WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, May 28, 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  :   427,563:   127,585    141,978    113,350    154,247    133,039    395,182    388,367:    32,381     39,196
Old  :   413,089:   126,071    147,152    104,237    151,920    125,699    382,228    377,088:    30,861     36,001
Other:    14,474:     9,316      2,628      1,311      2,327      7,340     12,954     11,279:     1,520      3,195
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :    22,311:    -2,929     -1,058      9,738     13,864     12,389     20,673     21,069:     1,638      1,242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       33.2       26.5       36.1       31.1       92.4       90.8:       7.6        9.2
Old  :     100.0:      30.5       35.6       25.2       36.8       30.4       92.5       91.3:       7.5        8.7
Other:     100.0:      64.4       18.2        9.1       16.1       50.7       89.5       77.9:      10.5       22.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:       119        100        121         94        107        276        275:
Old  :       358:       118         99        120         92        104        273        271:
Other:       113:        23         22         10         18         55         46         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       11.7       20.3       18.9       11.2       10.3       17.6       15.8
Old  :                 13.1       12.1       20.9       19.3       11.5       10.6       18.2       16.5
Other:                 54.8       19.6       68.8       30.9       54.1       17.0       64.6       27.4
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, May 28, 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  :   251,163:    62,916     67,551     63,413    109,380     96,854    235,709    227,818:    15,454     23,345
Old  :   248,283:    62,798     68,026     62,395    108,174     95,695    233,367    226,116:    14,916     22,167
Other:     2,880:       978        385        158      1,206      1,159      2,342      1,702:       538      1,178
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :    11,638:     5,329     -2,454      5,418      1,145      7,603     11,892     10,567:      -254      1,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       26.9       25.2       43.5       38.6       93.8       90.7:       6.2        9.3
Old  :     100.0:      25.3       27.4       25.1       43.6       38.5       94.0       91.1:       6.0        8.9
Other:     100.0:      34.0       13.4        5.5       41.9       40.2       81.3       59.1:      18.7       40.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        70         56         66         72         84        177        173:
Old  :       233:        69         57         64         71         82        174        171:
Other:        63:        10         11          4         14         33         27         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       12.6       23.5       22.1       11.1       10.8       19.8       17.8
Old  :                 14.0       12.7       23.8       22.3       11.2       11.0       20.0       18.1
Other:                 44.2       19.3       58.9       30.8       44.2       17.8       57.3       26.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 28, 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  : 1,542,346:   337,903    389,535    412,482    650,550    559,616  1,400,935  1,361,633:   141,411    180,713
Old  :   946,432:   343,317    421,954    144,384    360,729    301,440    848,430    867,778:    98,002     78,654
Other:   595,914:   205,026    178,021     57,658    289,821    258,176    552,505    493,855:    43,409    102,059
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :     6,917:     5,183     14,988      2,829       -113    -14,962      7,899      2,855:      -982      4,062
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       25.3       26.7       42.2       36.3       90.8       88.3:       9.2       11.7
Old  :     100.0:      36.3       44.6       15.3       38.1       31.9       89.6       91.7:      10.4        8.3
Other:     100.0:      34.4       29.9        9.7       48.6       43.3       92.7       82.9:       7.3       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       739:       149        149        180        300        331        552        583:
Old  :       677:       130        156         98        245        266        432        465:
Other:       574:       116         99         83        179        269        345        408:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       11.7       18.2       18.3        8.8        6.8       14.5       11.7
Old  :                 12.6       16.1       22.0       23.8       11.3       13.9       18.6       20.1
Other:                 17.9       14.8       27.0       23.8       17.9       14.2       27.0       22.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, May 28, 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  :   803,411:   129,688    155,596    159,079    459,817    415,089    748,584    729,764:    54,827     73,647
Old  :   389,214:    92,746    106,496     32,972    232,067    218,160    357,785    357,628:    31,429     31,586
Other:   414,197:    91,163    103,321     71,886    227,750    196,929    390,799    372,136:    23,398     42,061
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :    18,596:     9,631     -9,443      6,087      3,818     19,219     19,536     15,863:      -940      2,733
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       19.4       19.8       57.2       51.7       93.2       90.8:       6.8        9.2
Old  :     100.0:      23.8       27.4        8.5       59.6       56.1       91.9       91.9:       8.1        8.1
Other:     100.0:      22.0       24.9       17.4       55.0       47.5       94.4       89.8:       5.6       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       528:       119        140        158        184        207        408        421:
Old  :       476:       111        130         86        125        169        288        337:
Other:       421:        99         96        100        147        169        301        317:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       14.6       21.9       24.1       13.9       12.8       19.7       19.0
Old  :                 20.8       23.2       29.4       33.4       20.5       21.2       27.5       29.3
Other:                 13.4       12.6       21.8       21.8       13.1       11.2       20.0       17.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 28, 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  :   557,906:   112,590    140,854    112,605    300,740    279,476    525,935    532,935:    31,971     24,971
Old  :   325,982:   110,635    120,458     42,246    151,658    145,112    304,539    307,816:    21,443     18,166
Other:   231,924:    45,959     64,400     26,355    149,082    134,364    221,396    225,119:    10,528      6,805
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :    15,164:     2,910     -5,104      2,058     10,655     20,229     15,623     17,183:      -459     -2,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       25.2       20.2       53.9       50.1       94.3       95.5:       5.7        4.5
Old  :     100.0:      33.9       37.0       13.0       46.5       44.5       93.4       94.4:       6.6        5.6
Other:     100.0:      19.8       27.8       11.4       64.3       57.9       95.5       97.1:       4.5        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       326:        89         89         99        111         90        255        234:
Old  :       309:        91         82         70         93         84        219        206:
Other:       219:        60         47         44         79         61        164        131:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.4       19.7       18.5       29.8        8.5       17.4       15.5       25.0
Old  :                 10.7       20.5       18.9       29.9        9.7       19.4       16.5       27.6
Other:                 20.8       28.7       31.1       42.1       20.7       25.7       30.8       38.4
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, May 28, 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  : 1,695,196:   278,502    234,666     79,622  1,131,701  1,210,499  1,489,825  1,524,787:   205,371    170,409
Old  : 1,695,196:   278,502    234,666     79,622  1,131,701  1,210,499  1,489,825  1,524,787:   205,371    170,409
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :   -64,843:    -1,062    -30,722    -65,729      5,720     25,362    -61,071    -71,089:    -3,772      6,246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       13.8        4.7       66.8       71.4       87.9       89.9:      12.1       10.1
Old  :     100.0:      16.4       13.8        4.7       66.8       71.4       87.9       89.9:      12.1       10.1
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  :       212:        31         30         33        108        115        160        157:
Old  :       212:        31         30         33        108        115        160        157:
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       27.5       35.1       38.7       20.0       24.0       33.7       33.7
Old  :                 21.2       27.5       35.1       38.7       20.0       24.0       33.7       33.7
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, May 28, 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  : 1,848,862:   152,466    470,534     80,586  1,383,342  1,080,621  1,616,394  1,631,741:   232,468    217,121
Old  : 1,848,862:   152,466    470,534     80,586  1,383,342  1,080,621  1,616,394  1,631,741:   232,468    217,121
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :   134,338:    -4,148    -14,997     40,674     43,583     51,419     80,109     77,096:    54,229     57,242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       25.4        4.4       74.8       58.4       87.4       88.3:      12.6       11.7
Old  :     100.0:       8.2       25.4        4.4       74.8       58.4       87.4       88.3:      12.6       11.7
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  :       184:        17         25         22        112        100        142        134:
Old  :       184:        17         25         22        112        100        142        134:
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       32.1       35.3       45.0       20.1       29.1       31.1       39.0
Old  :                 21.2       32.1       35.3       45.0       20.1       29.1       31.1       39.0
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, May 28, 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  :   475,798:   167,296     52,775     87,249    170,310    310,113    424,855    450,137:    50,943     25,661
Old  :   291,925:   128,521     51,882     28,548    101,129    193,330    258,198    273,760:    33,727     18,165
Other:   183,873:    62,203     24,321     35,273     69,181    116,783    166,657    176,377:    17,216      7,496
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :    17,311:    13,299    -11,948      7,652     -2,352     21,512     18,599     17,216:    -1,288         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       11.1       18.3       35.8       65.2       89.3       94.6:      10.7        5.4
Old  :     100.0:      44.0       17.8        9.8       34.6       66.2       88.4       93.8:      11.6        6.2
Other:     100.0:      33.8       13.2       19.2       37.6       63.5       90.6       95.9:       9.4        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       323:       104         60         97        113        122        265        241:
Old  :       308:        98         64         63         98        106        228        203:
Other:       235:        70         47         49         83         74        179        147:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       29.2       20.8       42.0       11.5       28.4       19.1       38.6
Old  :                 13.2       27.8       21.3       40.0       13.1       27.3       20.5       39.1
Other:                 19.5       35.3       31.0       49.2       15.3       33.9       25.1       43.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 28, 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  :     9,769:     3,533        600        193      3,898      7,929      7,624      8,722:     2,145      1,047
Old  :     4,756:     2,144        656         83      1,150      3,336      3,377      4,075:     1,379        681
Other:     5,013:     1,481         36         18      2,748      4,593      4,247      4,647:       766        366
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :       248:       -67        186        -74        242        117        101        229:       147         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2        6.1        2.0       39.9       81.2       78.0       89.3:      22.0       10.7
Old  :     100.0:      45.1       13.8        1.7       24.2       70.1       71.0       85.7:      29.0       14.3
Other:     100.0:      29.5        0.7        0.4       54.8       91.6       84.7       92.7:      15.3        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        22          4          9         17         19         43         29:
Old  :        45:        18          6          2          7         14         26         21:
Other:        39:        11          4          4         14         16         27         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.8       53.8       37.6       68.2       22.1       52.3       35.3       63.2
Old  :                 28.6       42.3       44.9       65.7       28.6       42.3       44.9       64.0
Other:                 37.4       73.6       59.6       84.0       37.2       73.2       58.4       82.7
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders - Futures Only, May 28, 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  : 4,130,316:   488,475  1,468,294    149,613  3,175,073  2,348,530  3,813,161  3,966,437:   317,155    163,879
Old  : 4,130,316:   488,475  1,468,294    149,613  3,175,073  2,348,530  3,813,161  3,966,437:   317,155    163,879
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :     6,201:   -65,455    -79,305     76,263    -57,124    -23,987    -46,316    -27,029:    52,517     33,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       35.5        3.6       76.9       56.9       92.3       96.0:       7.7        4.0
Old  :     100.0:      11.8       35.5        3.6       76.9       56.9       92.3       96.0:       7.7        4.0
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  :       484:       101         59         51        266        186        391        273:
Old  :       484:       101         59         51        266        186        391        273:
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  :                 17.0       23.9       26.0       35.4       14.9       21.5       21.2       32.3
Old  :                 17.0       23.9       26.0       35.4       14.9       21.5       21.2       32.3
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, May 28, 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  : 4,901,854:   498,320    886,495    397,367  3,520,410  3,167,241  4,416,097  4,451,103:   485,757    450,751
Old  : 4,901,854:   498,320    886,495    397,367  3,520,410  3,167,241  4,416,097  4,451,103:   485,757    450,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :   341,674:     4,817     -7,980    135,833    125,198    160,860    265,848    288,713:    75,826     52,961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       18.1        8.1       71.8       64.6       90.1       90.8:       9.9        9.2
Old  :     100.0:      10.2       18.1        8.1       71.8       64.6       90.1       90.8:       9.9        9.2
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  :       412:        64         71         59        214        194        311        295:
Old  :       412:        64         71         59        214        194        311        295:
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  :                 19.5       20.1       28.0       28.7       17.8       17.9       24.6       25.5
Old  :                 19.5       20.1       28.0       28.7       17.8       17.9       24.6       25.5
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, May 28, 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  : 2,283,472:   257,569    488,334    125,368  1,680,482  1,369,773  2,063,419  1,983,475:   220,053    299,997
Old  : 2,283,472:   257,569    488,334    125,368  1,680,482  1,369,773  2,063,419  1,983,475:   220,053    299,997
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :    35,063:    -9,447    -16,826     10,990     14,862     37,991     16,405     32,155:    18,658      2,908
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       21.4        5.5       73.6       60.0       90.4       86.9:       9.6       13.1
Old  :     100.0:      11.3       21.4        5.5       73.6       60.0       90.4       86.9:       9.6       13.1
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  :       204:        26         31         26        104        113        149        151:
Old  :       204:        26         31         26        104        113        149        151:
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  :                 30.0       19.5       42.4       30.7       23.5       16.2       33.4       24.3
Old  :                 30.0       19.5       42.4       30.7       23.5       16.2       33.4       24.3
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, May 28, 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  :     3,235:     2,130      1,209        107          0        450      2,237      1,766:       998      1,469
Old  :     3,235:     2,130      1,209        107          0        450      2,237      1,766:       998      1,469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :      -457:       590        192     -1,005          0        322       -415       -491:       -42         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.8       37.4        3.3        0.0       13.9       69.1       54.6:      30.9       45.4
Old  :     100.0:      65.8       37.4        3.3        0.0       13.9       69.1       54.6:      30.9       45.4
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  :        22:         5         16          1          0          1          5         18:
Old  :        22:         5         16          1          0          1          5         18:
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  :                 67.9       29.8       69.1       41.3       64.6       29.8       65.8       39.8
Old  :                 67.9       29.8       69.1       41.3       64.6       29.8       65.8       39.8
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, May 28, 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  : 6,644,814:   390,636  1,767,753    338,677  5,430,187  4,125,246  6,159,500  6,231,676:   485,314    413,138
Old  : 6,644,814:   390,636  1,767,753    338,677  5,430,187  4,125,246  6,159,500  6,231,676:   485,314    413,138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :   213,674:   -55,478   -101,166    158,447     59,354     72,823    162,323    130,104:    51,351     83,570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       26.6        5.1       81.7       62.1       92.7       93.8:       7.3        6.2
Old  :     100.0:       5.9       26.6        5.1       81.7       62.1       92.7       93.8:       7.3        6.2
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  :       403:        62         61         53        217        189        313        271:
Old  :       403:        62         61         53        217        189        313        271:
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  :                 20.9       23.7       31.0       36.6       17.9       20.5       25.0       32.5
Old  :                 20.9       23.7       31.0       36.6       17.9       20.5       25.0       32.5
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, May 28, 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  : 1,744,864:   350,244    285,961    368,357    992,025  1,055,254  1,710,626  1,709,572:    34,238     35,292
Old  : 1,744,864:   350,244    285,961    368,357    992,025  1,055,254  1,710,626  1,709,572:    34,238     35,292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :    54,957:    30,356     21,324      4,886     14,606     34,098     49,848     60,308:     5,109     -5,351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       16.4       21.1       56.9       60.5       98.0       98.0:       2.0        2.0
Old  :     100.0:      20.1       16.4       21.1       56.9       60.5       98.0       98.0:       2.0        2.0
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  :       160:        29         32         46         82         86        136        140:
Old  :       160:        29         32         46         82         86        136        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  :                 23.9       20.1       36.6       32.4       19.5       14.7       25.8       20.7
Old  :                 23.9       20.1       36.6       32.4       19.5       14.7       25.8       20.7
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, May 28, 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  :    97,243:    22,285      9,141      6,086     53,401     71,055     81,772     86,282:    15,471     10,961
Old  :    97,243:    22,285      9,141      6,086     53,401     71,055     81,772     86,282:    15,471     10,961
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :    -6,383:    -8,443     -1,150      2,426       -338     -5,560     -6,354     -4,283:       -29     -2,100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        9.4        6.3       54.9       73.1       84.1       88.7:      15.9       11.3
Old  :     100.0:      22.9        9.4        6.3       54.9       73.1       84.1       88.7:      15.9       11.3
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  :        90:        25         17         15         31         27         61         54:
Old  :        90:        25         17         15         31         27         61         54:
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  :                 34.9       44.2       45.8       61.4       34.5       44.2       45.1       60.5
Old  :                 34.9       44.2       45.8       61.4       34.5       44.2       45.1       60.5
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, May 28, 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  :    97,243:    22,285      9,141      6,086     53,401     71,055     81,772     86,282:    15,471     10,961
Old  :    97,243:    22,285      9,141      6,086     53,401     71,055     81,772     86,282:    15,471     10,961
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :    -4,103:    -8,387     -1,422      3,661       -338     -5,356     -5,064     -3,117:       961       -986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        9.4        6.3       54.9       73.1       84.1       88.7:      15.9       11.3
Old  :     100.0:      22.9        9.4        6.3       54.9       73.1       84.1       88.7:      15.9       11.3
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  :        90:        25         17         15         31         27         61         54:
Old  :        90:        25         17         15         31         27         61         54:
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  :                 34.9       44.2       45.8       61.4       34.5       44.2       45.1       60.5
Old  :                 34.9       44.2       45.8       61.4       34.5       44.2       45.1       60.5
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, May 28, 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  :    49,561:         0      2,597          0     46,851     45,879     46,851     48,476:     2,710      1,085
Old  :    49,561:         0      2,597          0     46,851     45,879     46,851     48,476:     2,710      1,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :       104:         0       -725          0        191        443        191       -282:       -87        386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.2        0.0       94.5       92.6       94.5       97.8:       5.5        2.2
Old  :     100.0:       0.0        5.2        0.0       94.5       92.6       94.5       97.8:       5.5        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  :        38:         0          5          0         26         11         26         16:
Old  :        38:         0          5          0         26         11         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  :                 44.3       82.9       68.3       91.9       42.6       82.9       66.4       91.4
Old  :                 44.3       82.9       68.3       91.9       42.6       82.9       66.4       91.4
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, May 28, 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  :   102,827:    21,022     26,575      1,260     80,132     74,911    102,414    102,746:       413         81
Old  :   102,827:    21,022     26,575      1,260     80,132     74,911    102,414    102,746:       413         81
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :       272:       -36        -16        307          0          0        271        291:         1        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       25.8        1.2       77.9       72.9       99.6       99.9:       0.4        0.1
Old  :     100.0:      20.4       25.8        1.2       77.9       72.9       99.6       99.9:       0.4        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  :        48:        27         14          2          6          2         34         17:
Old  :        48:        27         14          2          6          2         34         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  :                 81.9       91.3       89.8       97.4       81.9       90.8       89.6       96.4
Old  :                 81.9       91.3       89.8       97.4       81.9       90.8       89.6       96.4
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, May 28, 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  :    93,554:    42,437     42,448     51,100          0          0     93,537     93,548:        17          6
Old  :    93,554:    42,437     42,448     51,100          0          0     93,537     93,548:        17          6
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :     1,915:     1,015      1,015        900          0          0      1,915      1,915:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4       45.4       54.6        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      45.4       45.4       54.6        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  :        30:        17         13          5          0          0         21         14:
Old  :        30:        17         13          5          0          0         21         14:
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  :                 69.1       93.8       84.7       99.6       28.8       44.1       41.6       45.1
Old  :                 69.1       93.8       84.7       99.6       28.8       44.1       41.6       45.1
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, May 28, 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  :    41,128:    36,764     28,659      4,344          0      8,057     41,108     41,060:        20         68
Old  :    41,128:    36,764     28,659      4,344          0      8,057     41,108     41,060:        20         68
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2024                         :
     :        39:       717        582       -658          0        115         59         39:       -20          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.4       69.7       10.6        0.0       19.6      100.0       99.8:       0.0        0.2
Old  :     100.0:      89.4       69.7       10.6        0.0       19.6      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  :        31:        13         17          3          0          1         15         19:
Old  :        31:        13         17          3          0          1         15         19:
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  :                 64.9       70.6       90.4       90.3       64.9       63.1       84.5       81.5
Old  :                 64.9       70.6       90.4       90.3       64.9       63.1       84.5       81.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 31, 2024