WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, August 06, 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  :   431,547:   122,142    162,527    111,274    167,818    120,871    401,234    394,672:    30,313     36,875
Old  :   405,026:   122,966    162,016     97,958    155,312    112,019    376,236    371,993:    28,790     33,033
Other:    26,521:    11,600     12,935        892     12,506      8,852     24,998     22,679:     1,523      3,842
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :    -1,316:    -6,510     -9,383     10,863     -5,252     -3,606       -899     -2,126:      -417        810
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       37.7       25.8       38.9       28.0       93.0       91.5:       7.0        8.5
Old  :     100.0:      30.4       40.0       24.2       38.3       27.7       92.9       91.8:       7.1        8.2
Other:     100.0:      43.7       48.8        3.4       47.2       33.4       94.3       85.5:       5.7       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       393:        97        129        115        123        112        292        296:
Old  :       392:        99        128        110        119        108        285        289:
Other:       150:        21         34         14         39         64         71        104:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.2       11.5       19.3       18.7        9.6        9.3       15.4       15.2
Old  :                 11.8       12.0       19.9       19.3       10.1        9.9       15.9       16.1
Other:                 41.6       32.3       57.7       41.7       41.6       32.3       57.3       41.7
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, August 06, 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  :   265,006:    62,762     83,499     60,497    125,578     98,807    248,837    242,803:    16,169     22,203
Old  :   256,484:    64,595     83,413     57,103    119,786     95,064    241,484    235,580:    15,000     20,904
Other:     8,522:     1,443      3,362        118      5,792      3,743      7,353      7,223:     1,169      1,299
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :    11,621:      -107     -2,536      4,140      6,700     10,267     10,733     11,871:       888       -250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       31.5       22.8       47.4       37.3       93.9       91.6:       6.1        8.4
Old  :     100.0:      25.2       32.5       22.3       46.7       37.1       94.2       91.8:       5.8        8.2
Other:     100.0:      16.9       39.5        1.4       68.0       43.9       86.3       84.8:      13.7       15.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:        62         67         66         78         80        175        181:
Old  :       236:        63         65         64         77         77        173        176:
Other:        91:         8         17          6         31         43         43         62:
     :----------------------------------------------------------------------------------------------------
     :             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       13.7       24.3       23.3       11.0       12.9       19.6       20.2
Old  :                 14.3       14.0       24.5       23.9       11.1       13.3       20.5       20.9
Other:                 47.3       54.5       62.3       67.4       47.3       54.5       62.3       66.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 06, 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  : 1,578,304:   320,403    472,372    405,427    705,379    531,900  1,431,209  1,409,699:   147,095    168,605
Old  :   510,290:   211,270    266,992     31,074    209,526    178,089    451,870    476,155:    58,420     34,135
Other: 1,068,014:   322,431    418,678    161,055    495,853    353,811    979,339    933,544:    88,675    134,470
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :   -19,585:    11,770    -48,703     -3,478    -24,317     27,762    -16,025    -24,419:    -3,560      4,834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       29.9       25.7       44.7       33.7       90.7       89.3:       9.3       10.7
Old  :     100.0:      41.4       52.3        6.1       41.1       34.9       88.6       93.3:      11.4        6.7
Other:     100.0:      30.2       39.2       15.1       46.4       33.1       91.7       87.4:       8.3       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       726:       131        162        175        325        287        566        546:
Old  :       551:        98        115         29        216        169        324        303:
Other:       676:       150        140        120        245        256        455        462:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       11.8       16.3       18.2        7.1        9.2       12.1       14.4
Old  :                 14.1       19.5       23.2       26.8       13.1       19.5       21.6       26.7
Other:                 13.5       12.7       20.7       21.2       13.1       12.4       19.5       20.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 06, 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  :     4,966:       523      1,800        126      2,352      1,628      3,001      3,554:     1,965      1,412
Old  :     4,944:       543      1,800        106      2,338      1,628      2,987      3,534:     1,957      1,410
Other:        22:         0         20          0         14          0         14         20:         8          2
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :      -275:       -93        -77        -33        -76       -164       -202       -274:       -73         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       36.2        2.5       47.4       32.8       60.4       71.6:      39.6       28.4
Old  :     100.0:      11.0       36.4        2.1       47.3       32.9       60.4       71.5:      39.6       28.5
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  :        24:         4          7          3         10          8         14         18:
Old  :        24:         4          7          3         10          8         14         18:
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  :                 38.5       34.6       52.3       54.9       31.4       34.2       43.1       53.7
Old  :                 38.4       34.8       52.3       55.1       31.3       34.4       43.4       53.9
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, August 06, 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  :   786,832:   111,259    270,387    149,388    484,227    311,016    744,874    730,791:    41,958     56,041
Old  :   768,750:   114,062    268,395    140,931    474,183    305,878    729,176    715,204:    39,574     53,546
Other:    18,082:     4,142      8,937      1,512     10,044      5,138     15,698     15,587:     2,384      2,495
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :     6,838:      -319     -9,091        712      8,061     13,807      8,454      5,428:    -1,616      1,410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       34.4       19.0       61.5       39.5       94.7       92.9:       5.3        7.1
Old  :     100.0:      14.8       34.9       18.3       61.7       39.8       94.9       93.0:       5.1        7.0
Other:     100.0:      22.9       49.4        8.4       55.5       28.4       86.8       86.2:      13.2       13.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       513:       117        145        150        182        186        395        410:
Old  :       512:       117        147        143        182        186        390        407:
Other:       133:        21         28         13         37         52         64         89:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       12.1       23.9       21.3       14.7       12.0       21.2       20.3
Old  :                 16.1       12.3       24.4       21.8       15.2       12.3       21.7       20.8
Other:                 27.9       45.3       44.6       60.0       27.7       45.3       42.9       58.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 06, 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  :   550,787:   115,500    164,666    112,665    292,565    247,280    520,730    524,611:    30,057     26,176
Old  :    81,309:    43,243     31,771        782     32,772     44,818     76,797     77,371:     4,512      3,938
Other:   469,478:   100,190    160,828     83,950    259,793    202,462    443,933    447,240:    25,545     22,238
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :   -12,243:      -320     11,968     -4,355     -7,555    -20,804    -12,230    -13,191:       -13        948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       29.9       20.5       53.1       44.9       94.5       95.2:       5.5        4.8
Old  :     100.0:      53.2       39.1        1.0       40.3       55.1       94.5       95.2:       5.5        4.8
Other:     100.0:      21.3       34.3       17.9       55.3       43.1       94.6       95.3:       5.4        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       349:        96         95         93        125         96        274        240:
Old  :       194:        53         36          5         64         53        119         92:
Other:       334:        85         98         79        113         87        251        219:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       16.7       18.4       29.0        8.7       14.9       15.2       23.3
Old  :                 27.5       39.5       39.8       49.0       27.1       39.5       39.0       48.9
Other:                 12.5       18.1       21.1       31.5       10.1       16.9       17.4       26.0
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, August 06, 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  : 1,764,559:   339,271    397,126     22,243  1,169,182  1,205,354  1,530,696  1,624,723:   233,863    139,836
Old  : 1,764,559:   339,271    397,126     22,243  1,169,182  1,205,354  1,530,696  1,624,723:   233,863    139,836
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :    65,571:    13,996     25,932      5,357     35,964     26,974     55,317     58,263:    10,254      7,308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       22.5        1.3       66.3       68.3       86.7       92.1:      13.3        7.9
Old  :     100.0:      19.2       22.5        1.3       66.3       68.3       86.7       92.1:      13.3        7.9
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  :       224:        28         37         24        120        107        164        152:
Old  :       224:        28         37         24        120        107        164        152:
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  :                 22.4       26.3       35.6       39.7       21.5       24.2       34.5       37.0
Old  :                 22.4       26.3       35.6       39.7       21.5       24.2       34.5       37.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                                                                 Code-020604
Commitments of Traders - Futures Only, August 06, 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  : 1,672,271:   159,683    536,345      7,038  1,330,555    972,870  1,497,276  1,516,253:   174,995    156,018
Old  : 1,672,271:   159,683    536,345      7,038  1,330,555    972,870  1,497,276  1,516,253:   174,995    156,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :    28,311:    12,031    -28,353        507     18,681     55,036     31,219     27,190:    -2,908      1,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       32.1        0.4       79.6       58.2       89.5       90.7:      10.5        9.3
Old  :     100.0:       9.5       32.1        0.4       79.6       58.2       89.5       90.7:      10.5        9.3
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  :       177:        13         26         13        107         92        128        123:
Old  :       177:        13         26         13        107         92        128        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       39.9       39.0       51.2       21.5       39.8       33.7       48.8
Old  :                 22.5       39.9       39.0       51.2       21.5       39.8       33.7       48.8
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, August 06, 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  :   517,629:   125,998     82,907    121,309    223,119    284,470    470,426    488,686:    47,203     28,943
Old  :    85,924:    47,981     17,435        712     28,939     61,892     77,632     80,039:     8,292      5,885
Other:   431,705:   114,467    101,922     84,147    194,180    222,578    392,794    408,647:    38,911     23,058
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :     5,399:    -1,649     -7,046      7,058     -2,279      6,263      3,130      6,275:     2,269       -876
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       16.0       23.4       43.1       55.0       90.9       94.4:       9.1        5.6
Old  :     100.0:      55.8       20.3        0.8       33.7       72.0       90.3       93.2:       9.7        6.8
Other:     100.0:      26.5       23.6       19.5       45.0       51.6       91.0       94.7:       9.0        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       330:        85         77         98        128        108        270        246:
Old  :       212:        56         35          9         71         63        130        104:
Other:       313:        83         83         85        120         93        250        218:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.7       27.7       19.1       37.2        9.5       26.4       17.1       33.8
Old  :                 26.3       34.2       35.8       44.4       26.3       33.9       35.6       44.1
Other:                 11.5       27.4       20.5       38.2       11.2       26.2       19.6       36.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 06, 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  :     9,077:     2,429      2,121        382      4,690      5,387      7,501      7,890:     1,576      1,187
Old  :     9,077:     2,429      2,121        382      4,690      5,387      7,501      7,890:     1,576      1,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :      -281:      -320       -639         14         70        312       -236       -313:       -45         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       23.4        4.2       51.7       59.3       82.6       86.9:      17.4       13.1
Old  :     100.0:      26.8       23.4        4.2       51.7       59.3       82.6       86.9:      17.4       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  :        58:        19         10          7         18         14         42         28:
Old  :        58:        19         10          7         18         14         42         28:
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  :                 25.6       50.1       41.7       64.9       24.3       48.8       39.9       63.2
Old  :                 25.6       50.1       41.7       64.9       24.3       48.8       39.9       63.2
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, August 06, 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  : 4,418,535:   716,311  1,821,522     62,176  3,346,171  2,412,046  4,124,658  4,295,744:   293,877    122,791
Old  : 4,418,535:   716,311  1,821,522     62,176  3,346,171  2,412,046  4,124,658  4,295,744:   293,877    122,791
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :    16,424:       701      2,240    -48,210     70,140     46,996     22,631      1,026:    -6,207     15,398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       41.2        1.4       75.7       54.6       93.3       97.2:       6.7        2.8
Old  :     100.0:      16.2       41.2        1.4       75.7       54.6       93.3       97.2:       6.7        2.8
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  :       462:       103         44         37        250        178        368        244:
Old  :       462:       103         44         37        250        178        368        244:
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  :                 21.8       29.0       30.3       43.0       20.7       28.9       27.8       42.3
Old  :                 21.8       29.0       30.3       43.0       20.7       28.9       27.8       42.3
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, August 06, 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  : 4,887,707:   441,721  1,217,929    132,424  3,848,733  3,210,060  4,422,878  4,560,413:   464,829    327,294
Old  : 4,887,707:   441,721  1,217,929    132,424  3,848,733  3,210,060  4,422,878  4,560,413:   464,829    327,294
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :   133,594:    26,685     74,423     20,624     84,683     79,687    131,992    174,734:     1,602    -41,140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       24.9        2.7       78.7       65.7       90.5       93.3:       9.5        6.7
Old  :     100.0:       9.0       24.9        2.7       78.7       65.7       90.5       93.3:       9.5        6.7
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  :       410:        63         61         48        228        193        313        280:
Old  :       410:        63         61         48        228        193        313        280:
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  :                 21.8       21.0       30.5       30.5       19.6       20.3       26.5       29.5
Old  :                 21.8       21.0       30.5       30.5       19.6       20.3       26.5       29.5
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, August 06, 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  : 2,120,288:   258,600    422,857     31,808  1,603,637  1,418,436  1,894,045  1,873,101:   226,243    247,187
Old  : 2,120,288:   258,600    422,857     31,808  1,603,637  1,418,436  1,894,045  1,873,101:   226,243    247,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :    20,775:    -3,844     49,422      1,801     21,834    -16,609     19,791     34,614:       984    -13,839
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       19.9        1.5       75.6       66.9       89.3       88.3:      10.7       11.7
Old  :     100.0:      12.2       19.9        1.5       75.6       66.9       89.3       88.3:      10.7       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  :       199:        25         24         15        104        115        137        146:
Old  :       199:        25         24         15        104        115        137        146:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       21.4       45.7       32.0       26.7       16.8       36.7       25.3
Old  :                 32.7       21.4       45.7       32.0       26.7       16.8       36.7       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, August 06, 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  :     2,925:     2,117      1,589         46          0        576      2,163      2,211:       762        714
Old  :     2,925:     2,117      1,589         46          0        576      2,163      2,211:       762        714
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.4       54.3        1.6        0.0       19.7       73.9       75.6:      26.1       24.4
Old  :     100.0:      72.4       54.3        1.6        0.0       19.7       73.9       75.6:      26.1       24.4
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  :        27:        13         13          2          0          1         14         15:
Old  :        27:        13         13          2          0          1         14         15:
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  :                 63.9       56.8       69.2       66.0       62.6       56.6       67.8       65.8
Old  :                 63.9       56.8       69.2       66.0       62.6       56.6       67.8       65.8
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, August 06, 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  : 6,612,926:   578,521  2,266,597     79,460  5,469,735  4,032,410  6,127,716  6,378,467:   485,210    234,459
Old  : 6,612,926:   578,521  2,266,597     79,460  5,469,735  4,032,410  6,127,716  6,378,467:   485,210    234,459
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :    47,306:    23,771     55,809     -6,306     34,893      5,839     52,358     55,342:    -5,052     -8,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       34.3        1.2       82.7       61.0       92.7       96.5:       7.3        3.5
Old  :     100.0:       8.7       34.3        1.2       82.7       61.0       92.7       96.5:       7.3        3.5
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  :       418:        69         51         36        228        190        317        257:
Old  :       418:        69         51         36        228        190        317        257:
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       20.5       34.3       33.9       21.2       20.3       30.3       33.4
Old  :                 23.9       20.5       34.3       33.9       21.2       20.3       30.3       33.4
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, August 06, 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  : 1,673,597:   192,047    272,891    252,099  1,202,589  1,110,120  1,646,735  1,635,110:    26,862     38,487
Old  : 1,673,597:   192,047    272,891    252,099  1,202,589  1,110,120  1,646,735  1,635,110:    26,862     38,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :  -411,629:   -87,801   -218,273    -91,624   -214,797   -103,028   -394,222   -412,925:   -17,407      1,296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       16.3       15.1       71.9       66.3       98.4       97.7:       1.6        2.3
Old  :     100.0:      11.5       16.3       15.1       71.9       66.3       98.4       97.7:       1.6        2.3
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  :       181:        25         43         43         86         98        138        158:
Old  :       181:        25         43         43         86         98        138        158:
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  :                 31.1       20.6       44.0       35.8       23.4       13.2       29.1       22.7
Old  :                 31.1       20.6       44.0       35.8       23.4       13.2       29.1       22.7
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, August 06, 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  :    84,440:    21,484     14,115      2,059     48,536     55,857     72,079     72,031:    12,361     12,409
Old  :    84,440:    21,484     14,115      2,059     48,536     55,857     72,079     72,031:    12,361     12,409
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :    -7,745:    -6,070         99        -94        425     -9,127     -5,739     -9,122:    -2,006      1,377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       16.7        2.4       57.5       66.1       85.4       85.3:      14.6       14.7
Old  :     100.0:      25.4       16.7        2.4       57.5       66.1       85.4       85.3:      14.6       14.7
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  :        86:        21         19         15         31         23         58         51:
Old  :        86:        21         19         15         31         23         58         51:
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  :                 43.7       39.4       55.1       59.9       43.1       38.8       54.5       58.4
Old  :                 43.7       39.4       55.1       59.9       43.1       38.8       54.5       58.4
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, August 06, 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  :    84,440:    21,484     14,115      2,059     48,536     55,857     72,079     72,031:    12,361     12,409
Old  :    84,440:    21,484     14,115      2,059     48,536     55,857     72,079     72,031:    12,361     12,409
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :    -7,745:    -6,070         99        -94        425     -9,127     -5,739     -9,122:    -2,006      1,377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       16.7        2.4       57.5       66.1       85.4       85.3:      14.6       14.7
Old  :     100.0:      25.4       16.7        2.4       57.5       66.1       85.4       85.3:      14.6       14.7
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  :        86:        21         19         15         31         23         58         51:
Old  :        86:        21         19         15         31         23         58         51:
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  :                 43.7       39.4       55.1       59.9       43.1       38.8       54.5       58.4
Old  :                 43.7       39.4       55.1       59.9       43.1       38.8       54.5       58.4
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, August 06, 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  :    61,934:     3,793      2,019          0     55,105     59,275     58,898     61,294:     3,036        640
Old  :    61,934:     3,793      2,019          0     55,105     59,275     58,898     61,294:     3,036        640
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :    15,507:     2,038      1,472          0     13,927     14,054     15,965     15,526:      -458        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        3.3        0.0       89.0       95.7       95.1       99.0:       4.9        1.0
Old  :     100.0:       6.1        3.3        0.0       89.0       95.7       95.1       99.0:       4.9        1.0
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  :        40:         1          4          0         27         11         28         15:
Old  :        40:         1          4          0         27         11         28         15:
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  :                 49.5       77.4       70.4       93.9       48.2       77.4       68.9       93.6
Old  :                 49.5       77.4       70.4       93.9       48.2       77.4       68.9       93.6
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, August 06, 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  :   182,038:    28,288     37,029        333    153,114    144,590    181,735    181,952:       303         86
Old  :   182,038:    28,288     37,029        333    153,114    144,590    181,735    181,952:       303         86
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :     7,214:     5,702      7,258          3      1,546          0      7,251      7,261:       -37        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       20.3        0.2       84.1       79.4       99.8      100.0:       0.2        0.0
Old  :     100.0:      15.5       20.3        0.2       84.1       79.4       99.8      100.0:       0.2        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  :        54:        29         16          4          7          3         37         22:
Old  :        54:        29         16          4          7          3         37         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  :                 89.2       87.6       94.4       96.8       89.2       87.6       94.4       96.7
Old  :                 89.2       87.6       94.4       96.8       89.2       87.6       94.4       96.7
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, August 06, 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  :    25,034:    16,779     16,147      8,245          0        631     25,024     25,023:        10         11
Old  :    25,034:    16,779     16,147      8,245          0        631     25,024     25,023:        10         11
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :    -1,589:    -2,304     -2,304        715          0          0     -1,589     -1,589:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.0       64.5       32.9        0.0        2.5      100.0      100.0:       0.0        0.0
Old  :     100.0:      67.0       64.5       32.9        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  :        21:         6         13          4          0          1          7         18:
Old  :        21:         6         13          4          0          1          7         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  :                 97.4       62.6      100.0       91.2       65.9       51.8       67.0       63.8
Old  :                 97.4       62.6      100.0       91.2       65.9       51.8       67.0       63.8
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, August 06, 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  :   123,410:    76,332     73,835     47,058          0          0    123,390    120,893:        20      2,517
Old  :   123,410:    76,332     73,835     47,058          0          0    123,390    120,893:        20      2,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :     9,778:     9,780      7,264          0          0          0      9,780      7,264:        -2      2,514
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.9       59.8       38.1        0.0        0.0      100.0       98.0:       0.0        2.0
Old  :     100.0:      61.9       59.8       38.1        0.0        0.0      100.0       98.0:       0.0        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  :        31:        19         12          4          0          0         22         13:
Old  :        31:        19         12          4          0          0         22         13:
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  :                 66.3       96.3       87.4       97.6       44.6       58.8       56.1       59.6
Old  :                 66.3       96.3       87.4       97.6       44.6       58.8       56.1       59.6
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, August 06, 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  :    83,672:    75,380     63,319      8,273          0     12,000     83,653     83,592:        19         80
Old  :    83,672:    75,380     63,319      8,273          0     12,000     83,653     83,592:        19         80
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2024                        :
     :    11,310:    11,355      8,314        -43          0      3,033     11,312     11,304:        -2          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      90.1       75.7        9.9        0.0       14.3      100.0       99.9:       0.0        0.1
Old  :     100.0:      90.1       75.7        9.9        0.0       14.3      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          4          0          2         16         22:
Old  :        34:        13         19          4          0          2         16         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  :                 82.2       74.8       95.6       92.7       81.1       66.4       88.8       84.3
Old  :                 82.2       74.8       95.6       92.7       81.1       66.4       88.8       84.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 06, 2024