6        2.0       55.1       67.8       86.1       87.4:      13.9       12.6
Old  :     100.0:      28.9       17.6        2.0       55.1       67.8       86.1       87.4:      13.9       12.6
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  :       101:        29         23         14         31         27         65         59:
Old  :       101:        29         23         14         31         27         65         59:
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       37.1       46.7       56.7       32.7       36.1       45.7       55.5
Old  :                 33.5       37.1       46.7       56.7       32.7       36.1       45.7       55.5
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, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    46,855:         0        589          0     43,956     45,842     43,956     46,431:     2,899        424
Old  :    46,855:         0        589          0     43,956     45,842     43,956     46,431:     2,899        424
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :       780:         0       -158          0        707        943        707        785:        73         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.3        0.0       93.8       97.8       93.8       99.1:       6.2        0.9
Old  :     100.0:       0.0        1.3        0.0       93.8       97.8       93.8       99.1:       6.2        0.9
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  :        38:         0          2          0         26         13         26         15:
Old  :        38:         0          2          0         26         13         26         15:
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  :                 41.4       78.6       63.3       94.7       39.9       78.6       60.1       93.6
Old  :                 41.4       78.6       63.3       94.7       39.9       78.6       60.1       93.6
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, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    73,191:    12,580     19,763          0     60,375     53,405     72,955     73,168:       236         23
Old  :    73,191:    12,580     19,763          0     60,375     53,405     72,955     73,168:       236         23
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :     5,750:    -1,616       -929       -101      8,848      8,150      7,131      7,120:    -1,381     -1,370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       27.0        0.0       82.5       73.0       99.7      100.0:       0.3        0.0
Old  :     100.0:      17.2       27.0        0.0       82.5       73.0       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  :        35:        20          8          0          6          2         26         10:
Old  :        35:        20          8          0          6          2         26         10:
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  :                 87.0       93.5       94.2       99.8       87.0       93.5       94.2       99.8
Old  :                 87.0       93.5       94.2       99.8       87.0       93.5       94.2       99.8
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, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    71,079:    21,136     21,126     49,933          0          0     71,069     71,059:        10         20
Old  :    71,079:    21,136     21,126     49,933          0          0     71,069     71,059:        10         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :       325:       325        325          0          0          0        325        325:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       29.7       70.3        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      29.7       29.7       70.3        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  :        22:        12         10          4          0          0         14         12:
Old  :        22:        12         10          4          0          0         14         12:
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  :                 77.7       98.6       93.6       99.7       19.8       29.0       29.1       29.6
Old  :                 77.7       98.6       93.6       99.7       19.8       29.0       29.1       29.6
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, December 26, 2023                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    35,473:    23,689     12,261     11,784          0     11,367     35,473     35,412:         0         61
Old  :    35,473:    23,689     12,261     11,784          0     11,367     35,473     35,412:         0         61
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 19, 2023                    :
     :       675:       675        675          0          0          0        675        675:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.8       34.6       33.2        0.0       32.0      100.0       99.8:       0.0        0.2
Old  :     100.0:      66.8       34.6       33.2        0.0       32.0      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  :        28:        11         16          4          0          1         13         19:
Old  :        28:        11         16          4          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  :                 72.2       78.4       96.7       89.7       50.6       52.3       64.6       60.3
Old  :                 72.2       78.4       96.7       89.7       50.6       52.3       64.6       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 29, 2023