WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      401,751
COMMITMENTS
 119,255  163,787   82,211  164,798  118,241  366,264  364,239   35,487   37,512

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:         15)
   1,766   19,728   -6,068    2,412  -12,022   -1,890    1,638    1,905   -1,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     40.8     20.5     41.0     29.4     91.2     90.7      8.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
     109      110      115      109       99      287      263                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      229,238
COMMITMENTS
  57,907   90,178   40,599  115,003   75,355  213,509  206,132   15,729   23,106

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:      1,132)
   3,681   14,567   -2,393    3,564  -11,942    4,852      232   -3,720      900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     39.3     17.7     50.2     32.9     93.1     89.9      6.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      61       62       61       91       81      185      174                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,519,023
COMMITMENTS
 350,579  520,362  355,257  661,385  467,474  1367221  1343093  151,802  175,930

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:    -47,752)
 -32,367   60,705  -17,891   -6,512  -88,041  -56,770  -45,227    9,018   -2,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     34.3     23.4     43.5     30.8     90.0     88.4     10.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      728)
     153      155      178      326      292      576      558                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,023
COMMITMENTS
     778    1,272       89    1,795    2,305    2,662    3,666    2,361    1,357

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:        468)
      10      528       73      126     -204      209      397      259       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     25.3      1.8     35.7     45.9     53.0     73.0     47.0     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        8        1        6        7       12       16                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      758,183
COMMITMENTS
 132,269  243,448  134,555  438,467  320,223  705,291  698,226   52,892   59,957

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:    -54,250)
  -9,601   27,276  -22,415  -24,108  -54,578  -56,124  -49,717    1,874   -4,533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     32.1     17.7     57.8     42.2     93.0     92.1      7.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      518)
     132      133      148      192      194      409      410                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      580,102
COMMITMENTS
 119,940  195,679  107,019  321,287  246,204  548,246  548,902   31,856   31,200

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:      4,460)
  -7,097   21,456     -716   12,430  -21,146    4,617     -406     -157    4,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     33.7     18.4     55.4     42.4     94.5     94.6      5.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      90       94       92      114       91      257      237                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,646,057
COMMITMENTS
 282,898  333,896   12,718  1136639  1159105  1432255  1505719  213,802  140,338

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:    -10,350)
 -18,331     -670      725    2,210   -6,129  -15,396   -6,074    5,046   -4,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     20.3      0.8     69.1     70.4     87.0     91.5     13.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      28       36       19      112      108      151      152                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,687,661
COMMITMENTS
 141,829  510,169   16,645  1347454  999,624  1505928  1526438  181,733  161,223

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:     -1,256)
  -4,687    9,418    1,466   -6,401   -5,211   -9,622    5,673    8,366   -6,929

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     30.2      1.0     79.8     59.2     89.2     90.4     10.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      14       26       13      108       96      128      129                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      498,454
COMMITMENTS
 148,158   58,177  116,529  191,411  292,986  456,098  467,692   42,356   30,762

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:    -21,482)
  -3,216    8,235  -12,517     -915  -18,929  -16,648  -23,211   -4,834    1,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     11.7     23.4     38.4     58.8     91.5     93.8      8.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      95       60       90      111      115      255      229                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,669
COMMITMENTS
   2,707    1,090        8    3,335    5,685    6,050    6,783    1,619      886

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:       -478)
     128     -242      -88     -271      -42     -231     -372     -247     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     14.2      0.1     43.5     74.1     78.9     88.4     21.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      19        6        2       18       17       37       25                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,152,850
COMMITMENTS
 603,469  1864926   40,648  3236642  2127072  3880759  4032646  272,091  120,204

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:     47,083)
  41,832   39,700   -6,216   11,691   21,510   47,307   54,994     -224   -7,911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     44.9      1.0     77.9     51.2     93.4     97.1      6.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      494)
     114       56       36      260      173      391      248                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,329,856
COMMITMENTS
 432,627  752,471   95,021  3385365  3106203  3913013  3953695  416,843  376,161

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:    -14,832)
  14,265  -33,497  -28,626    5,189   56,441   -9,172   -5,682   -5,660   -9,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     17.4      2.2     78.2     71.7     90.4     91.3      9.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
      60       58       35      200      195      280      269                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,053,436
COMMITMENTS
 251,270  404,972   24,582  1577581  1361345  1853433  1790899  200,003  262,537

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:      4,366)
 -20,567  -26,008    1,681   35,096   35,452   16,210   11,125  -11,844   -6,759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     19.7      1.2     76.8     66.3     90.3     87.2      9.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      24       22       17      111      117      143      148                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        4,117
COMMITMENTS
   1,961      670    1,245        0    1,164    3,206    3,079      911    1,038

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:       -579)
    -503     -580      -53        0      -71     -556     -704      -23      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.6     16.3     30.2      0.0     28.3     77.9     74.8     22.1     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9       12        3        0        1       11       15                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,200,123
COMMITMENTS
 428,361  1914558   66,824  5246055  3933080  5741240  5914462  458,883  285,661

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:     -1,893)
   6,706   39,503    2,818  -32,428  -58,900  -22,904  -16,579   21,011   14,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     30.9      1.1     84.6     63.4     92.6     95.4      7.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
      68       51       28      219      189      303      252                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,681,287
COMMITMENTS
 150,656  290,789  309,739  1177839  1042912  1638234  1643440   43,053   37,847

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:     26,333)
   6,261   -4,044   -7,175   23,019   40,706   22,105   29,487    4,228   -3,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     17.3     18.4     70.1     62.0     97.4     97.7      2.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      26       43       46       84       86      138      147                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       84,823
COMMITMENTS
  16,170   16,684    3,660   51,415   52,760   71,245   73,104   13,578   11,719

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:    -29,410)
  -1,020    1,018   -6,612  -21,255  -23,328  -28,887  -28,922     -523     -488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     19.7      4.3     60.6     62.2     84.0     86.2     16.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      18       23       13       31       20       58       47                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       84,823
COMMITMENTS
  16,170   16,684    3,660   51,415   52,760   71,245   73,104   13,578   11,719

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:    -29,410)
  -1,020    1,018   -6,612  -21,255  -23,328  -28,887  -28,922     -523     -488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     19.7      4.3     60.6     62.2     84.0     86.2     16.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      18       23       13       31       20       58       47                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       43,898
COMMITMENTS
     225    1,973        0   41,259   40,898   41,484   42,871    2,414    1,027

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:    -22,184)
      21   -1,697      -38  -20,939  -19,655  -20,956  -21,390   -1,228     -794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      4.5      0.0     94.0     93.2     94.5     97.7      5.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        5        0       26       12       27       17                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      113,534
COMMITMENTS
  19,764   28,142      700   92,695   84,590  113,159  113,432      375      102

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:      3,346)
  -1,313    1,847   -8,212   12,931    9,710    3,406    3,345      -60        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     24.8      0.6     81.6     74.5     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      24       15        2        6        2       32       17                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       99,866
COMMITMENTS
  52,791   52,784   47,058        0        0   99,849   99,842       17       24

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:      1,753)
   1,795    1,795      -42        0        0    1,753    1,753        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.9     52.9     47.1      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      19       13        4        0        0       22       14                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 06/25/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       68,161
COMMITMENTS
  59,400   52,331    8,727        0    7,035   68,127   68,093       34       68

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:       -512)
     975    3,281   -1,501        0   -2,292     -526     -512       14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.1     76.8     12.8      0.0     10.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      12       19        4        0        2       15       22                  



Updated June 25, 2024