WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   375,644:   123,697    167,088     86,187    135,439     90,200    345,323    343,475:    30,321     32,169
Old  :    35,381:    20,643     15,643         91      8,826     16,265     29,560     31,999:     5,821      3,382
Other:   340,263:   122,339    170,730     66,811    126,613     73,935    315,763    311,476:    24,500     28,787
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :   -15,660:     4,923    -14,583    -13,522     -5,588     10,759    -14,187    -17,346:    -1,473      1,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       44.5       22.9       36.1       24.0       91.9       91.4:       8.1        8.6
Old  :     100.0:      58.3       44.2        0.3       24.9       46.0       83.5       90.4:      16.5        9.6
Other:     100.0:      36.0       50.2       19.6       37.2       21.7       92.8       91.5:       7.2        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       332:       102        110        107         86         89        253        254:
Old  :       145:        42         35          2         35         36         78         72:
Other:       324:        98        115         96         80         85        238        242:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       12.0       23.8       21.4       13.0       10.7       20.4       18.1
Old  :                 18.5       34.0       31.9       51.7       18.5       33.3       31.9       51.0
Other:                 15.3       13.1       25.5       23.3       13.7       11.8       21.8       20.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   254,845:    59,586     98,116     57,366    119,227     79,560    236,179    235,042:    18,666     19,803
Old  :    19,921:     5,344      7,745        459     11,445      9,999     17,248     18,203:     2,673      1,718
Other:   234,924:    57,629     93,758     53,520    107,782     69,561    218,931    216,839:    15,993     18,085
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :    -6,180:      -870     -4,863     -6,598        669      6,394     -6,799     -5,067:       619     -1,113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       38.5       22.5       46.8       31.2       92.7       92.2:       7.3        7.8
Old  :     100.0:      26.8       38.9        2.3       57.5       50.2       86.6       91.4:      13.4        8.6
Other:     100.0:      24.5       39.9       22.8       45.9       29.6       93.2       92.3:       6.8        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        67         66         67         72         76        180        173:
Old  :        92:        20         15          2         25         35         45         52:
Other:       224:        61         69         61         67         69        167        165:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       15.3       26.6       26.4       11.6       12.9       20.2       21.5
Old  :                 36.2       50.1       55.5       64.6       34.8       50.1       54.0       64.6
Other:                 17.7       14.1       28.8       25.7       13.2       12.2       23.0       21.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,512,625:   288,529    448,697    398,360    676,526    504,138  1,363,415  1,351,195:   149,210    161,430
Old  : 1,047,842:   339,416    471,442    148,296    445,050    337,767    932,762    957,505:   115,080     90,337
Other:   464,783:   161,822    189,964     37,355    231,476    166,371    430,653    393,690:    34,130     71,093
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :    -8,271:     9,958    -34,731      2,040    -12,437     29,345       -439     -3,346:    -7,832     -4,925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       29.7       26.3       44.7       33.3       90.1       89.3:       9.9       10.7
Old  :     100.0:      32.4       45.0       14.2       42.5       32.2       89.0       91.4:      11.0        8.6
Other:     100.0:      34.8       40.9        8.0       49.8       35.8       92.7       84.7:       7.3       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       719:       132        168        172        317        302        555        558:
Old  :       680:       132        154        127        285        267        485        487:
Other:       504:        85        105         56        156        227        282        352:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       13.2       20.0       21.0        9.5        9.3       16.0       14.0
Old  :                 13.0       16.0       21.6       24.6       12.4       15.2       19.3       22.6
Other:                 23.2       19.8       33.3       29.3       23.2       19.2       32.4       28.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   814,420:    96,430    251,000    183,008    479,373    320,051    758,811    754,059:    55,609     60,361
Old  :   518,893:   117,153    195,596     76,294    285,717    215,010    479,164    486,900:    39,729     31,993
Other:   295,527:    41,397    117,524     44,594    193,656    105,041    279,647    267,159:    15,880     28,368
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :   -53,314:     2,012    -15,311    -30,296    -23,659     -3,263    -51,943    -48,870:    -1,371     -4,444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       30.8       22.5       58.9       39.3       93.2       92.6:       6.8        7.4
Old  :     100.0:      22.6       37.7       14.7       55.1       41.4       92.3       93.8:       7.7        6.2
Other:     100.0:      14.0       39.8       15.1       65.5       35.5       94.6       90.4:       5.4        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       518:       120        155        169        190        184        413        422:
Old  :       489:       125        137        119        162        156        353        353:
Other:       362:        72        104         77        115        129        237        266:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       14.6       23.8       21.7       14.5       13.4       21.7       19.0
Old  :                 17.4       22.4       26.1       29.0       17.3       21.9       25.2       28.2
Other:                 15.9       13.9       26.1       23.6       13.4       12.1       22.5       19.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   568,868:   115,457    146,798    133,145    291,905    260,900    540,507    540,843:    28,361     28,025
Old  :   394,332:   133,194    142,912     58,943    181,537    170,391    373,674    372,246:    20,658     22,086
Other:   174,536:    33,372     54,995     23,093    110,368     90,509    166,833    168,597:     7,703      5,939
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :   -29,997:      -985     -4,190    -19,118     -8,998     -6,676    -29,101    -29,984:      -896        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       25.8       23.4       51.3       45.9       95.0       95.1:       5.0        4.9
Old  :     100.0:      33.8       36.2       14.9       46.0       43.2       94.8       94.4:       5.2        5.6
Other:     100.0:      19.1       31.5       13.2       63.2       51.9       95.6       96.6:       4.4        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       330:       103         81         96        113         97        262        239:
Old  :       320:        98         85         68        103         90        235        215:
Other:       205:        51         55         34         67         54        139        124:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.8       18.3       17.7       27.8        9.2       17.0       14.7       24.9
Old  :                  9.5       20.7       17.6       30.9        8.1       19.4       15.0       29.0
Other:                 16.4       22.2       29.9       39.3       15.4       19.7       28.1       35.2
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,549,779:   252,737    273,908     11,353  1,086,997  1,101,332  1,351,087  1,386,593:   198,692    163,186
Old  : 1,549,779:   252,737    273,908     11,353  1,086,997  1,101,332  1,351,087  1,386,593:   198,692    163,186
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :     3,503:    -4,928        479     -4,130      9,805       -454        747     -4,105:     2,756      7,608
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       17.7        0.7       70.1       71.1       87.2       89.5:      12.8       10.5
Old  :     100.0:      16.3       17.7        0.7       70.1       71.1       87.2       89.5:      12.8       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        26         40         22        107        112        147        160:
Old  :       221:        26         40         22        107        112        147        160:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       26.3       36.9       38.9       21.2       24.3       35.4       35.0
Old  :                 22.5       26.3       36.9       38.9       21.2       24.3       35.4       35.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                                                                 Code-020604
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,618,734:   142,473    440,973      5,218  1,297,057    994,594  1,444,748  1,440,785:   173,986    177,949
Old  : 1,618,734:   142,473    440,973      5,218  1,297,057    994,594  1,444,748  1,440,785:   173,986    177,949
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :    10,263:     3,812      7,512      2,213      5,370     -4,013     11,395      5,712:    -1,132      4,551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       27.2        0.3       80.1       61.4       89.3       89.0:      10.7       11.0
Old  :     100.0:       8.8       27.2        0.3       80.1       61.4       89.3       89.0:      10.7       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        16         22         11         98         96        120        123:
Old  :       174:        16         22         11         98         96        120        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       31.0       39.0       46.1       21.5       30.3       34.2       41.0
Old  :                 23.3       31.0       39.0       46.1       21.5       30.3       34.2       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   473,082:   120,442    105,999     95,190    211,556    243,116    427,188    444,305:    45,894     28,777
Old  :   362,427:   125,946    104,772     47,558    154,589    189,536    328,093    341,866:    34,334     20,561
Other:   110,655:    29,230     35,961     12,898     56,967     53,580     99,095    102,439:    11,560      8,216
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :     4,810:    18,194     -9,081       -172    -12,287     16,921      5,735      7,668:      -925     -2,858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       22.4       20.1       44.7       51.4       90.3       93.9:       9.7        6.1
Old  :     100.0:      34.8       28.9       13.1       42.7       52.3       90.5       94.3:       9.5        5.7
Other:     100.0:      26.4       32.5       11.7       51.5       48.4       89.6       92.6:      10.4        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       339:        87         74         96        133        116        275        250:
Old  :       333:        93         74         75        120        104        251        224:
Other:       209:        48         45         34         92         58        162        117:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.0       23.5       17.2       34.1        8.4       22.6       15.2       32.0
Old  :                 11.6       23.6       18.9       35.5       10.3       22.9       17.4       34.1
Other:                 12.1       29.1       22.2       43.7       12.0       28.4       21.7       42.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     8,389:     3,001      1,124        322      3,150      5,956      6,473      7,402:     1,916        987
Old  :     5,431:     2,514      1,337         63      1,379      3,152      3,956      4,552:     1,475        879
Other:     2,958:       700          0         46      1,771      2,804      2,517      2,850:       441        108
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :        28:       573       -432         84       -743        590        -86        242:       114       -214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       13.4        3.8       37.5       71.0       77.2       88.2:      22.8       11.8
Old  :     100.0:      46.3       24.6        1.2       25.4       58.0       72.8       83.8:      27.2       16.2
Other:     100.0:      23.7        0.0        1.6       59.9       94.8       85.1       96.3:      14.9        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        19          9          7         15         17         37         30:
Old  :        47:        15         12          3         10         13         27         26:
Other:        28:         9          0          3         11         13         20         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       49.7       40.9       65.5       27.7       47.3       40.4       61.7
Old  :                 27.9       38.0       45.4       57.3       27.9       34.5       45.4       53.6
Other:                 53.0       82.0       69.5       90.8       52.3       81.6       68.8       90.1
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,053,420:   518,847  1,499,573     64,063  3,206,411  2,350,803  3,789,321  3,914,439:   264,099    138,981
Old  : 4,053,420:   518,847  1,499,573     64,063  3,206,411  2,350,803  3,789,321  3,914,439:   264,099    138,981
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :    66,128:    15,020     49,443      5,919     44,634      4,483     65,573     59,845:       555      6,283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       37.0        1.6       79.1       58.0       93.5       96.6:       6.5        3.4
Old  :     100.0:      12.8       37.0        1.6       79.1       58.0       93.5       96.6:       6.5        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       472:       100         60         30        245        172        360        247:
Old  :       472:       100         60         30        245        172        360        247:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       25.7       28.6       38.0       17.6       25.4       24.1       37.4
Old  :                 19.7       25.7       28.6       38.0       17.6       25.4       24.1       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                                                   Code-043602
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,487,283:   546,367    900,287    131,682  3,404,137  3,047,183  4,082,186  4,079,152:   405,097    408,131
Old  : 4,487,283:   546,367    900,287    131,682  3,404,137  3,047,183  4,082,186  4,079,152:   405,097    408,131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :    51,586:    12,763      4,644      5,413     38,329     31,381     56,505     41,438:    -4,919     10,148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       20.1        2.9       75.9       67.9       91.0       90.9:       9.0        9.1
Old  :     100.0:      12.2       20.1        2.9       75.9       67.9       91.0       90.9:       9.0        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       411:        64         73         47        194        200        282        296:
Old  :       411:        64         73         47        194        200        282        296:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       21.9       30.7       32.0       18.5       20.5       26.2       28.0
Old  :                 21.2       21.9       30.7       32.0       18.5       20.5       26.2       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                                                                  Code-043607
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,057,576:   234,270    473,797     35,261  1,578,675  1,260,659  1,848,206  1,769,717:   209,370    287,859
Old  : 2,057,576:   234,270    473,797     35,261  1,578,675  1,260,659  1,848,206  1,769,717:   209,370    287,859
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :    -4,542:   -32,932     -7,004      4,018     24,829     -3,923     -4,085     -6,909:      -457      2,367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       23.0        1.7       76.7       61.3       89.8       86.0:      10.2       14.0
Old  :     100.0:      11.4       23.0        1.7       76.7       61.3       89.8       86.0:      10.2       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        28         28         16        104        113        140        149:
Old  :       206:        28         28         16        104        113        140        149:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       22.7       46.7       34.0       28.4       20.0       37.6       28.2
Old  :                 32.8       22.7       46.7       34.0       28.4       20.0       37.6       28.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                                                            Code-04360Y
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 x Index Points                                                        :
     :          :                                                                            :
All  :     3,309:     1,441      1,401        127        677          0      2,245      1,528:     1,064      1,781
Old  :     3,309:     1,441      1,401        127        677          0      2,245      1,528:     1,064      1,781
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :      -989:    -1,478         13        -51        507       -535     -1,022       -573:        33       -416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       42.3        3.8       20.5        0.0       67.8       46.2:      32.2       53.8
Old  :     100.0:      43.5       42.3        3.8       20.5        0.0       67.8       46.2:      32.2       53.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3         20          1          2          0          5         21:
Old  :        25:         3         20          1          2          0          5         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.0       19.3       67.8       29.1       63.1       18.9       64.0       27.0
Old  :                 67.0       19.3       67.8       29.1       63.1       18.9       64.0       27.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-044601
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 5,960,804:   458,988  1,549,277    128,671  4,946,205  3,975,249  5,533,864  5,653,197:   426,940    307,607
Old  : 5,960,804:   458,988  1,549,277    128,671  4,946,205  3,975,249  5,533,864  5,653,197:   426,940    307,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :   -55,673:    -2,626   -106,559      6,131    -54,498     47,059    -50,993    -53,369:    -4,680     -2,304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       26.0        2.2       83.0       66.7       92.8       94.8:       7.2        5.2
Old  :     100.0:       7.7       26.0        2.2       83.0       66.7       92.8       94.8:       7.2        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       410:        68         57         31        213        189        300        258:
Old  :       410:        68         57         31        213        189        300        258:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       24.6       32.0       38.1       19.6       24.1       27.0       36.5
Old  :                 23.3       24.6       32.0       38.1       19.6       24.1       27.0       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FED FUNDS - CHICAGO BOARD OF TRADE                                                                      Code-045601
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,879,775:   397,936    338,672    279,850  1,161,610  1,219,011  1,839,396  1,837,533:    40,379     42,242
Old  : 1,879,775:   397,936    338,672    279,850  1,161,610  1,219,011  1,839,396  1,837,533:    40,379     42,242
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :    20,189:       580         44     25,879     -2,922     -7,621     23,537     18,302:    -3,348      1,887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       18.0       14.9       61.8       64.8       97.9       97.8:       2.1        2.2
Old  :     100.0:      21.2       18.0       14.9       61.8       64.8       97.9       97.8:       2.1        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        32         34         44         81         86        138        140:
Old  :       163:        32         34         44         81         86        138        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       21.2       43.8       34.1       22.4       12.3       30.2       20.3
Old  :                 29.9       21.2       43.8       34.1       22.4       12.3       30.2       20.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    90,835:    19,266     12,414      2,416     56,280     64,010     77,962     78,840:    12,873     11,995
Old  :    90,835:    19,266     12,414      2,416     56,280     64,010     77,962     78,840:    12,873     11,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :    -2,779:    -4,439      2,388       -385      3,582     -5,147     -1,242     -3,144:    -1,537        365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       13.7        2.7       62.0       70.5       85.8       86.8:      14.2       13.2
Old  :     100.0:      21.2       13.7        2.7       62.0       70.5       85.8       86.8:      14.2       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        22         18         12         30         25         57         50:
Old  :        85:        22         18         12         30         25         57         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       47.6       56.5       64.3       43.2       47.4       56.4       62.2
Old  :                 43.4       47.6       56.5       64.3       43.2       47.4       56.4       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                                                      Code-124603
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    90,835:    19,266     12,414      2,416     56,280     64,010     77,962     78,840:    12,873     11,995
Old  :    90,835:    19,266     12,414      2,416     56,280     64,010     77,962     78,840:    12,873     11,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :    -2,779:    -4,439      2,388       -385      3,582     -5,147     -1,242     -3,144:    -1,537        365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       13.7        2.7       62.0       70.5       85.8       86.8:      14.2       13.2
Old  :     100.0:      21.2       13.7        2.7       62.0       70.5       85.8       86.8:      14.2       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        22         18         12         30         25         57         50:
Old  :        85:        22         18         12         30         25         57         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       47.6       56.5       64.3       43.2       47.4       56.4       62.2
Old  :                 43.4       47.6       56.5       64.3       43.2       47.4       56.4       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    53,015:       348      3,129          0     49,816     48,909     50,164     52,038:     2,851        977
Old  :    53,015:       348      3,129          0     49,816     48,909     50,164     52,038:     2,851        977
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :      -702:      -264        183          0       -815       -935     -1,079       -752:       377         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        5.9        0.0       94.0       92.3       94.6       98.2:       5.4        1.8
Old  :     100.0:       0.7        5.9        0.0       94.0       92.3       94.6       98.2:       5.4        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         1          4          0         25         12         26         16:
Old  :        39:         1          4          0         25         12         26         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       77.8       66.6       89.7       40.9       77.8       64.7       89.7
Old  :                 42.6       77.8       66.6       89.7       40.9       77.8       64.7       89.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                                                                  Code-221602
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    97,495:    19,323     22,302        262     77,613     74,876     97,198     97,440:       297         55
Old  :    97,495:    19,323     22,302        262     77,613     74,876     97,198     97,440:       297         55
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :      -207:       212       -222          0       -404          0       -192       -222:       -15         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       22.9        0.3       79.6       76.8       99.7       99.9:       0.3        0.1
Old  :     100.0:      19.8       22.9        0.3       79.6       76.8       99.7       99.9:       0.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        26         11          2          6          1         34         12:
Old  :        44:        26         11          2          6          1         34         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.2       92.8       91.1       98.7       84.2       92.8       91.1       98.5
Old  :                 84.2       92.8       91.1       98.7       84.2       92.8       91.1       98.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                         Code-343603
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    84,325:    36,352     36,363     47,956          0          0     84,308     84,319:        17          6
Old  :    84,325:    36,352     36,363     47,956          0          0     84,308     84,319:        17          6
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :    15,765:    15,765     15,765          0          0          0     15,765     15,765:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.1       43.1       56.9        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      43.1       43.1       56.9        0.0        0.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        15         10          4          0          0         18         11:
Old  :        25:        15         10          4          0          0         18         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.7       98.6       92.1       99.9       31.5       42.1       40.7       43.0
Old  :                 76.7       98.6       92.1       99.9       31.5       42.1       40.7       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                          Code-344605
Commitments of Traders - Futures Only, April 23, 2024                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    43,983:    32,414     25,439     11,549          0      6,913     43,963     43,901:        20         82
Old  :    43,983:    32,414     25,439     11,549          0      6,913     43,963     43,901:        20         82
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :     4,362:     3,615      3,495        747          0        120      4,362      4,362:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.7       57.8       26.3        0.0       15.7      100.0       99.8:       0.0        0.2
Old  :     100.0:      73.7       57.8       26.3        0.0       15.7      100.0       99.8:       0.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:        13         14          3          0          1         14         17:
Old  :        28:        13         14          3          0          1         14         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.7       82.5       91.8       92.9       58.5       62.5       68.9       69.0
Old  :                 70.7       82.5       91.8       92.9       58.5       62.5       68.9       69.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 26, 2024