WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      409,905
COMMITMENTS
 101,450  148,286  127,085  150,278   95,975  378,813  371,346   31,092   38,559

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:    -59,032)
 -12,546  -38,959  -16,102  -28,258   -4,820  -56,906  -59,882   -2,126      850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7     36.2     31.0     36.7     23.4     92.4     90.6      7.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
     103      106      130      101       97      278      264                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      211,976
COMMITMENTS
  58,227   75,487   58,032   76,533   58,192  192,791  191,711   19,184   20,265

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:     -4,581)
     500   -7,667    2,605   -7,557      573   -4,453   -4,489     -128      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.5     35.6     27.4     36.1     27.5     90.9     90.4      9.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      67       45       57       62       70      150      156                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,504,457
COMMITMENTS
 250,269  369,704  434,386  649,118  499,912  1333773  1304002  170,684  200,455

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:     -1,324)
  -1,396  -12,852    7,535   -1,545    4,470    4,594     -846   -5,918     -477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     24.6     28.9     43.1     33.2     88.7     86.7     11.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      722)
     123      160      182      350      339      591      583                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        3,494
COMMITMENTS
     272      904       63    1,636    1,578    1,971    2,545    1,523      949

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        285)
    -195      212       -1      354      -63      158      148      127      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8     25.9      1.8     46.8     45.2     56.4     72.8     43.6     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        9        2        9        7       13       16                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      849,842
COMMITMENTS
 108,464   86,006  267,088  412,825  418,393  788,377  771,487   61,465   78,354

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:      3,764)
  -9,018   -3,376   27,445  -14,029  -19,170    4,398    4,899     -634   -1,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     10.1     31.4     48.6     49.2     92.8     90.8      7.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      567)
     142      140      186      221      244      467      476                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      496,970
COMMITMENTS
  83,072   91,908  137,356  242,241  239,608  462,669  468,872   34,301   28,098

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:    -13,102)
  -4,424    1,723   -7,125   -2,926   -8,574  -14,475  -13,975    1,373      873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     18.5     27.6     48.7     48.2     93.1     94.3      6.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      84       70      102       98       88      235      222                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,450,465
COMMITMENTS
 120,920  250,422   90,965  1044228  946,430  1256114  1287817  194,352  162,648

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:     15,710)
  12,082    7,847    3,733    7,742    1,824   23,557   13,404   -7,847    2,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3     17.3      6.3     72.0     65.3     86.6     88.8     13.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      21       38       37      114      117      163      164                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,583,497
COMMITMENTS
 116,053  409,005    6,779  1290241  1011951  1413072  1427735  170,425  155,763

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:     -2,878)
  16,964   -7,856      574  -13,864    1,627    3,674   -5,655   -6,551    2,777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3     25.8      0.4     81.5     63.9     89.2     90.2     10.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      14       24       15      105       88      128      118                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      565,774
COMMITMENTS
 135,968   44,805  166,974  205,065  320,562  508,007  532,342   57,768   33,433

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:    -28,509)
 -22,858    6,838   -8,336    1,601  -27,148  -29,594  -28,646    1,085      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0      7.9     29.5     36.2     56.7     89.8     94.1     10.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     103       56      104      124      122      276      246                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,767
COMMITMENTS
   5,210      445      789    3,882   10,748    9,881   11,982    2,886      784

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:       -212)
    -311     -143      -21     -235       -2     -567     -166      356      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.8      3.5      6.2     30.4     84.2     77.4     93.9     22.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      28        4       10       17       22       48       35                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,994,780
COMMITMENTS
 404,436  1764667   93,586  3232211  2008310  3730232  3866563  264,548  128,217

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:   -154,958)
  14,329 -101,640    2,439 -162,574  -50,749 -145,806 -149,950   -9,152   -5,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     44.2      2.3     80.9     50.3     93.4     96.8      6.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      453)
     106       52       36      236      174      358      246                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,332,570
COMMITMENTS
 470,428  1069277  593,489  3853076  3286272  4916993  4949038  415,577  383,531

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:    -74,331)
  35,254  -59,119   -5,424  -76,795    1,416  -46,965  -63,127  -27,366  -11,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8     20.1     11.1     72.3     61.6     92.2     92.8      7.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      430)
      61       82       84      244      211      358      324                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,982,501
COMMITMENTS
 214,045  490,614   10,944  1553808  1211339  1778797  1712897  203,705  269,605

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:     -9,499)
   4,707   13,309   -4,736  -15,780  -20,065  -15,808  -11,492    6,309    1,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8     24.7      0.6     78.4     61.1     89.7     86.4     10.3     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      20       31       15       98      106      128      142                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        4,111
COMMITMENTS
   2,709    1,579      186       60    1,348    2,955    3,113    1,156      998

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        835)
     546       56       71       60      702      677      829      158        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.9     38.4      4.5      1.5     32.8     71.9     75.7     28.1     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10       13        3        1        1       13       16                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,017,607
COMMITMENTS
 460,520  1780894  225,404  4889844  3700862  5575768  5707160  441,839  310,447

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:    -49,090)
  44,759  -59,920    6,204  -84,468   14,467  -33,505  -39,250  -15,585   -9,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7     29.6      3.7     81.3     61.5     92.7     94.8      7.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
      62       51       52      219      198      307      275                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,493,915
COMMITMENTS
 129,934  289,131  200,279  1133265  960,542  1463478  1449952   30,437   43,963

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:     11,843)
  -8,835   -2,792   -8,667   29,005   21,379   11,503    9,920      340    1,923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     19.4     13.4     75.9     64.3     98.0     97.1      2.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      26       32       43       74       81      126      131                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      112,112
COMMITMENTS
  25,968   22,517    6,027   65,793   65,585   97,788   94,129   14,323   17,983

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:     17,192)
    -292   -3,428    4,103   12,315   14,948   16,126   15,623    1,066    1,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     20.1      5.4     58.7     58.5     87.2     84.0     12.8     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      26       24       17       36       35       70       70                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      112,112
COMMITMENTS
  25,968   22,517    6,027   65,793   65,585   97,788   94,129   14,323   17,983

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:     17,192)
    -292   -3,428    4,103   12,315   14,948   16,126   15,623    1,066    1,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     20.1      5.4     58.7     58.5     87.2     84.0     12.8     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      26       24       17       36       35       70       70                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       59,221
COMMITMENTS
       0    2,583        0   56,816   55,880   56,816   58,463    2,405      758

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:     15,954)
       0     -291        0   17,464   16,454   17,464   16,163   -1,510     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.4      0.0     95.9     94.4     95.9     98.7      4.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        0       28       15       28       18                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       65,888
COMMITMENTS
  12,969   19,496      660   51,591   45,255   65,220   65,411      668      477

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:      1,476)
     387      555      486      248        0    1,121    1,041      355      435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7     29.6      1.0     78.3     68.7     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      24       11        2        6        2       30       15                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       68,241
COMMITMENTS
  17,601   17,044   50,640        0      417   68,241   68,101        0      140

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:         54)
     264      644     -210        0     -500       54      -66        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.8     25.0     74.2      0.0      0.6    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11       10        5        0        1       14       13                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       34,355
COMMITMENTS
  26,895   17,928    7,460        0    8,905   34,355   34,293        0       62

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:      2,564)
    -804      529    3,368        0   -1,333    2,564    2,564        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    78.3     52.2     21.7      0.0     25.9    100.0     99.8      0.0      0.2

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



Updated December 15, 2023