WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      396,389
COMMITMENTS
 120,577  174,346   99,844  143,984   88,204  364,405  362,394   31,984   33,995

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     -4,922)
  -9,146     -165    3,820     -765   -9,373   -6,091   -5,718    1,169      796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     44.0     25.2     36.3     22.3     91.9     91.4      8.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      98      124      109       86       74      254      245                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      264,243
COMMITMENTS
  74,063   99,865   62,382  110,010   82,483  246,455  244,730   17,788   19,513

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:      7,761)
   2,587      -79      -16    5,745    8,908    8,316    8,813     -555   -1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     37.8     23.6     41.6     31.2     93.3     92.6      6.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      58       81       67       70       76      170      184                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,532,171
COMMITMENTS
 297,244  486,274  425,117  658,122  459,072  1380483  1370463  151,688  161,708

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     30,037)
   5,415  -36,442   14,140   11,446   51,857   31,001   29,555     -964      482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     31.7     27.7     43.0     30.0     90.1     89.4      9.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      709)
     124      171      157      295      305      511      556                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      743,055
COMMITMENTS
  99,347  279,760  142,110  450,053  258,722  691,510  680,592   51,545   62,463

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     23,022)
   1,444  -15,384    8,444   11,892   27,839   21,780   20,899    1,242    2,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     37.6     19.1     60.6     34.8     93.1     91.6      6.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      493)
     107      146      155      173      180      380      401                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      547,710
COMMITMENTS
 112,652  145,174  152,571  254,151  223,653  519,374  521,398   28,336   26,312

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:      1,231)
   2,340  -13,946    9,347  -11,208    7,556      479    2,957      752   -1,726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     26.5     27.9     46.4     40.8     94.8     95.2      5.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      95       83      105      101       86      253      231                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,498,123
COMMITMENTS
 231,115  285,648   26,769  1043932  1045249  1301816  1357666  196,307  140,457

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:      5,739)
     670   -2,833  -25,599   39,524   40,018   14,595   11,586   -8,856   -5,847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     19.1      1.8     69.7     69.8     86.9     90.6     13.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      24       34       21      107      113      145      154                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,588,497
COMMITMENTS
 136,059  452,929    8,521  1271662  968,551  1416242  1430001  172,255  158,496

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:    -14,615)
  -5,444  -10,310   -4,574   -3,728    2,381  -13,746  -12,503     -869   -2,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     28.5      0.5     80.1     61.0     89.2     90.0     10.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      12       22       13      104       92      124      119                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      461,672
COMMITMENTS
  85,247  142,134   99,626  231,555  190,980  416,428  432,740   45,244   28,932

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     -2,069)
  -1,753   -4,375    3,426   -4,708      590   -3,035     -359      966   -1,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     30.8     21.6     50.2     41.4     90.2     93.7      9.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
      82       83       97      139      103      281      235                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,694
COMMITMENTS
   5,721    1,309      347    2,937    9,209    9,005   10,865    2,689      829

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:       -574)
    -807      221       37      490     -658     -280     -400     -294     -174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.9     11.2      3.0     25.1     78.7     77.0     92.9     23.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      31        5        7       17       20       51       29                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,637,131
COMMITMENTS
 426,089  1364145   50,657  2908549  2090051  3385295  3504853  251,836  132,278

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     29,509)
  39,353  -22,112    6,125  -23,960   43,759   21,518   27,772    7,991    1,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     37.5      1.4     80.0     57.5     93.1     96.4      6.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      463)
      95       60       31      239      179      352      252                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,253,098
COMMITMENTS
 457,839  1061385   62,936  3342267  2781088  3863042  3905409  390,056  347,689

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:    -24,678)
  45,581  -64,131  -24,123  -21,618   88,172     -160      -82  -24,518  -24,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     25.0      1.5     78.6     65.4     90.8     91.8      9.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
      55       79       34      198      188      271      283                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,037,874
COMMITMENTS
 291,066  424,736   36,877  1505286  1299182  1833229  1760795  204,645  277,079

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:    -48,978)
  15,243  -36,745   -4,251  -58,685   -6,739  -47,693  -47,735   -1,285   -1,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     20.8      1.8     73.9     63.8     90.0     86.4     10.0     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      26       24       18      100      123      134      157                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,857,325
COMMITMENTS
 355,674  1617808  104,721  4992128  3842986  5452523  5565515  404,802  291,810

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     42,123)
  -3,799  -33,552   29,874   13,957   45,928   40,032   42,250    2,091     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     27.6      1.8     85.2     65.6     93.1     95.0      6.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      405)
      63       53       32      216      186      298      252                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,795,770
COMMITMENTS
 130,033  325,783  267,164  1361057  1166776  1758254  1759723   37,516   36,047

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:    170,675)
  14,502   24,682   23,016  134,913  124,208  172,431  171,906   -1,756   -1,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     18.1     14.9     75.8     65.0     97.9     98.0      2.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      25       41       46       80       75      136      134                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      115,061
COMMITMENTS
  31,031   14,018   10,208   56,972   75,691   98,211   99,917   16,851   15,144

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     13,727)
     346   -1,224    8,565    3,505    4,264   12,415   11,605    1,312    2,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     12.2      8.9     49.5     65.8     85.4     86.8     14.6     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      39       29       22       34       31       88       68                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      112,366
COMMITMENTS
  30,251   14,580    9,105   56,885   74,703   96,241   98,388   16,125   13,978

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     13,210)
     808     -277    7,521    3,506    3,993   11,835   11,237    1,375    1,973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     13.0      8.1     50.6     66.5     85.6     87.6     14.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      31       24       17       31       29       74       59                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       77,020
COMMITMENTS
       0    6,964        0   73,897   68,810   73,897   75,774    3,123    1,246

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     23,054)
       0      922        0   22,463   21,814   22,463   22,736      591      318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.0      0.0     95.9     89.3     95.9     98.4      4.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        5        0       27       16       27       21                  
 
 
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE                   Code-124608
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX)                                  OPEN INTEREST:       26,953
COMMITMENTS
  18,321    4,903      507      869    9,880   19,697   15,290    7,256   11,663

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:      5,174)
   5,331      485      484      -13    2,712    5,802    3,681     -628    1,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.0     18.2      1.9      3.2     36.7     73.1     56.7     26.9     43.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      11        8        6        3        3       17       14                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       98,207
COMMITMENTS
  11,457   19,549    2,036   84,379   76,557   97,872   98,142      335       65

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:      2,299)
     129      280    1,995      181        0    2,305    2,275       -6       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     19.9      2.1     85.9     78.0     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      20       12        4        6        1       27       16                  
 
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-342603
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       20,610
COMMITMENTS
  15,830   14,142    4,774        0    1,693   20,604   20,609        6        1

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.8     68.6     23.2      0.0      8.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6       13        2        0        1        6       16                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       81,186
COMMITMENTS
  28,736   28,728   52,437        0        0   81,173   81,165       13       21

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:        827)
     564      558      263        0        0      827      821        0        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     35.4     64.6      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      16       10        5        0        0       19       12                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 03/12/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       41,407
COMMITMENTS
  27,703   19,110   13,693        0    8,527   41,396   41,330       11       77

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:        684)
  -2,189       88    2,873        0   -2,277      684      684        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.9     46.2     33.1      0.0     20.6    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      12       16        5        0        1       15       19                  



Updated March 12, 2024