WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      396,009
COMMITMENTS
 124,909  153,916   97,278  143,969  110,209  366,156  361,403   29,853   34,606

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:    -23,537)
   3,564   -5,713  -16,274   -8,578      836  -21,288  -21,151   -2,249   -2,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     38.9     24.6     36.4     27.8     92.5     91.3      7.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
     107      123      123       89       93      270      274                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      252,919
COMMITMENTS
  62,886   90,503   58,592  110,726   81,295  232,204  230,390   20,715   22,529

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:      2,060)
     279    5,637  -11,255   11,469    5,284      493     -334    1,567    2,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     35.8     23.2     43.8     32.1     91.8     91.1      8.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      56       67       71       70       68      172      170                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,610,391
COMMITMENTS
 281,214  527,153  440,776  730,978  467,474  1452968  1435403  157,423  174,988

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:      1,014)
   5,250   21,767    9,538  -11,338  -30,851    3,450      454   -2,436      560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     32.7     27.4     45.4     29.0     90.2     89.1      9.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      733)
     119      170      176      324      312      555      577                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      769,700
COMMITMENTS
  86,975  248,726  173,598  456,229  284,591  716,802  706,915   52,898   62,785

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:     -7,399)
   6,716    7,650  -16,385    3,077    3,359   -6,592   -5,376     -807   -2,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     32.3     22.6     59.3     37.0     93.1     91.8      6.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      522)
     107      166      153      181      195      391      427                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      556,400
COMMITMENTS
 105,702  130,318  147,250  275,768  250,305  528,720  527,873   27,680   28,527

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:    -30,019)
   2,500   -7,485  -11,568  -18,255  -10,955  -27,323  -30,008   -2,696      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     23.4     26.5     49.6     45.0     95.0     94.9      5.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      89       84       93      115      100      258      232                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,434,869
COMMITMENTS
 185,581  298,952   13,641  1029694  970,631  1228916  1283224  205,953  151,645

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:      1,443)
  13,393  -16,022   -8,241   -8,928   15,985   -3,776   -8,278    5,219    9,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     20.8      1.0     71.8     67.6     85.6     89.4     14.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      23       39       22      104      108      142      154                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,673,295
COMMITMENTS
 165,750  500,626    5,713  1330881  1021876  1502344  1528215  170,951  145,080

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:     22,104)
   9,852    3,524    1,889    3,386   19,229   15,127   24,642    6,977   -2,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     29.9      0.3     79.5     61.1     89.8     91.3     10.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      16       24       13      115       95      139      124                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      494,513
COMMITMENTS
  79,737  125,204  121,886  244,539  215,809  446,162  462,899   48,351   31,614

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:      3,299)
   4,254   15,799   -7,390    6,329   -6,405    3,193    2,004      106    1,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     25.3     24.6     49.5     43.6     90.2     93.6      9.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
      85       76      101      135      105      278      239                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,116
COMMITMENTS
   6,165    1,406      481    2,595    9,066    9,241   10,953    2,875    1,163

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:        389)
     435       26       66      -98       58      403      150      -14      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.9     11.6      4.0     21.4     74.8     76.3     90.4     23.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      30        8        8       15       17       48       30                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,974,204
COMMITMENTS
 374,316  1562330   81,306  3254831  2202352  3710453  3845988  263,751  128,216

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:     29,652)
  12,618 -104,977   24,907   -5,023  109,067   32,502   28,997   -2,850      655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     39.3      2.0     81.9     55.4     93.4     96.8      6.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      458)
      94       57       40      241      181      361      252                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,735,241
COMMITMENTS
 489,605  1250124   99,998  3713618  3025049  4303221  4375171  432,020  360,070

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:     27,334)
  21,937  -46,006    7,901  -21,851   62,566    7,987   24,461   19,347    2,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     26.4      2.1     78.4     63.9     90.9     92.4      9.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
      60       80       52      208      190      297      293                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,202,726
COMMITMENTS
 279,753  510,459   38,234  1686833  1373310  2004820  1922003  197,906  280,723

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:     19,233)
 -16,213   -1,157    8,610   15,061   18,561    7,458   26,014   11,775   -6,781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     23.2      1.7     76.6     62.3     91.0     87.3      9.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      22       29       20      103      109      136      147                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        7,632
COMMITMENTS
   1,637    1,265    4,263      797       50    6,697    5,578      935    2,054

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:      3,601)
    -778   -1,311    4,206      129       50    3,557    2,945       44      656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     16.6     55.9     10.4      0.7     87.7     73.1     12.3     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4       14        2        2        1        7       16                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,900,715
COMMITMENTS
 417,558  1733851   89,695  4996200  3780810  5503453  5604356  397,262  296,359

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:     67,462)
 -10,765    8,361   17,010   69,647   29,382   75,892   54,753   -8,430   12,709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     29.4      1.5     84.7     64.1     93.3     95.0      6.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
      64       56       40      225      191      315      261                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,937,647
COMMITMENTS
 259,866  401,847  297,607  1346488  1193055  1903961  1892509   33,686   45,138

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:    129,036)
   5,345   11,366    8,220  113,988  104,957  127,553  124,543    1,483    4,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     20.7     15.4     69.5     61.6     98.3     97.7      1.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      28       35       38       80       84      130      138                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      105,714
COMMITMENTS
  33,947   12,403    2,343   52,919   76,538   89,208   91,283   16,505   14,430

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:      1,293)
     673      114     -421     -738     -825     -487   -1,133    1,779    2,425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     11.7      2.2     50.1     72.4     84.4     86.3     15.6     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      37       22       12       39       34       79       65                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,437
COMMITMENTS
  32,665   12,296    2,090   52,815   75,931   87,570   90,317   15,867   13,120

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:       -984)
    -609        7     -674     -842   -1,432   -2,125   -2,099    1,141    1,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     11.9      2.0     51.1     73.4     84.7     87.3     15.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      27       18       10       37       31       67       56                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       55,849
COMMITMENTS
       0    3,138        0   53,058   51,706   53,058   54,844    2,791    1,005

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:     -2,221)
    -942      400        0   -1,345   -2,660   -2,287   -2,260       66       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.6      0.0     95.0     92.6     95.0     98.2      5.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        4        0       23       13       23       17                  
 
 
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE                   Code-124608
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX)                                  OPEN INTEREST:       22,767
COMMITMENTS
  15,191    3,440      153    1,039    6,070   16,383    9,663    6,384   13,104

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.7     15.1      0.7      4.6     26.7     72.0     42.4     28.0     57.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      12        7        1        2        3       14       11                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       96,241
COMMITMENTS
  11,462   19,575       24   84,449   76,601   95,935   96,200      306       41

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:          4)
       2      -12        0      -20       11      -18       -1       22        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     20.3      0.0     87.7     79.6     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      18       12        1        6        2       24       15                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       80,277
COMMITMENTS
  28,090   28,063   52,174        0        0   80,264   80,237       13       40

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:       -670)
    -670     -675        0        0        0     -670     -675        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     35.0     65.0      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      16        9        4        0        0       18       11                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 02/13/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       34,373
COMMITMENTS
  23,558   12,686   10,804        0   10,804   34,362   34,294       11       79

CHANGES FROM 02/06/24 (CHANGE IN OPEN INTEREST:        844)
     844      842        2        0        0      846      844       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.5     36.9     31.4      0.0     31.4    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      12       16        4        0        1       14       19                  



Updated February 13, 2024