WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   391,669:   114,277    163,896    104,793    133,152     86,631    352,222    355,320:    39,447     36,349
Old  :   350,893:   115,074    160,130     83,349    116,126     76,049    314,549    319,528:    36,344     31,365
Other:    40,776:    15,744     20,307      4,903     17,026     10,582     37,673     35,792:     3,103      4,984
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :    14,899:     4,296      7,505      5,994      2,574        213     12,864     13,712:     2,035      1,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       41.8       26.8       34.0       22.1       89.9       90.7:      10.1        9.3
Old  :     100.0:      32.8       45.6       23.8       33.1       21.7       89.6       91.1:      10.4        8.9
Other:     100.0:      38.6       49.8       12.0       41.8       26.0       92.4       87.8:       7.6       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       373:       118        109         98        112         91        285        254:
Old  :       368:       114        112         91        109         84        277        241:
Other:       155:        26         37         21         45         59         85        106:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       13.1       20.5       23.4        9.0       11.7       16.1       19.3
Old  :                 11.8       14.1       21.3       24.8        9.6       12.6       16.7       21.2
Other:                 27.4       28.3       42.2       43.3       27.3       27.7       39.9       39.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   198,936:    53,369     64,628     49,226     78,779     63,890    181,374    177,744:    17,562     21,192
Old  :   186,187:    56,901     66,187     39,393     73,626     61,097    169,920    166,677:    16,267     19,510
Other:    12,749:     5,085      7,058      1,216      5,153      2,793     11,454     11,067:     1,295      1,682
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :     3,251:     1,144      1,853        323      2,680        633      4,147      2,809:      -896        442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       32.5       24.7       39.6       32.1       91.2       89.3:       8.8       10.7
Old  :     100.0:      30.6       35.5       21.2       39.5       32.8       91.3       89.5:       8.7       10.5
Other:     100.0:      39.9       55.4        9.5       40.4       21.9       89.8       86.8:      10.2       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        62         55         56         67         76        159        165:
Old  :       219:        62         56         51         65         73        152        160:
Other:        94:        20         17          8         29         39         52         62:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       19.6       31.4       33.2       14.3       17.1       23.4       26.6
Old  :                 20.9       20.7       32.7       35.2       17.5       18.2       27.0       28.7
Other:                 29.3       52.8       46.8       62.2       28.3       52.8       42.8       59.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,268,176:   264,473    352,461    245,298    628,085    509,249  1,137,856  1,107,008:   130,320    161,168
Old  : 1,185,610:   277,876    361,392    196,816    587,086    480,341  1,061,778  1,038,549:   123,832    147,061
Other:    82,566:    34,106     38,578        973     40,999     28,908     76,078     68,459:     6,488     14,107
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :    38,476:   -13,849     28,507     20,760     26,987    -11,884     33,898     37,383:     4,578      1,093
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       27.8       19.3       49.5       40.2       89.7       87.3:      10.3       12.7
Old  :     100.0:      23.4       30.5       16.6       49.5       40.5       89.6       87.6:      10.4       12.4
Other:     100.0:      41.3       46.7        1.2       49.7       35.0       92.1       82.9:       7.9       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       708:       127        141        166        318        297        543        535:
Old  :       706:       127        152        151        308        287        523        520:
Other:       316:        46         44         13         73        172        125        224:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.3       11.2       16.6       18.6        9.2        9.6       15.9       14.3
Old  :                  9.8       11.4       17.5       18.7        9.7       10.0       16.7       14.9
Other:                 28.9       38.6       44.4       47.1       28.9       38.5       44.4       47.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     4,518:     1,480          0         66        924      3,153      2,470      3,219:     2,048      1,299
Old  :     4,431:     1,535          0          9        924      3,153      2,468      3,162:     1,963      1,269
Other:        87:         0         55          2          0          0          2         57:        85         30
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :       393:        96        -66          5        226        429        327        368:        66         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8        0.0        1.5       20.5       69.8       54.7       71.2:      45.3       28.8
Old  :     100.0:      34.6        0.0        0.2       20.9       71.2       55.7       71.4:      44.3       28.6
Other:     100.0:       0.0       63.2        2.3        0.0        0.0        2.3       65.5:      97.7       34.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        12          0          2          8          9         20         11:
Old  :        25:        12          0          2          8          9         20         11:
Other:         1:         0          1          1          0          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       56.2       32.2       68.2       19.7       51.7       31.3       60.4
Old  :                 20.3       57.3       32.8       69.6       20.1       52.7       31.9       61.6
Other:                  2.3       65.5        2.3       65.5        0.0       63.2        0.0       63.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   740,047:   162,761     77,544    160,970    366,434    434,874    690,165    673,388:    49,882     66,659
Old  :   706,519:   164,666     80,925    143,319    351,361    420,102    659,346    644,346:    47,173     62,173
Other:    33,528:    14,079     12,603      1,667     15,073     14,772     30,819     29,042:     2,709      4,486
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :    23,847:     1,293      3,405     23,254     -1,590     -1,993     22,957     24,666:       890       -819
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       10.5       21.8       49.5       58.8       93.3       91.0:       6.7        9.0
Old  :     100.0:      23.3       11.5       20.3       49.7       59.5       93.3       91.2:       6.7        8.8
Other:     100.0:      42.0       37.6        5.0       45.0       44.1       91.9       86.6:       8.1       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       556:       136        121        164        177        231        408        449:
Old  :       555:       139        127        156        174        224        401        438:
Other:       234:        27         56         13         38        129         72        191:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       15.4       20.7       25.1       10.7       13.6       16.6       19.4
Old  :                 12.5       15.8       20.6       25.7       11.2       14.0       17.3       19.9
Other:                 49.6       20.2       63.2       33.6       48.7       19.7       61.1       31.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    22,545:    16,531      1,546        216          8      9,517     16,755     11,279:     5,790     11,266
Old  :    20,012:    14,874      1,544        214          8      7,544     15,096      9,302:     4,916     10,710
Other:     2,533:     1,657          2          2          0      1,973      1,659      1,977:       874        556
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :       -41:       174         41         96          2          0        272        137:      -313       -178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.3        6.9        1.0        0.0       42.2       74.3       50.0:      25.7       50.0
Old  :     100.0:      74.3        7.7        1.1        0.0       37.7       75.4       46.5:      24.6       53.5
Other:     100.0:      65.4        0.1        0.1        0.0       77.9       65.5       78.0:      34.5       22.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         7          3          3          3         16         10         22:
Old  :        25:         6          3          1          3         16          9         20:
Other:        18:         3          1          2          0         14          3         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 67.3       29.4       74.3       37.6       67.3       29.4       73.3       37.5
Old  :                 69.9       24.0       75.4       32.9       69.9       23.9       74.3       32.8
Other:                 65.5       74.7       65.5       76.5       65.4       74.7       65.4       76.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   471,433:    97,027     51,025    102,567    240,105    296,443    439,699    450,035:    31,734     21,398
Old  :   455,678:   103,665     52,462     90,416    231,067    292,069    425,148    434,947:    30,530     20,731
Other:    15,755:     2,893      8,094      2,620      9,038      4,374     14,551     15,088:     1,204        667
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :    16,984:    -8,877      1,056     17,846     10,330        185     19,299     19,087:    -2,315     -2,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       10.8       21.8       50.9       62.9       93.3       95.5:       6.7        4.5
Old  :     100.0:      22.7       11.5       19.8       50.7       64.1       93.3       95.5:       6.7        4.5
Other:     100.0:      18.4       51.4       16.6       57.4       27.8       92.4       95.8:       7.6        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:        91         53         86         92         98        233        202:
Old  :       286:        91         54         84         91         96        231        198:
Other:        58:        12         13          9         22         17         38         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       20.8       23.3       32.6        9.0       16.0       15.4       23.8
Old  :                 13.8       21.4       23.2       32.6        8.9       16.6       15.8       24.6
Other:                 40.2       56.8       63.0       72.3       31.2       51.4       51.7       63.3
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,339,675:    79,656    272,343     12,495  1,056,184    903,521  1,148,335  1,188,359:   191,340    151,316
Old  : 1,339,675:    79,656    272,343     12,495  1,056,184    903,521  1,148,335  1,188,359:   191,340    151,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :    -3,382:    -3,497     -9,102     -1,590      2,285      2,039     -2,802     -8,653:      -580      5,271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       20.3        0.9       78.8       67.4       85.7       88.7:      14.3       11.3
Old  :     100.0:       5.9       20.3        0.9       78.8       67.4       85.7       88.7:      14.3       11.3
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  :       208:        24         40         17        102        105        135        153:
Old  :       208:        24         40         17        102        105        135        153:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       23.8       40.4       35.9       24.9       20.8       37.8       29.7
Old  :                 26.3       23.8       40.4       35.9       24.9       20.8       37.8       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                                                                 Code-020604
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,545,926:    83,739    460,664     10,208  1,279,765    935,966  1,373,712  1,406,838:   172,214    139,088
Old  : 1,545,926:    83,739    460,664     10,208  1,279,765    935,966  1,373,712  1,406,838:   172,214    139,088
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :    -2,293:    -2,483     -3,829       -875        574     13,567     -2,784      8,863:       491    -11,156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       29.8        0.7       82.8       60.5       88.9       91.0:      11.1        9.0
Old  :     100.0:       5.4       29.8        0.7       82.8       60.5       88.9       91.0:      11.1        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        18         24         14        107         86        133        116:
Old  :       176:        18         24         14        107         86        133        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       33.6       39.5       48.4       21.5       33.1       35.5       44.2
Old  :                 22.6       33.6       39.5       48.4       21.5       33.1       35.5       44.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   457,445:   109,513     21,230    114,826    189,177    296,432    413,516    432,488:    43,929     24,957
Old  :   450,904:   110,410     21,625    111,730    185,799    293,251    407,939    426,606:    42,965     24,298
Other:     6,541:     1,287      1,789        912      3,378      3,181      5,577      5,882:       964        659
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :     1,912:      -403      4,064     -7,573     10,947      6,012      2,971      2,503:    -1,059       -591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        4.6       25.1       41.4       64.8       90.4       94.5:       9.6        5.5
Old  :     100.0:      24.5        4.8       24.8       41.2       65.0       90.5       94.6:       9.5        5.4
Other:     100.0:      19.7       27.4       13.9       51.6       48.6       85.3       89.9:      14.7       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        94         39         82        108        100        239        199:
Old  :       281:        96         40         82        108        100        239        199:
Other:        58:        17          8          8         25         14         47         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.2       32.1       21.0       44.5        9.5       29.5       16.8       37.8
Old  :                 12.2       32.4       21.2       44.7        9.6       30.0       16.9       38.4
Other:                 34.3       44.9       53.8       66.0       30.2       33.7       45.3       51.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,435:     4,325        703        173      4,761      9,850      9,259     10,726:     2,176        709
Old  :    11,140:     4,325        703        173      4,468      9,580      8,966     10,456:     2,174        684
Other:       295:         0          0          0        293        270        293        270:         2         25
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :      -563:      -976        -29         69        750       -656       -157       -616:      -406         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8        6.1        1.5       41.6       86.1       81.0       93.8:      19.0        6.2
Old  :     100.0:      38.8        6.3        1.6       40.1       86.0       80.5       93.9:      19.5        6.1
Other:     100.0:       0.0        0.0        0.0       99.3       91.5       99.3       91.5:       0.7        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        26          4          7         18         16         46         25:
Old  :        60:        26          4          7         18         16         46         25:
Other:         3:         0          0          0          1          2          1          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.4       64.2       43.7       77.9       30.4       59.3       42.2       71.7
Old  :                 28.6       63.5       42.2       77.5       28.6       58.5       40.7       71.1
Other:                 99.3       91.5       99.3       91.5       99.3       91.5       99.3       91.5
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,653,520:   320,048  1,559,657     42,809  3,031,053  1,902,514  3,393,910  3,504,980:   259,610    148,540
Old  : 3,653,520:   320,048  1,559,657     42,809  3,031,053  1,902,514  3,393,910  3,504,980:   259,610    148,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :    -8,421:   -21,150        569     -9,415     18,021      4,014    -12,544     -4,832:     4,123     -3,589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       42.7        1.2       83.0       52.1       92.9       95.9:       7.1        4.1
Old  :     100.0:       8.8       42.7        1.2       83.0       52.1       92.9       95.9:       7.1        4.1
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  :       428:        86         45         25        240        166        338        224:
Old  :       428:        86         45         25        240        166        338        224:
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  :                 28.7       35.6       37.2       54.5       26.7       35.5       34.3       54.4
Old  :                 28.7       35.6       37.2       54.5       26.7       35.5       34.3       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                                                   Code-043602
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,681,032:   467,114  1,211,416     96,783  3,712,430  2,992,220  4,276,327  4,300,419:   404,705    380,613
Old  : 4,681,032:   467,114  1,211,416     96,783  3,712,430  2,992,220  4,276,327  4,300,419:   404,705    380,613
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :   -37,750:    12,234    -34,999    -12,162    -25,661     24,814    -25,589    -22,347:   -12,161    -15,403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       25.9        2.1       79.3       63.9       91.4       91.9:       8.6        8.1
Old  :     100.0:      10.0       25.9        2.1       79.3       63.9       91.4       91.9:       8.6        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  :       420:        68         70         41        211        186        303        273:
Old  :       420:        68         70         41        211        186        303        273:
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  :                 28.3       20.4       40.9       32.3       26.3       19.1       35.8       29.8
Old  :                 28.3       20.4       40.9       32.3       26.3       19.1       35.8       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                                                                  Code-043607
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,781,260:   216,251    362,684     30,595  1,344,525  1,110,590  1,591,371  1,503,869:   189,889    277,391
Old  : 1,781,260:   216,251    362,684     30,595  1,344,525  1,110,590  1,591,371  1,503,869:   189,889    277,391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :     9,029:    10,122    -20,493      4,490    -15,993     18,949     -1,381      2,946:    10,410      6,083
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       20.4        1.7       75.5       62.3       89.3       84.4:      10.7       15.6
Old  :     100.0:      12.1       20.4        1.7       75.5       62.3       89.3       84.4:      10.7       15.6
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  :       177:        20         24         12         96        103        121        134:
Old  :       177:        20         24         12         96        103        121        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       29.2       47.2       40.0       33.4       25.2       43.3       34.5
Old  :                 33.9       29.2       47.2       40.0       33.4       25.2       43.3       34.5
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 - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 x Index Points                                                        :
     :          :                                                                            :
All  :     8,368:     3,161      1,781      4,239          0        561      7,400      6,581:       968      1,787
Old  :     8,368:     3,161      1,781      4,239          0        561      7,400      6,581:       968      1,787
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :     1,191:       823         81        375        -59        561      1,139      1,017:        52        174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       21.3       50.7        0.0        6.7       88.4       78.6:      11.6       21.4
Old  :     100.0:      37.8       21.3       50.7        0.0        6.7       88.4       78.6:      11.6       21.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         6         19          1          0          2          6         22:
Old  :        27:         6         19          1          0          2          6         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.7       65.6       88.4       71.6       37.0       17.3       37.8       21.8
Old  :                 87.7       65.6       88.4       71.6       37.0       17.3       37.8       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-044601
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 5,391,830:   465,279  1,496,309     56,676  4,464,077  3,509,633  4,986,032  5,062,618:   405,798    329,212
Old  : 5,391,830:   465,279  1,496,309     56,676  4,464,077  3,509,633  4,986,032  5,062,618:   405,798    329,212
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :   -24,002:    41,122     15,884      4,917    -60,929    -45,960    -14,890    -25,159:    -9,112      1,157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       27.8        1.1       82.8       65.1       92.5       93.9:       7.5        6.1
Old  :     100.0:       8.6       27.8        1.1       82.8       65.1       92.5       93.9:       7.5        6.1
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  :       395:        69         56         25        198        182        280        250:
Old  :       395:        69         56         25        198        182        280        250:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       24.5       35.1       36.3       23.6       24.4       30.3       35.2
Old  :                 25.4       24.5       35.1       36.3       23.6       24.4       30.3       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FED FUNDS - CHICAGO BOARD OF TRADE                                                                      Code-045601
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,458,261:   104,572    289,526    226,959  1,091,054    896,014  1,422,585  1,412,499:    35,676     45,762
Old  : 1,458,261:   104,572    289,526    226,959  1,091,054    896,014  1,422,585  1,412,499:    35,676     45,762
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :   105,589:     8,213     46,277    -19,675    111,032     76,092     99,570    102,694:     6,019      2,895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       19.9       15.6       74.8       61.4       97.6       96.9:       2.4        3.1
Old  :     100.0:       7.2       19.9       15.6       74.8       61.4       97.6       96.9:       2.4        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        23         26         44         76         80        123        130:
Old  :       138:        23         26         44         76         80        123        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       22.0       41.2       34.0       16.1       17.6       25.3       27.6
Old  :                 25.3       22.0       41.2       34.0       16.1       17.6       25.3       27.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   102,910:    22,788     35,688      4,913     60,631     48,194     88,332     88,795:    14,578     14,115
Old  :   102,910:    22,788     35,688      4,913     60,631     48,194     88,332     88,795:    14,578     14,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :     8,977:       543      1,719      1,680      6,766      4,552      8,989      7,951:       -12      1,026
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       34.7        4.8       58.9       46.8       85.8       86.3:      14.2       13.7
Old  :     100.0:      22.1       34.7        4.8       58.9       46.8       85.8       86.3:      14.2       13.7
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  :        95:        25         21         11         35         31         67         58:
Old  :        95:        25         21         11         35         31         67         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       40.1       48.7       56.7       36.9       39.9       46.9       56.4
Old  :                 38.3       40.1       48.7       56.7       36.9       39.9       46.9       56.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                                                      Code-124603
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   102,910:    22,788     35,688      4,913     60,631     48,194     88,332     88,795:    14,578     14,115
Old  :   102,910:    22,788     35,688      4,913     60,631     48,194     88,332     88,795:    14,578     14,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :     8,977:       543      1,719      1,680      6,766      4,552      8,989      7,951:       -12      1,026
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       34.7        4.8       58.9       46.8       85.8       86.3:      14.2       13.7
Old  :     100.0:      22.1       34.7        4.8       58.9       46.8       85.8       86.3:      14.2       13.7
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  :        95:        25         21         11         35         31         67         58:
Old  :        95:        25         21         11         35         31         67         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       40.1       48.7       56.7       36.9       39.9       46.9       56.4
Old  :                 38.3       40.1       48.7       56.7       36.9       39.9       46.9       56.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    61,376:       380      2,906         13     58,467     57,387     58,860     60,306:     2,516      1,070
Old  :    61,376:       380      2,906         13     58,467     57,387     58,860     60,306:     2,516      1,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :    18,890:         0       -564         13     18,716     19,450     18,729     18,899:       161         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        4.7        0.0       95.3       93.5       95.9       98.3:       4.1        1.7
Old  :     100.0:       0.6        4.7        0.0       95.3       93.5       95.9       98.3:       4.1        1.7
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  :        41:         1          5          1         30         12         32         17:
Old  :        41:         1          5          1         30         12         32         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       75.2       66.7       90.5       24.7       50.7       40.5       61.3
Old  :                 48.5       75.2       66.7       90.5       24.7       50.7       40.5       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                                                                  Code-221602
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    65,192:    12,381     18,838        734     51,721     45,431     64,836     65,003:       356        189
Old  :    65,192:    12,381     18,838        734     51,721     45,431     64,836     65,003:       356        189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :     2,820:       241        107       -198      2,699      2,832      2,742      2,741:        78         79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       28.9        1.1       79.3       69.7       99.5       99.7:       0.5        0.3
Old  :     100.0:      19.0       28.9        1.1       79.3       69.7       99.5       99.7:       0.5        0.3
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  :        39:        20         11          4          8          2         31         14:
Old  :        39:        20         11          4          8          2         31         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.7       88.3       89.9       98.0       80.5       83.9       86.7       93.0
Old  :                 82.7       88.3       89.9       98.0       80.5       83.9       86.7       93.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                         Code-343603
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    72,534:    19,439     17,192     53,092          0      2,226     72,531     72,510:         3         24
Old  :    72,534:    19,439     17,192     53,092          0      2,226     72,531     72,510:         3         24
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :    -1,833:    -2,146     -2,146        313          0          0     -1,833     -1,833:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       23.7       73.2        0.0        3.1      100.0      100.0:       0.0        0.0
Old  :     100.0:      26.8       23.7       73.2        0.0        3.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        10         10          5          0          1         14         13:
Old  :        22:        10         10          5          0          1         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.3       95.1       94.8       99.3       18.9       25.0       26.7       26.4
Old  :                 79.3       95.1       94.8       99.3       18.9       25.0       26.7       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                          Code-344605
Commitments of Traders - Futures Only, September 12, 2023                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    22,437:    17,935     11,036      4,502          0      6,837     22,437     22,375:         0         62
Old  :    22,437:    17,935     11,036      4,502          0      6,837     22,437     22,375:         0         62
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2023                    :
     :       703:      -218       -218        921          0          0        703        703:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.9       49.2       20.1        0.0       30.5      100.0       99.7:       0.0        0.3
Old  :     100.0:      79.9       49.2       20.1        0.0       30.5      100.0       99.7:       0.0        0.3
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  :        26:        10         14          4          0          2         10         20:
Old  :        26:        10         14          4          0          2         10         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  :                 77.2       61.2       98.5       80.4       66.5       53.9       78.5       69.6
Old  :                 77.2       61.2       98.5       80.4       66.5       53.9       78.5       69.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 15, 2023