WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :   387,675:    81,906    119,225    120,577    150,786    110,542    353,270    350,345:    34,405     37,331
Old  :   262,239:    82,906    106,798     60,900     91,995     69,447    235,802    237,145:    26,437     25,093
Other:   125,437:    35,661     49,088     23,016     58,791     41,095    117,468    113,199:     7,968     12,237
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :   -14,706:      -257     -3,729    -14,055        494      3,832    -13,818    -13,952:      -888       -754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       30.8       31.1       38.9       28.5       91.1       90.4:       8.9        9.6
Old  :     100.0:      31.6       40.7       23.2       35.1       26.5       89.9       90.4:      10.1        9.6
Other:     100.0:      28.4       39.1       18.3       46.9       32.8       93.6       90.2:       6.4        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       330:       100        101        113         96        102        257        264:
Old  :       318:       102         95         95         88         94        231        246:
Other:       196:        42         65         44         53         68        125        148:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       11.3       22.0       20.7       10.4        9.9       17.6       16.1
Old  :                 13.1       13.8       22.5       24.2       11.7       12.8       18.9       21.2
Other:                 26.4       23.1       42.1       34.0       25.1       21.3       40.5       29.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :   162,296:    33,456     36,976     36,548     73,104     68,160    143,109    141,684:    19,188     20,612
Old  :   120,162:    39,334     38,722     15,337     51,005     52,023    105,675    106,082:    14,487     14,080
Other:    42,135:     7,639     11,771      7,695     22,100     16,137     37,433     35,602:     4,701      6,532
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :    -3,331:      -294       -149     -1,389       -887     -2,029     -2,571     -3,568:      -760        237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       22.8       22.5       45.0       42.0       88.2       87.3:      11.8       12.7
Old  :     100.0:      32.7       32.2       12.8       42.4       43.3       87.9       88.3:      12.1       11.7
Other:     100.0:      18.1       27.9       18.3       52.5       38.3       88.8       84.5:      11.2       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        54         40         52         72         70        149        142:
Old  :       190:        58         37         40         67         64        137        130:
Other:       121:        19         28         25         44         49         78         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       19.2       23.8       29.8       13.2       17.0       20.9       23.9
Old  :                 16.8       24.4       27.1       35.0       15.5       22.6       25.2       32.0
Other:                 22.9       29.7       37.5       44.1       21.9       26.7       36.5       36.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,423,239:   301,810     92,489    348,243    615,460    782,781  1,265,513  1,223,513:   157,726    199,726
Old  : 1,209,048:   267,574     99,595    277,143    529,641    678,466  1,074,357  1,055,205:   134,691    153,843
Other:   214,191:    75,900     34,558     29,436     85,819    104,314    191,156    168,308:    23,035     45,883
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :   -20,416:    36,645    -12,539    -31,877    -22,827     22,759    -18,058    -21,657:    -2,358      1,241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        6.5       24.5       43.2       55.0       88.9       86.0:      11.1       14.0
Old  :     100.0:      22.1        8.2       22.9       43.8       56.1       88.9       87.3:      11.1       12.7
Other:     100.0:      35.4       16.1       13.7       40.1       48.7       89.2       78.6:      10.8       21.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       719:       149        102        165        323        400        556        597:
Old  :       703:       152         94        149        314        388        534        569:
Other:       491:        61         69         45        141        306        227        395:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.8        8.9       16.3       14.6        9.5        7.5       15.3       11.3
Old  :                 10.6        9.4       17.6       15.3       10.4        8.2       16.9       12.2
Other:                 22.5       12.2       34.7       19.9       22.5       10.7       34.3       17.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :     3,968:       687      1,697         53      1,098      1,077      1,838      2,827:     2,130      1,141
Old  :     3,789:       713      1,697         27      1,098      1,053      1,838      2,777:     1,951      1,012
Other:       180:         0         26          0          0         24          0         50:       180        130
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :      -470:       -95       -311        -18       -123          0       -236       -329:      -234       -141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       42.8        1.3       27.7       27.1       46.3       71.2:      53.7       28.8
Old  :     100.0:      18.8       44.8        0.7       29.0       27.8       48.5       73.3:      51.5       26.7
Other:     100.0:       0.0       14.5        0.0        0.0       13.4        0.0       27.8:     100.0       72.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          6          1          9          6         13         13:
Old  :        22:         4          6          1          9          5         13         12:
Other:         3:         0          1          0          0          2          0          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  :                 25.4       43.0       38.1       63.7       25.4       42.1       37.3       62.8
Old  :                 26.6       44.5       39.9       66.2       26.6       43.6       39.1       65.2
Other:                  0.0       27.8        0.0       27.8        0.0       27.8        0.0       27.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :   682,246:   178,389     45,609    139,905    311,894    408,585    630,188    594,100:    52,059     88,147
Old  :   592,477:   163,977     41,225    112,739    270,431    373,452    547,147    527,415:    45,331     65,062
Other:    89,769:    27,132     17,104     14,446     41,463     35,134     83,041     66,684:     6,728     23,085
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :   -50,869:     4,618     -2,255    -30,364    -25,454    -18,791    -51,200    -51,410:       331        541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        6.7       20.5       45.7       59.9       92.4       87.1:       7.6       12.9
Old  :     100.0:      27.7        7.0       19.0       45.6       63.0       92.3       89.0:       7.7       11.0
Other:     100.0:      30.2       19.1       16.1       46.2       39.1       92.5       74.3:       7.5       25.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       499:       160         87        153        186        214        410        403:
Old  :       491:       150         94        143        182        203        397        384:
Other:       264:        51         48         35         66        140        133        208:
     :----------------------------------------------------------------------------------------------------
     :             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       13.9       19.6       22.1       10.7       11.8       17.9       19.1
Old  :                 11.7       15.5       20.5       24.4       11.5       13.4       19.1       21.0
Other:                 25.0       17.6       40.2       26.5       23.4       14.1       36.1       20.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :   403,106:    96,860     27,877     85,436    184,740    267,223    367,035    380,536:    36,071     22,570
Old  :   360,960:   101,690     28,786     68,000    159,541    243,898    329,231    340,685:    31,729     20,275
Other:    42,147:     4,876      8,796      7,730     25,199     23,325     37,805     39,851:     4,342      2,295
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :   -42,350:     3,621     -3,118    -28,040    -17,642     -9,022    -42,060    -40,180:      -290     -2,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        6.9       21.2       45.8       66.3       91.1       94.4:       8.9        5.6
Old  :     100.0:      28.2        8.0       18.8       44.2       67.6       91.2       94.4:       8.8        5.6
Other:     100.0:      11.6       20.9       18.3       59.8       55.3       89.7       94.6:      10.3        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        86         45         77         98        103        221        202:
Old  :       267:        87         45         75         98        100        220        197:
Other:       104:        20         21         17         47         32         77         60:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.2       28.8       19.5       39.8        9.6       25.6       15.9       34.5
Old  :                 11.5       29.4       20.0       39.3        9.6       26.6       16.4       34.9
Other:                 30.4       39.1       46.1       60.5       23.4       31.6       37.1       45.6
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,307,508:    60,844    213,942     75,713    986,418    871,417  1,122,975  1,161,071:   184,533    146,437
Old  : 1,307,508:    60,844    213,942     75,713    986,418    871,417  1,122,975  1,161,071:   184,533    146,437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :   -49,096:    -4,836      4,524    -19,810    -25,231    -31,279    -49,877    -46,565:       782     -2,530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       16.4        5.8       75.4       66.6       85.9       88.8:      14.1       11.2
Old  :     100.0:       4.7       16.4        5.8       75.4       66.6       85.9       88.8:      14.1       11.2
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  :       194:        25         27         32        120        109        162        151:
Old  :       194:        25         27         32        120        109        162        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       26.4       35.0       38.0       19.3       24.1       31.3       34.0
Old  :                 21.2       26.4       35.0       38.0       19.3       24.1       31.3       34.0
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 with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,412,882:    62,145    431,048      2,936  1,182,030    863,817  1,247,111  1,297,801:   165,771    115,081
Old  : 1,412,882:    62,145    431,048      2,936  1,182,030    863,817  1,247,111  1,297,801:   165,771    115,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :    -1,989:    -1,471      5,631       -789       -806     -6,824     -3,066     -1,982:     1,077         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       30.5        0.2       83.7       61.1       88.3       91.9:      11.7        8.1
Old  :     100.0:       4.4       30.5        0.2       83.7       61.1       88.3       91.9:      11.7        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        14         13          9         98         87        116        105:
Old  :       151:        14         13          9         98         87        116        105:
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  :                 23.6       34.7       37.4       55.6       21.3       34.7       33.1       52.0
Old  :                 23.6       34.7       37.4       55.6       21.3       34.7       33.1       52.0
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 with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :   435,113:   157,348     11,619     73,859    155,035    319,243    386,242    404,721:    48,871     30,392
Old  :   407,021:   153,856     15,115     61,996    145,546    301,629    361,398    378,741:    45,623     28,281
Other:    28,091:     9,430      2,443      5,924      9,490     17,613     24,844     25,980:     3,248      2,111
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :   -18,151:     6,700        959    -14,051     -5,421     -3,239    -12,772    -16,330:    -5,379     -1,820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2        2.7       17.0       35.6       73.4       88.8       93.0:      11.2        7.0
Old  :     100.0:      37.8        3.7       15.2       35.8       74.1       88.8       93.1:      11.2        6.9
Other:     100.0:      33.6        8.7       21.1       33.8       62.7       88.4       92.5:      11.6        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:       109         33         85        108        112        255        204:
Old  :       290:       109         36         82        108        108        252        199:
Other:       106:        27         14         17         47         32         83         55:
     :----------------------------------------------------------------------------------------------------
     :             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       36.3       18.9       47.3       10.0       34.7       17.4       44.0
Old  :                 11.2       36.6       19.6       47.4       10.5       35.4       18.2       44.4
Other:                 31.1       42.2       41.9       60.8       20.7       36.0       30.0       46.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :     8,550:     1,470      2,228        732      4,841      4,496      7,044      7,456:     1,507      1,094
Old  :     7,725:     1,470      2,229        730      4,034      3,682      6,235      6,641:     1,491      1,084
Other:       825:         1          0          1        807        814        809        815:        16         10
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :      -659:       465       -820       -467       -911        610       -913       -677:       254         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       26.1        8.6       56.6       52.6       82.4       87.2:      17.6       12.8
Old  :     100.0:      19.0       28.9        9.5       52.2       47.7       80.7       86.0:      19.3       14.0
Other:     100.0:       0.1        0.0        0.1       97.8       98.7       98.1       98.8:       1.9        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        11         15          8         12         20         29         37:
Old  :        51:        11         15          8         11         20         28         37:
Other:        10:         2          0          2          5          3          7          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  :                 53.8       35.5       65.4       50.0       46.7       32.1       55.2       43.9
Old  :                 50.2       31.6       62.5       46.2       43.2       29.2       53.2       42.2
Other:                 97.1       98.7       98.1       98.8       97.1       98.7       97.9       98.7
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,245,087:   189,200    739,834     53,315  1,816,282  1,273,380  2,058,797  2,066,529:   186,290    178,557
Old  : 2,245,087:   189,200    739,834     53,315  1,816,282  1,273,380  2,058,797  2,066,529:   186,290    178,557
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :     4,597:    -3,790     41,817     -7,588     13,191    -21,186      1,813     13,042:     2,784     -8,445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       33.0        2.4       80.9       56.7       91.7       92.0:       8.3        8.0
Old  :     100.0:       8.4       33.0        2.4       80.9       56.7       91.7       92.0:       8.3        8.0
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  :       366:        50         64         37        173        181        240        265:
Old  :       366:        50         64         37        173        181        240        265:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       23.8       31.3       33.7       19.1       22.5       26.6       30.8
Old  :                 21.2       23.8       31.3       33.7       19.1       22.5       26.6       30.8
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 with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   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  : 4,672,954:   446,013    721,600    596,053  3,274,406  2,924,379  4,316,471  4,242,032:   356,482    430,922
Old  : 4,672,954:   446,013    721,600    596,053  3,274,406  2,924,379  4,316,471  4,242,032:   356,482    430,922
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :  -127,011:     1,451     14,345    -73,960    -71,895    -48,377   -144,404   -107,992:    17,394    -19,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       15.4       12.8       70.1       62.6       92.4       90.8:       7.6        9.2
Old  :     100.0:       9.5       15.4       12.8       70.1       62.6       92.4       90.8:       7.6        9.2
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  :       395:        63         72         75        208        201        311        308:
Old  :       395:        63         72         75        208        201        311        308:
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  :                 19.5       16.7       30.3       27.7       15.5       14.1       22.4       18.9
Old  :                 19.5       16.7       30.3       27.7       15.5       14.1       22.4       18.9
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 with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,426,917:   159,385    242,651     11,224  1,104,107    930,404  1,274,716  1,184,279:   152,201    242,638
Old  : 1,426,917:   159,385    242,651     11,224  1,104,107    930,404  1,274,716  1,184,279:   152,201    242,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :      -766:     1,406    -25,022       -795     -2,019     19,394     -1,408     -6,423:       642      5,657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       17.0        0.8       77.4       65.2       89.3       83.0:      10.7       17.0
Old  :     100.0:      11.2       17.0        0.8       77.4       65.2       89.3       83.0:      10.7       17.0
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  :       142:        16         24          9         74         84         94        113:
Old  :       142:        16         24          9         74         84         94        113:
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  :                 35.0       29.4       50.5       42.8       35.0       26.3       48.6       38.5
Old  :                 35.0       29.4       50.5       42.8       35.0       26.3       48.6       38.5
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 with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :     2,364:       900      1,459        250          0          0      1,150      1,709:     1,214        655
Old  :     2,364:       900      1,459        250          0          0      1,150      1,709:     1,214        655
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :      -124:      -163       -375        249          0          0         86       -126:      -210          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1       61.7       10.6        0.0        0.0       48.6       72.3:      51.4       27.7
Old  :     100.0:      38.1       61.7       10.6        0.0        0.0       48.6       72.3:      51.4       27.7
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  :        27:        17          9          3          0          0         20         10:
Old  :        27:        17          9          3          0          0         20         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  :                 22.4       63.3       33.7       69.8       16.8       54.0       26.1       60.4
Old  :                 22.4       63.3       33.7       69.8       16.8       54.0       26.1       60.4
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 with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   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  : 4,380,860:   241,690    900,427    193,149  3,625,933  2,897,515  4,060,772  3,991,091:   320,087    389,768
Old  : 4,380,860:   241,690    900,427    193,149  3,625,933  2,897,515  4,060,772  3,991,091:   320,087    389,768
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :   -81,346:    -4,531     -8,453    -35,171    -34,488    -45,413    -74,190    -89,037:    -7,156      7,691
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       20.6        4.4       82.8       66.1       92.7       91.1:       7.3        8.9
Old  :     100.0:       5.5       20.6        4.4       82.8       66.1       92.7       91.1:       7.3        8.9
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  :       329:        39         55         40        176        181        234        257:
Old  :       329:        39         55         40        176        181        234        257:
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  :                 34.4       17.5       45.0       27.4       29.9       16.7       38.7       25.9
Old  :                 34.4       17.5       45.0       27.4       29.9       16.7       38.7       25.9
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 with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,556,477:   142,267    236,514    162,827  1,219,869  1,116,229  1,524,963  1,515,570:    31,514     40,907
Old  : 1,556,477:   142,267    236,514    162,827  1,219,869  1,116,229  1,524,963  1,515,570:    31,514     40,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :    25,428:    -6,076      2,801      9,550     27,103     15,999     30,577     28,350:    -5,149     -2,922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       15.2       10.5       78.4       71.7       98.0       97.4:       2.0        2.6
Old  :     100.0:       9.1       15.2       10.5       78.4       71.7       98.0       97.4:       2.0        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  :       132:        18         26         34         76         81        118        119:
Old  :       132:        18         26         34         76         81        118        119:
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  :                 30.6       26.4       45.7       38.7       24.7       20.7       31.8       29.4
Old  :                 30.6       26.4       45.7       38.7       24.7       20.7       31.8       29.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    37,507:    11,737     17,749        582     18,825     11,343     31,144     29,674:     6,363      7,833
Old  :    37,507:    11,737     17,749        582     18,825     11,343     31,144     29,674:     6,363      7,833
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :     1,167:      -790      2,004        309      1,292     -1,000        811      1,313:       356       -146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       47.3        1.6       50.2       30.2       83.0       79.1:      17.0       20.9
Old  :     100.0:      31.3       47.3        1.6       50.2       30.2       83.0       79.1:      17.0       20.9
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  :        84:        18         25         10         27         21         53         48:
Old  :        84:        18         25         10         27         21         53         48:
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  :                 36.6       42.5       51.9       55.5       36.4       42.5       51.4       54.5
Old  :                 36.6       42.5       51.9       55.5       36.4       42.5       51.4       54.5
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 with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :    75,013:    23,473     35,497      1,164     37,651     22,687     62,287     59,348:    12,726     15,665
Old  :    75,013:    23,473     35,497      1,164     37,651     22,687     62,287     59,348:    12,726     15,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :     2,334:    -1,579      4,008        618      2,584     -2,000      1,623      2,626:       711       -292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       47.3        1.6       50.2       30.2       83.0       79.1:      17.0       20.9
Old  :     100.0:      31.3       47.3        1.6       50.2       30.2       83.0       79.1:      17.0       20.9
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  :        84:        18         25         10         27         21         53         48:
Old  :        84:        18         25         10         27         21         53         48:
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  :                 36.6       42.5       51.9       55.5       36.4       42.5       51.4       54.5
Old  :                 36.6       42.5       51.9       55.5       36.4       42.5       51.4       54.5
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 with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   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  :    44,412:     2,048        874          2     40,000     42,533     42,050     43,409:     2,362      1,003
Old  :    44,412:     2,048        874          2     40,000     42,533     42,050     43,409:     2,362      1,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :     1,619:        65        219          2      1,911      1,318      1,978      1,539:      -359         80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6        2.0        0.0       90.1       95.8       94.7       97.7:       5.3        2.3
Old  :     100.0:       4.6        2.0        0.0       90.1       95.8       94.7       97.7:       5.3        2.3
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  :        31:         3          2          1         20          9         24         11:
Old  :        31:         3          2          1         20          9         24         11:
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  :                 50.6       74.3       69.4       95.2       48.4       72.6       66.6       92.3
Old  :                 50.6       74.3       69.4       95.2       48.4       72.6       66.6       92.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE                                                      Code-124608
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($0.5 X DJIA INDEX)                                                        :
     :          :                                                                            :
All  :    20,549:    11,474      3,824        155      1,767        622     13,396      4,601:     7,153     15,948
Old  :    20,549:    11,474      3,824        155      1,767        622     13,396      4,601:     7,153     15,948
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.8       18.6        0.8        8.6        3.0       65.2       22.4:      34.8       77.6
Old  :     100.0:      55.8       18.6        0.8        8.6        3.0       65.2       22.4:      34.8       77.6
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  :        20:         8          8          4          3          2         13         12:
Old  :        20:         8          8          4          3          2         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  :                 50.3       14.8       61.1       20.2       50.1       14.6       59.1       19.4
Old  :                 50.3       14.8       61.1       20.2       50.1       14.6       59.1       19.4
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 with Delta-adjusted Options and Futures Combined, December 27, 2022                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    55,525:    11,056     14,377        733     43,403     40,322     55,192     55,432:       333         93
Old  :    55,525:    11,056     14,377        733     43,403     40,322     55,192     55,432:       333         93
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2022                    :
     :    -9,143:    -5,697     -4,962     -2,702       -676     -1,476     -9,075     -9,140:       -68         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       25.9        1.3       78.2       72.6       99.4       99.8:       0.6        0.2
Old  :     100.0:      19.9       25.9        1.3       78.2       72.6       99.4       99.8:       0.6        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  :        41:        17         16          2          7          2         24         20:
Old  :        41:        17         16          2          7          2         24         20:
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  :                 81.8       88.5       92.9       96.3       81.8       88.5       92.5       96.3
Old  :                 81.8       88.5       92.9       96.3       81.8       88.5       92.5       96.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 30, 2022