WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      373,389
COMMITMENTS
 123,166  160,147   83,909  137,340   96,584  344,415  340,640   28,974   32,749

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:    -23,081)
  -1,003   -8,661  -11,248   -8,467      383  -20,718  -19,526   -2,363   -3,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     42.9     22.5     36.8     25.9     92.2     91.2      7.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
      95      122      113       86       86      248      258                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      245,922
COMMITMENTS
  68,459   99,077   55,348  103,521   71,751  227,328  226,176   18,594   19,746

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:     -4,332)
   3,346    2,419     -907   -4,743   -2,389   -2,304     -877   -2,028   -3,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     40.3     22.5     42.1     29.2     92.4     92.0      7.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      60       70       59       74       72      167      169                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,504,488
COMMITMENTS
 295,676  528,280  386,935  670,777  420,149  1353388  1335364  151,100  169,124

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:    -96,492)
  13,127  -20,336  -30,940  -67,479  -35,639  -85,292  -86,915  -11,200   -9,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     35.1     25.7     44.6     27.9     90.0     88.8     10.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      695)
     133      158      153      308      306      524      549                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      714,761
COMMITMENTS
  92,361  283,593  138,153  432,418  229,468  662,932  651,214   51,829   63,547

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:    -90,158)
  -8,615   22,329  -37,074  -43,946  -75,148  -89,635  -89,893     -523     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     39.7     19.3     60.5     32.1     92.7     91.1      7.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      485)
      96      158      148      178      175      376      397                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      523,859
COMMITMENTS
 107,981  146,907  134,953  252,660  215,371  495,594  497,231   28,265   26,628

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:    -31,626)
      71    5,056  -13,611  -18,522  -23,284  -32,062  -31,839      436      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     28.0     25.8     48.2     41.1     94.6     94.9      5.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      88       79       95      105       94      246      229                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,534,097
COMMITMENTS
 237,978  252,016   79,078  1015447  1048829  1332503  1379923  201,594  154,174

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:    116,962)
  52,153  -28,603   63,605    6,542   83,823  122,300  118,825   -5,338   -1,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     16.4      5.2     66.2     68.4     86.9     90.0     13.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      26       36       28      105      108      148      155                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,660,740
COMMITMENTS
 146,336  466,119   47,228  1287850  1000032  1481414  1513379  179,326  147,361

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:    -27,592)
 -11,806  -14,783   18,664  -45,381  -30,530  -38,523  -26,649   10,931     -943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     28.1      2.8     77.5     60.2     89.2     91.1     10.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      13       22       20      107       96      133      125                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      459,860
COMMITMENTS
  80,930  147,750   91,304  242,674  186,436  414,908  425,490   44,952   34,370

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:    -41,077)
  -6,337   15,030  -26,997   -4,823  -31,911  -38,157  -43,878   -2,920    2,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     32.1     19.9     52.8     40.5     90.2     92.5      9.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
      71       86       86      132       97      261      224                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,339
COMMITMENTS
   6,841    1,145      310    2,473    9,921    9,624   11,376    2,715      963

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:         82)
     563     -194      -57      -50      490      456      239     -374     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.4      9.3      2.5     20.0     80.4     78.0     92.2     22.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      32        7        5       16       19       50       29                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,770,154
COMMITMENTS
 387,138  1331036   85,232  3030544  2220764  3502914  3637032  267,240  133,122

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:   -260,696)
   5,386 -159,840  -47,153 -219,376  -49,002 -261,143 -255,995      447   -4,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     35.3      2.3     80.4     58.9     92.9     96.5      7.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      440)
      91       57       46      224      184      344      259                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,532,179
COMMITMENTS
 474,529  1140111  134,886  3492870  2876485  4102285  4151482  429,894  380,697

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:   -287,314)
  -2,483  -65,967  -53,939 -231,900 -189,832 -288,322 -309,738    1,008   22,424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     25.2      3.0     77.1     63.5     90.5     91.6      9.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
      53       81       43      201      184      279      283                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,247,370
COMMITMENTS
 281,655  471,555   58,530  1696545  1434706  2036730  1964791  210,640  282,579

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:     36,009)
  13,869   12,730  -16,125   23,713   45,512   21,457   42,117   14,552   -6,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     21.0      2.6     75.5     63.8     90.6     87.4      9.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      23       27       26      105      113      143      151                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        8,323
COMMITMENTS
   1,930      829    5,286      172      336    7,388    6,451      935    1,872

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     10.0     63.5      2.1      4.0     88.8     77.5     11.2     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4       12        2        1        2        6       16                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,059,054
COMMITMENTS
 382,396  1577789  173,935  5074656  4015853  5630987  5767577  428,067  291,477

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:     58,801)
 -40,605  -78,512      482   57,092  144,549   16,969   66,519   41,832   -7,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     26.0      2.9     83.8     66.3     92.9     95.2      7.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
      66       58       45      224      194      319      269                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,031,511
COMMITMENTS
 264,244  485,648  305,370  1427609  1204534  1997223  1995552   34,288   35,959

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:     68,790)
  -7,424   51,450   38,171   38,802  -16,471   69,549   73,150     -759   -4,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     23.9     15.0     70.3     59.3     98.3     98.2      1.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      26       40       42       80       82      131      142                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      106,563
COMMITMENTS
  33,554   14,233    2,949   53,500   76,091   90,002   93,272   16,561   13,291

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:      1,820)
     542     -839      250     -190    3,008      602    2,419    1,218     -599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     13.4      2.8     50.2     71.4     84.5     87.5     15.5     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      45       27       13       38       31       88       66                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      104,051
COMMITMENTS
  32,779   14,591    2,004   53,399   75,356   88,182   91,951   15,869   12,100

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:      1,677)
     486     -974      261     -185    2,874      562    2,161    1,115     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     14.0      1.9     51.3     72.4     84.7     88.4     15.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      34       20       10       36       29       75       54                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       53,603
COMMITMENTS
       0    3,801        0   50,881   48,805   50,881   52,606    2,722      997

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:       -293)
       0      190        0     -353     -348     -353     -158       60     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.1      0.0     94.9     91.0     94.9     98.1      5.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        4        0       25       13       25       17                  
 
 
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE                   Code-124608
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX)                                  OPEN INTEREST:       25,116
COMMITMENTS
  17,034    5,700      161    1,006    7,350   18,201   13,211    6,915   11,905

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:      1,433)
     644    1,437     -198      -45    1,344      401    2,583    1,032   -1,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.8     22.7      0.6      4.0     29.3     72.5     52.6     27.5     47.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      12       10        3        2        2       14       15                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       96,296
COMMITMENTS
  11,625   19,706        0   84,367   76,557   95,992   96,263      304       33

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:         76)
      78      125        0       -2      -29       76       96        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     20.5      0.0     87.6     79.5     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      19       14        0        6        1       25       15                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       79,909
COMMITMENTS
  27,722   27,720   52,174        0        0   79,896   79,894       13       15

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:        -50)
     -50      -20        0        0        0      -50      -20        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     34.7     65.3      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 02/27/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       37,548
COMMITMENTS
  26,717   15,844   10,820        0   10,804   37,537   37,468       11       80

CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST:        891)
     881      881       10        0        0      891      891        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.2     42.2     28.8      0.0     28.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      13       15        4        0        1       15       18                  



Updated February 27, 2024