WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, July 16, 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  :   413,885:   127,750    163,817     91,340    162,861    120,546    381,951    375,703:    31,934     38,182
Old  :   390,120:   125,274    162,849     81,053    153,333    112,290    359,660    356,192:    30,460     33,928
Other:    23,765:    11,859     10,351        904      9,528      8,256     22,291     19,511:     1,474      4,254
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :     1,979:    -3,412     -2,131        813      4,764      2,314      2,165        996:      -186        983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       39.6       22.1       39.3       29.1       92.3       90.8:       7.7        9.2
Old  :     100.0:      32.1       41.7       20.8       39.3       28.8       92.2       91.3:       7.8        8.7
Other:     100.0:      49.9       43.6        3.8       40.1       34.7       93.8       82.1:       6.2       17.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       379:       108        112        107        115        106        284        274:
Old  :       378:       112        112        104        112        103        280        268:
Other:       135:        21         32         10         29         62         57         99:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       11.6       19.7       19.3        9.8       10.5       16.3       16.7
Old  :                 11.9       12.3       20.0       20.2       10.1       11.5       16.5       17.8
Other:                 50.4       28.0       65.9       38.6       50.4       28.0       65.9       37.3
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, July 16, 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  :   242,756:    60,601     88,253     48,721    117,466     84,722    226,788    221,696:    15,968     21,060
Old  :   235,844:    61,096     88,251     46,596    113,223     81,208    220,915    216,055:    14,929     19,789
Other:     6,912:     1,463      1,960        167      4,243      3,514      5,873      5,641:     1,039      1,271
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :     2,607:      -514     -1,983      4,106       -191      1,850      3,401      3,973:      -794     -1,366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       36.4       20.1       48.4       34.9       93.4       91.3:       6.6        8.7
Old  :     100.0:      25.9       37.4       19.8       48.0       34.4       93.7       91.6:       6.3        8.4
Other:     100.0:      21.2       28.4        2.4       61.4       50.8       85.0       81.6:      15.0       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:        62         73         68         83         77        182        185:
Old  :       243:        63         72         67         82         75        179        183:
Other:        82:        11         12          9         25         37         41         54:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       13.8       25.5       23.4       13.2       13.0       22.5       22.0
Old  :                 15.4       14.1       25.6       24.1       13.7       13.4       23.7       22.7
Other:                 59.5       53.8       68.8       63.8       59.5       53.8       68.8       62.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 16, 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  : 1,573,324:   307,784    546,600    396,861    716,565    470,342  1,421,210  1,413,803:   152,114    159,521
Old  :   600,450:   242,352    336,457     34,335    256,239    188,197    532,926    558,989:    67,524     41,461
Other:   972,874:   315,358    460,069    112,600    460,326    282,145    888,284    854,814:    84,590    118,060
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :    11,782:    -1,411     -2,536     -6,416     18,379     22,718     10,552     13,766:     1,230     -1,984
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       34.7       25.2       45.5       29.9       90.3       89.9:       9.7       10.1
Old  :     100.0:      40.4       56.0        5.7       42.7       31.3       88.8       93.1:      11.2        6.9
Other:     100.0:      32.4       47.3       11.6       47.3       29.0       91.3       87.9:       8.7       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       758:       156        162        188        331        289        593        569:
Old  :       602:       114        133         33        230        172        357        325:
Other:       668:       150        139        121        240        250        451        458:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.1       11.6       15.7       18.7        7.8       10.5       12.9       16.2
Old  :                 11.6       16.9       19.8       25.5       11.4       15.4       19.1       24.0
Other:                 11.8       14.0       19.7       24.3       11.2       13.9       19.0       23.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 16, 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  :     5,478:       732      1,992        163      2,245      1,937      3,140      4,092:     2,338      1,386
Old  :     5,456:       752      1,992        143      2,231      1,937      3,126      4,072:     2,330      1,384
Other:        22:         0         20          0         14          0         14         20:         8          2
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :       150:       107        246         81        166       -134        354        193:      -204        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       36.4        3.0       41.0       35.4       57.3       74.7:      42.7       25.3
Old  :     100.0:      13.8       36.5        2.6       40.9       35.5       57.3       74.6:      42.7       25.4
Other:     100.0:       0.0       90.9        0.0       63.6        0.0       63.6       90.9:      36.4        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         6          9          3          9          9         15         21:
Old  :        27:         6          9          3          9          9         15         21:
Other:         2:         0          1          0          1          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.5       37.0       47.7       55.6       23.8       30.3       31.7       47.2
Old  :                 35.4       37.1       47.6       55.9       24.0       30.4       31.9       47.3
Other:                 63.6       90.9       63.6       90.9       63.6       90.9       63.6       90.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 16, 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  :   836,293:   135,252    296,755    155,649    496,310    322,900    787,211    775,304:    49,082     60,989
Old  :    82,899:    37,236     21,146        398     33,516     55,894     71,150     77,438:    11,749      5,461
Other:   753,394:   115,489    293,082    137,778    462,794    267,006    716,061    697,866:    37,333     55,528
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :    21,486:    10,895     22,248      5,238      5,404     -7,324     21,537     20,162:       -51      1,324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       35.5       18.6       59.3       38.6       94.1       92.7:       5.9        7.3
Old  :     100.0:      44.9       25.5        0.5       40.4       67.4       85.8       93.4:      14.2        6.6
Other:     100.0:      15.3       38.9       18.3       61.4       35.4       95.0       92.6:       5.0        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       518:       127        141        145        191        185        405        406:
Old  :       269:        63         48          7         97         83        164        135:
Other:       507:       114        152        130        168        171        365        385:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.4       13.9       23.4       22.0       14.5       13.6       20.7       21.2
Old  :                 25.9       37.4       35.6       48.5       25.9       37.4       35.3       48.2
Other:                 16.5       12.1       24.9       20.6       15.6       11.8       21.8       20.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 16, 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  :   555,058:   112,712    110,681    122,961    289,023    295,952    524,696    529,594:    30,362     25,464
Old  :   142,749:    58,178     41,441      6,257     69,661     87,952    134,096    135,650:     8,653      7,099
Other:   412,309:    94,204    108,910     77,034    219,362    208,000    390,600    393,944:    21,709     18,365
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :    12,266:      -549      3,897      2,342      8,752      5,538     10,545     11,777:     1,721        489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       19.9       22.2       52.1       53.3       94.5       95.4:       5.5        4.6
Old  :     100.0:      40.8       29.0        4.4       48.8       61.6       93.9       95.0:       6.1        5.0
Other:     100.0:      22.8       26.4       18.7       53.2       50.4       94.7       95.5:       5.3        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:        95         73         93        111         95        257        220:
Old  :       209:        60         39         28         75         66        150        120:
Other:       285:        81         82         68         90         77        218        181:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       22.0       21.6       34.1        9.3       19.0       16.0       26.6
Old  :                 19.8       35.3       34.3       46.4       18.6       33.2       32.0       44.2
Other:                 13.6       24.2       23.2       38.3       12.2       21.0       20.7       28.6
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, July 16, 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  : 1,698,808:   307,574    354,724     14,148  1,153,768  1,179,234  1,475,490  1,548,106:   223,318    150,702
Old  : 1,698,808:   307,574    354,724     14,148  1,153,768  1,179,234  1,475,490  1,548,106:   223,318    150,702
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :    25,926:     2,599     15,328     -4,196     15,717      8,794     14,120     19,926:    11,806      6,000
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       20.9        0.8       67.9       69.4       86.9       91.1:      13.1        8.9
Old  :     100.0:      18.1       20.9        0.8       67.9       69.4       86.9       91.1:      13.1        8.9
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  :       231:        31         39         21        112        117        158        162:
Old  :       231:        31         39         21        112        117        158        162:
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       25.8       36.8       38.8       21.8       23.8       35.8       35.8
Old  :                 22.5       25.8       36.8       38.8       21.8       23.8       35.8       35.8
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, July 16, 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  : 1,686,411:   146,603    566,001      5,800  1,357,495    951,860  1,509,898  1,523,661:   176,513    162,750
Old  : 1,686,411:   146,603    566,001      5,800  1,357,495    951,860  1,509,898  1,523,661:   176,513    162,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :    23,918:     1,024     14,462      3,156     15,441      8,414     19,621     26,032:     4,297     -2,114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       33.6        0.3       80.5       56.4       89.5       90.3:      10.5        9.7
Old  :     100.0:       8.7       33.6        0.3       80.5       56.4       89.5       90.3:      10.5        9.7
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  :       186:        14         29         13        106         99        126        135:
Old  :       186:        14         29         13        106         99        126        135:
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  :                 22.9       38.0       38.5       51.0       21.5       37.5       33.3       46.8
Old  :                 22.9       38.0       38.5       51.0       21.5       37.5       33.3       46.8
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, July 16, 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  :   533,069:   131,194     97,570    132,521    220,889    271,591    484,604    501,682:    48,465     31,387
Old  :   129,156:    68,350     30,109      5,315     40,910     83,892    114,575    119,316:    14,581      9,840
Other:   403,913:   119,044    123,661     71,006    179,979    187,699    370,029    382,366:    33,884     21,547
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :    11,967:   -12,448     20,282      8,910     12,629    -21,098      9,091      8,094:     2,876      3,873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       18.3       24.9       41.4       50.9       90.9       94.1:       9.1        5.9
Old  :     100.0:      52.9       23.3        4.1       31.7       65.0       88.7       92.4:      11.3        7.6
Other:     100.0:      29.5       30.6       17.6       44.6       46.5       91.6       94.7:       8.4        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:        87         80        102        119        101        263        243:
Old  :       211:        55         36         29         80         78        147        134:
Other:       301:        86         87         84        107         74        240        200:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.4       24.6       19.1       37.1        8.4       23.4       15.1       32.4
Old  :                 29.8       25.6       38.1       37.4       29.4       23.9       37.5       35.7
Other:                 11.2       26.1       19.6       39.3       10.7       25.5       18.4       37.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 16, 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  :     9,082:     2,818      2,585        129      4,343      5,251      7,290      7,965:     1,792      1,117
Old  :     9,082:     2,818      2,585        129      4,343      5,251      7,290      7,965:     1,792      1,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :       535:       151        672        101        412       -272        664        501:      -129         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       28.5        1.4       47.8       57.8       80.3       87.7:      19.7       12.3
Old  :     100.0:      31.0       28.5        1.4       47.8       57.8       80.3       87.7:      19.7       12.3
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  :        56:        20         10          6         18         14         39         29:
Old  :        56:        20         10          6         18         14         39         29:
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  :                 25.2       50.7       43.9       66.8       24.8       49.4       42.5       65.4
Old  :                 25.2       50.7       43.9       66.8       24.8       49.4       42.5       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders - Futures Only, July 16, 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  : 4,433,908:   693,099  1,878,086     91,012  3,355,786  2,344,584  4,139,897  4,313,682:   294,011    120,226
Old  : 4,433,908:   693,099  1,878,086     91,012  3,355,786  2,344,584  4,139,897  4,313,682:   294,011    120,226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :   126,687:    63,137     15,809    -23,370     71,886    134,212    111,653    126,651:    15,034         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       42.4        2.1       75.7       52.9       93.4       97.3:       6.6        2.7
Old  :     100.0:      15.6       42.4        2.1       75.7       52.9       93.4       97.3:       6.6        2.7
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  :       500:       112         58         36        264        178        395        254:
Old  :       500:       112         58         36        264        178        395        254:
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  :                 19.9       28.6       27.8       43.2       18.4       28.6       25.2       42.9
Old  :                 19.9       28.6       27.8       43.2       18.4       28.6       25.2       42.9
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, July 16, 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  : 4,556,483:   378,531  1,016,017    100,868  3,614,914  3,077,267  4,094,313  4,194,152:   462,170    362,331
Old  : 4,556,483:   378,531  1,016,017    100,868  3,614,914  3,077,267  4,094,313  4,194,152:   462,170    362,331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :    53,827:  -132,402     87,180     -7,969    163,277    -23,904     22,906     55,307:    30,921     -1,480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       22.3        2.2       79.3       67.5       89.9       92.0:      10.1        8.0
Old  :     100.0:       8.3       22.3        2.2       79.3       67.5       89.9       92.0:      10.1        8.0
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  :       410:        62         62         43        215        196        301        277:
Old  :       410:        62         62         43        215        196        301        277:
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  :                 21.4       21.1       30.9       30.2       19.0       20.6       26.4       28.8
Old  :                 21.4       21.1       30.9       30.2       19.0       20.6       26.4       28.8
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, July 16, 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  : 2,084,893:   258,126    384,706     30,424  1,592,656  1,400,768  1,881,206  1,815,898:   203,687    268,995
Old  : 2,084,893:   258,126    384,706     30,424  1,592,656  1,400,768  1,881,206  1,815,898:   203,687    268,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :    12,270:     7,329        552      3,778     -2,541      2,827      8,566      7,157:     3,704      5,113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       18.5        1.5       76.4       67.2       90.2       87.1:       9.8       12.9
Old  :     100.0:      12.4       18.5        1.5       76.4       67.2       90.2       87.1:       9.8       12.9
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  :       200:        29         20         17        109        114        146        143:
Old  :       200:        29         20         17        109        114        146        143:
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  :                 31.5       22.0       45.8       33.3       25.4       17.0       35.6       25.3
Old  :                 31.5       22.0       45.8       33.3       25.4       17.0       35.6       25.3
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, July 16, 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  :     3,438:     1,205        807      1,362          0         87      2,567      2,256:       871      1,182
Old  :     3,438:     1,205        807      1,362          0         87      2,567      2,256:       871      1,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :       505:      -526       -119        939        -75       -163        338        657:       167       -152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       23.5       39.6        0.0        2.5       74.7       65.6:      25.3       34.4
Old  :     100.0:      35.0       23.5       39.6        0.0        2.5       74.7       65.6:      25.3       34.4
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:         4         16          3          0          1          5         20:
Old  :        22:         4         16          3          0          1          5         20:
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  :                 73.9       44.6       74.7       51.6       35.0       10.4       35.0       16.3
Old  :                 73.9       44.6       74.7       51.6       35.0       10.4       35.0       16.3
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, July 16, 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  : 6,503,048:   494,873  2,071,047     99,262  5,464,162  4,044,045  6,058,297  6,214,354:   444,751    288,694
Old  : 6,503,048:   494,873  2,071,047     99,262  5,464,162  4,044,045  6,058,297  6,214,354:   444,751    288,694
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :   146,927:    40,770     50,343      5,469     93,503     81,584    139,742    137,396:     7,185      9,531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       31.8        1.5       84.0       62.2       93.2       95.6:       6.8        4.4
Old  :     100.0:       7.6       31.8        1.5       84.0       62.2       93.2       95.6:       6.8        4.4
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  :       424:        66         56         31        235        189        319        258:
Old  :       424:        66         56         31        235        189        319        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  :                 23.6       21.3       33.7       34.9       20.1       21.2       28.9       34.7
Old  :                 23.6       21.3       33.7       34.9       20.1       21.2       28.9       34.7
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, July 16, 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  : 1,862,962:   277,410    362,824    303,507  1,240,805  1,163,500  1,821,722  1,829,831:    41,240     33,131
Old  : 1,862,962:   277,410    362,824    303,507  1,240,805  1,163,500  1,821,722  1,829,831:    41,240     33,131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :   119,454:    26,416    -21,724      4,447     89,861    141,247    120,724    123,970:    -1,270     -4,516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       19.5       16.3       66.6       62.5       97.8       98.2:       2.2        1.8
Old  :     100.0:      14.9       19.5       16.3       66.6       62.5       97.8       98.2:       2.2        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  :       186:        28         44         49         97         97        157        160:
Old  :       186:        28         44         49         97         97        157        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  :                 28.2       21.8       39.9       33.7       21.9       14.4       29.0       21.5
Old  :                 28.2       21.8       39.9       33.7       21.9       14.4       29.0       21.5
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, July 16, 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  :    99,652:    30,568     15,327      3,915     50,244     67,905     84,727     87,147:    14,925     12,505
Old  :    99,652:    30,568     15,327      3,915     50,244     67,905     84,727     87,147:    14,925     12,505
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :    11,345:     8,251        805        187      1,507      8,107      9,945      9,099:     1,400      2,246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       15.4        3.9       50.4       68.1       85.0       87.5:      15.0       12.5
Old  :     100.0:      30.7       15.4        3.9       50.4       68.1       85.0       87.5:      15.0       12.5
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  :       105:        26         24         15         35         29         69         60:
Old  :       105:        26         24         15         35         29         69         60:
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  :                 37.2       36.6       48.1       52.6       36.8       36.1       46.8       52.1
Old  :                 37.2       36.6       48.1       52.6       36.8       36.1       46.8       52.1
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, July 16, 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  :    99,652:    30,568     15,327      3,915     50,244     67,905     84,727     87,147:    14,925     12,505
Old  :    99,652:    30,568     15,327      3,915     50,244     67,905     84,727     87,147:    14,925     12,505
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :    11,345:     8,251        805        187      1,507      8,107      9,945      9,099:     1,400      2,246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       15.4        3.9       50.4       68.1       85.0       87.5:      15.0       12.5
Old  :     100.0:      30.7       15.4        3.9       50.4       68.1       85.0       87.5:      15.0       12.5
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  :       105:        26         24         15         35         29         69         60:
Old  :       105:        26         24         15         35         29         69         60:
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  :                 37.2       36.6       48.1       52.6       36.8       36.1       46.8       52.1
Old  :                 37.2       36.6       48.1       52.6       36.8       36.1       46.8       52.1
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, July 16, 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  :    48,448:       310      1,017          0     45,027     45,924     45,337     46,941:     3,111      1,507
Old  :    48,448:       310      1,017          0     45,027     45,924     45,337     46,941:     3,111      1,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :     1,450:        81       -203          0      1,083        910      1,164        707:       286        743
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        2.1        0.0       92.9       94.8       93.6       96.9:       6.4        3.1
Old  :     100.0:       0.6        2.1        0.0       92.9       94.8       93.6       96.9:       6.4        3.1
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  :        39:         1          2          0         28         12         29         14:
Old  :        39:         1          2          0         28         12         29         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  :                 43.9       69.0       64.8       90.9       42.2       69.0       62.9       90.4
Old  :                 43.9       69.0       64.8       90.9       42.2       69.0       62.9       90.4
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, July 16, 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  :   170,724:    18,220     25,426        591    151,576    144,590    170,387    170,607:       337        117
Old  :   170,724:    18,220     25,426        591    151,576    144,590    170,387    170,607:       337        117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :     2,149:     2,275      2,244       -110          2          0      2,167      2,134:       -18         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       14.9        0.3       88.8       84.7       99.8       99.9:       0.2        0.1
Old  :     100.0:      10.7       14.9        0.3       88.8       84.7       99.8       99.9:       0.2        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  :        51:        27         15          2          7          3         35         19:
Old  :        51:        27         15          2          7          3         35         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  :                 91.4       90.9       94.9       97.8       91.4       90.9       94.9       97.4
Old  :                 91.4       90.9       94.9       97.8       91.4       90.9       94.9       97.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                          Code-342603
Commitments of Traders - Futures Only, July 16, 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  :    25,696:    18,507     17,875      7,179          0        631     25,686     25,685:        10         11
Old  :    25,696:    18,507     17,875      7,179          0        631     25,686     25,685:        10         11
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.0       69.6       27.9        0.0        2.5      100.0      100.0:       0.0        0.0
Old  :     100.0:      72.0       69.6       27.9        0.0        2.5      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  :        20:         5         14          2          0          1          6         16:
Old  :        20:         5         14          2          0          1          6         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  :                 99.6       75.0      100.0       95.0       71.9       54.2       72.0       68.6
Old  :                 99.6       75.0      100.0       95.0       71.9       54.2       72.0       68.6
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, July 16, 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  :   113,233:    66,153     66,172     47,058          0          0    113,211    113,230:        22          3
Old  :   113,233:    66,153     66,172     47,058          0          0    113,211    113,230:        22          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :     5,407:     5,402      5,428          0          0          0      5,402      5,428:         5        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.4       58.4       41.6        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      58.4       58.4       41.6        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  :        33:        20         13          4          0          0         23         14:
Old  :        33:        20         13          4          0          0         23         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  :                 67.0       97.8       86.6       99.6       40.0       57.1       52.6       58.1
Old  :                 67.0       97.8       86.6       99.6       40.0       57.1       52.6       58.1
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, July 16, 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  :    70,837:    62,023     54,353      8,793          0      7,619     70,816     70,765:        21         72
Old  :    70,837:    62,023     54,353      8,793          0      7,619     70,816     70,765:        21         72
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 9, 2024                         :
     :       791:       860        572        -70          0        285        790        787:         1          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.6       76.7       12.4        0.0       10.8      100.0       99.9:       0.0        0.1
Old  :     100.0:      87.6       76.7       12.4        0.0       10.8      100.0       99.9:       0.0        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  :        34:        13         19          3          0          2         15         22:
Old  :        34:        13         19          3          0          2         15         22:
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  :                 78.0       79.4       92.1       92.1       75.0       68.7       84.6       81.1
Old  :                 78.0       79.4       92.1       92.1       75.0       68.7       84.6       81.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 16, 2024