WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, August 13, 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  :   401,604:   125,365    164,270     97,048    147,937    104,420    370,350    365,738:    31,254     35,866
Old  :   372,084:   126,430    163,010     82,430    133,648     94,538    342,508    339,978:    29,576     32,106
Other:    29,520:    12,314     14,639      1,239     14,289      9,882     27,842     25,760:     1,678      3,760
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :   -29,943:     3,223      1,743    -14,226    -19,881    -16,451    -30,884    -28,934:       941     -1,009
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       40.9       24.2       36.8       26.0       92.2       91.1:       7.8        8.9
Old  :     100.0:      34.0       43.8       22.2       35.9       25.4       92.1       91.4:       7.9        8.6
Other:     100.0:      41.7       49.6        4.2       48.4       33.5       94.3       87.3:       5.7       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       391:       102        126        119        119        106        296        288:
Old  :       389:       104        125        115        116        101        291        280:
Other:       158:        24         36         14         40         70         72        114:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       11.2       19.7       18.9       11.4       10.1       17.7       16.5
Old  :                 12.9       11.7       20.3       19.4       12.0       10.9       18.1       17.4
Other:                 39.0       31.7       54.2       42.6       39.0       31.7       54.2       42.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, August 13, 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  :   259,106:    66,198     86,150     56,356    118,086     93,747    240,640    236,253:    18,466     22,853
Old  :   249,187:    68,891     85,905     52,042    111,187     89,813    232,120    227,760:    17,067     21,427
Other:     9,919:     1,472      4,410        149      6,899      3,934      8,520      8,493:     1,399      1,426
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :    -5,900:     3,436      2,651     -4,141     -7,492     -5,060     -8,197     -6,550:     2,297        650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       33.2       21.8       45.6       36.2       92.9       91.2:       7.1        8.8
Old  :     100.0:      27.6       34.5       20.9       44.6       36.0       93.2       91.4:       6.8        8.6
Other:     100.0:      14.8       44.5        1.5       69.6       39.7       85.9       85.6:      14.1       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:        62         63         67         79         83        176        184:
Old  :       236:        62         63         66         77         81        173        181:
Other:        90:         7         20          7         31         41         45         61:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       13.6       22.8       24.2       10.3       13.1       19.0       21.5
Old  :                 14.1       14.1       23.3       25.1       11.0       13.6       19.9       22.3
Other:                 45.4       53.4       63.0       67.2       45.4       53.4       63.0       66.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 13, 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  : 1,578,796:   328,996    483,001    412,601    690,965    512,894  1,432,562  1,408,496:   146,234    170,300
Old  :   389,937:   165,310    215,062      8,860    162,433    139,189    336,603    363,111:    53,334     26,826
Other: 1,188,859:   373,220    477,473    194,207    528,532    373,705  1,095,959  1,045,385:    92,900    143,474
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :       492:     8,593     10,629      7,174    -14,414    -19,006      1,353     -1,203:      -861      1,695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       30.6       26.1       43.8       32.5       90.7       89.2:       9.3       10.8
Old  :     100.0:      42.4       55.2        2.3       41.7       35.7       86.3       93.1:      13.7        6.9
Other:     100.0:      31.4       40.2       16.3       44.5       31.4       92.2       87.9:       7.8       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       751:       159        152        186        333        296        596        560:
Old  :       521:        85        103         20        215        164        311        276:
Other:       718:       159        155        144        257        270        500        495:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.8       11.5       15.8       18.7        7.0        9.1       11.6       14.4
Old  :                 16.0       22.0       23.8       30.2       15.9       21.8       23.7       29.6
Other:                 11.6       11.9       18.9       20.5       10.8       11.8       17.4       19.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 13, 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  :     5,139:       587      1,940        183      2,304      1,566      3,074      3,689:     2,065      1,450
Old  :     5,117:       607      1,940        163      2,290      1,566      3,060      3,669:     2,057      1,448
Other:        22:         0         20          0         14          0         14         20:         8          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :       173:        64        140         57        -48        -62         73        135:       100         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       37.8        3.6       44.8       30.5       59.8       71.8:      40.2       28.2
Old  :     100.0:      11.9       37.9        3.2       44.8       30.6       59.8       71.7:      40.2       28.3
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  :        25:         4          8          3         10          8         14         19:
Old  :        25:         4          8          3         10          8         14         19:
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  :                 36.2       36.2       50.9       55.3       31.2       35.8       43.7       54.9
Old  :                 36.1       36.4       50.9       55.5       31.0       36.0       44.0       55.1
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 13, 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  :   809,131:   118,322    284,045    159,537    489,829    308,650    767,688    752,232:    41,443     56,899
Old  :   788,819:   120,945    281,569    150,805    477,854    302,623    749,604    734,997:    39,215     53,822
Other:    20,312:     4,311      9,410      1,798     11,975      6,027     18,084     17,235:     2,228      3,077
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :    22,299:     7,063     13,658     10,149      5,602     -2,366     22,814     21,441:      -515        858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       35.1       19.7       60.5       38.1       94.9       93.0:       5.1        7.0
Old  :     100.0:      15.3       35.7       19.1       60.6       38.4       95.0       93.2:       5.0        6.8
Other:     100.0:      21.2       46.3        8.9       59.0       29.7       89.0       84.9:      11.0       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       533:       121        157        151        191        187        409        417:
Old  :       532:       119        160        146        190        187        404        415:
Other:       145:        23         30         15         40         59         70         98:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       11.6       22.4       20.3       13.1       11.2       19.1       19.1
Old  :                 14.6       11.9       22.9       20.9       13.5       11.5       19.6       19.6
Other:                 25.7       42.1       42.7       57.3       25.7       41.8       41.5       55.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 13, 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  :   559,877:   122,456    171,819    107,902    300,924    253,517    531,282    533,238:    28,595     26,639
Old  :    76,568:    37,861     29,826        103     34,513     43,856     72,477     73,785:     4,091      2,783
Other:   483,309:   108,326    165,724     84,068    266,411    209,661    458,805    459,453:    24,504     23,856
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :     9,090:     6,956      7,153     -4,763      8,359      6,237     10,552      8,627:    -1,462        463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       30.7       19.3       53.7       45.3       94.9       95.2:       5.1        4.8
Old  :     100.0:      49.4       39.0        0.1       45.1       57.3       94.7       96.4:       5.3        3.6
Other:     100.0:      22.4       34.3       17.4       55.1       43.4       94.9       95.1:       5.1        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       347:        91         97         96        123         99        274        243:
Old  :       183:        44         37          2         62         51        107         89:
Other:       337:        86        103         84        109         91        253        226:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6       17.0       18.0       28.8        8.5       15.1       14.8       23.5
Old  :                 23.7       43.1       37.7       51.3       23.7       43.1       37.7       51.3
Other:                 12.2       18.6       20.4       30.8        9.8       17.2       16.9       26.4
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, August 13, 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  : 1,735,131:   347,997    374,327     42,205  1,110,611  1,184,314  1,500,813  1,600,846:   234,318    134,285
Old  : 1,735,131:   347,997    374,327     42,205  1,110,611  1,184,314  1,500,813  1,600,846:   234,318    134,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :   -29,428:     8,726    -22,799     19,962    -58,571    -21,040    -29,883    -23,877:       455     -5,551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       21.6        2.4       64.0       68.3       86.5       92.3:      13.5        7.7
Old  :     100.0:      20.1       21.6        2.4       64.0       68.3       86.5       92.3:      13.5        7.7
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  :       222:        30         31         30        123        111        172        153:
Old  :       222:        30         31         30        123        111        172        153:
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       28.7       34.5       42.4       21.6       25.9       33.7       38.8
Old  :                 22.4       28.7       34.5       42.4       21.6       25.9       33.7       38.8
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, August 13, 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  : 1,699,573:   156,813    505,946     45,645  1,314,725    995,887  1,517,183  1,547,478:   182,390    152,095
Old  : 1,699,573:   156,813    505,946     45,645  1,314,725    995,887  1,517,183  1,547,478:   182,390    152,095
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :    27,302:    -2,870    -30,399     38,607    -15,830     23,017     19,907     31,225:     7,395     -3,923
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       29.8        2.7       77.4       58.6       89.3       91.1:      10.7        8.9
Old  :     100.0:       9.2       29.8        2.7       77.4       58.6       89.3       91.1:      10.7        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  :       176:        14         24         14        113         91        136        120:
Old  :       176:        14         24         14        113         91        136        120:
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  :                 22.0       42.4       38.3       54.2       20.8       40.5       32.7       49.6
Old  :                 22.0       42.4       38.3       54.2       20.8       40.5       32.7       49.6
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 13, 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  :   526,617:   110,758    101,343    119,437    246,538    274,244    476,733    495,024:    49,884     31,593
Old  :    73,783:    34,318     13,220        544     31,849     54,729     66,711     68,493:     7,072      5,290
Other:   452,834:    98,914    110,597     96,419    214,689    219,515    410,022    426,531:    42,812     26,303
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :     8,988:   -15,240     18,436     -1,872     23,419    -10,226      6,307      6,338:     2,681      2,650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       19.2       22.7       46.8       52.1       90.5       94.0:       9.5        6.0
Old  :     100.0:      46.5       17.9        0.7       43.2       74.2       90.4       92.8:       9.6        7.2
Other:     100.0:      21.8       24.4       21.3       47.4       48.5       90.5       94.2:       9.5        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       323:        73         83         87        135        107        259        242:
Old  :       192:        46         29          5         71         59        120         90:
Other:       313:        67         94         79        126         90        241        220:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.2       27.1       17.3       35.1        9.1       24.6       16.2       31.3
Old  :                 21.9       42.3       34.6       53.7       21.9       41.4       34.6       52.8
Other:                 10.4       25.7       19.3       34.8       10.2       23.6       18.3       31.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 13, 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  :     9,464:     2,541      2,124        472      4,832      5,661      7,845      8,257:     1,619      1,207
Old  :     9,464:     2,541      2,124        472      4,832      5,661      7,845      8,257:     1,619      1,207
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :       387:       112          3         90        142        274        344        367:        43         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       22.4        5.0       51.1       59.8       82.9       87.2:      17.1       12.8
Old  :     100.0:      26.8       22.4        5.0       51.1       59.8       82.9       87.2:      17.1       12.8
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  :        64:        21          9          7         20         14         46         29:
Old  :        64:        21          9          7         20         14         46         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  :                 23.2       48.2       39.4       62.8       21.8       46.6       37.6       60.9
Old  :                 23.2       48.2       39.4       62.8       21.8       46.6       37.6       60.9
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 13, 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  : 4,458,829:   708,892  1,813,498     57,583  3,382,762  2,481,226  4,149,237  4,352,307:   309,592    106,522
Old  : 4,458,829:   708,892  1,813,498     57,583  3,382,762  2,481,226  4,149,237  4,352,307:   309,592    106,522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :    40,294:    -7,419     -8,024     -4,593     36,591     69,180     24,579     56,563:    15,715    -16,269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       40.7        1.3       75.9       55.6       93.1       97.6:       6.9        2.4
Old  :     100.0:      15.9       40.7        1.3       75.9       55.6       93.1       97.6:       6.9        2.4
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  :       463:       103         38         37        262        171        377        234:
Old  :       463:       103         38         37        262        171        377        234:
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       29.5       29.5       43.7       20.1       29.2       27.1       43.1
Old  :                 21.4       29.5       29.5       43.7       20.1       29.2       27.1       43.1
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 13, 2024                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 5,028,427:   458,121  1,318,364    128,427  3,960,745  3,245,279  4,547,293  4,692,070:   481,134    336,357
Old  : 5,028,427:   458,121  1,318,364    128,427  3,960,745  3,245,279  4,547,293  4,692,070:   481,134    336,357
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :   140,720:    16,400    100,435     -3,997    112,012     35,219    124,415    131,657:    16,305      9,063
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       26.2        2.6       78.8       64.5       90.4       93.3:       9.6        6.7
Old  :     100.0:       9.1       26.2        2.6       78.8       64.5       90.4       93.3:       9.6        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  :       406:        65         55         48        228        191        315        272:
Old  :       406:        65         55         48        228        191        315        272:
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       19.5       30.8       29.5       20.4       19.1       27.1       28.4
Old  :                 22.4       19.5       30.8       29.5       20.4       19.1       27.1       28.4
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 13, 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  : 2,172,647:   266,938    417,571     27,106  1,656,652  1,471,707  1,950,696  1,916,384:   221,951    256,263
Old  : 2,172,647:   266,938    417,571     27,106  1,656,652  1,471,707  1,950,696  1,916,384:   221,951    256,263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :    52,359:     8,338     -5,286     -4,702     53,015     53,271     56,651     43,283:    -4,292      9,076
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       19.2        1.2       76.3       67.7       89.8       88.2:      10.2       11.8
Old  :     100.0:      12.3       19.2        1.2       76.3       67.7       89.8       88.2:      10.2       11.8
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  :       202:        25         24         16        109        115        141        148:
Old  :       202:        25         24         16        109        115        141        148:
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  :                 32.3       18.9       45.1       28.9       26.5       14.5       35.9       22.4
Old  :                 32.3       18.9       45.1       28.9       26.5       14.5       35.9       22.4
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 13, 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  :     3,316:     2,256      1,128        395          0        685      2,651      2,208:       665      1,108
Old  :     3,316:     2,256      1,128        395          0        685      2,651      2,208:       665      1,108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :       391:       139       -461        349          0        109        488         -3:       -97        394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.0       34.0       11.9        0.0       20.7       79.9       66.6:      20.1       33.4
Old  :     100.0:      68.0       34.0       11.9        0.0       20.7       79.9       66.6:      20.1       33.4
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  :        25:         8         16          3          0          1         10         18:
Old  :        25:         8         16          3          0          1         10         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  :                 74.5       45.8       79.0       55.3       64.0       37.0       68.0       45.1
Old  :                 74.5       45.8       79.0       55.3       64.0       37.0       68.0       45.1
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 13, 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  : 6,805,101:   599,507  2,294,579     97,758  5,622,352  4,174,410  6,319,617  6,566,747:   485,484    238,354
Old  : 6,805,101:   599,507  2,294,579     97,758  5,622,352  4,174,410  6,319,617  6,566,747:   485,484    238,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :   192,175:    20,986     27,982     18,298    152,617    142,000    191,901    188,280:       274      3,895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       33.7        1.4       82.6       61.3       92.9       96.5:       7.1        3.5
Old  :     100.0:       8.8       33.7        1.4       82.6       61.3       92.9       96.5:       7.1        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  :       425:        75         46         38        233        195        328        259:
Old  :       425:        75         46         38        233        195        328        259:
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  :                 24.0       21.3       34.4       35.0       21.3       20.9       30.6       34.5
Old  :                 24.0       21.3       34.4       35.0       21.3       20.9       30.6       34.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FED FUNDS - CHICAGO BOARD OF TRADE                                                                      Code-045601
Commitments of Traders - Futures Only, August 13, 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  : 1,675,924:   188,069    279,360    250,669  1,208,291  1,106,685  1,647,029  1,636,714:    28,895     39,210
Old  : 1,675,924:   188,069    279,360    250,669  1,208,291  1,106,685  1,647,029  1,636,714:    28,895     39,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :     2,327:    -3,978      6,469     -1,430      5,702     -3,435        294      1,604:     2,033        723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       16.7       15.0       72.1       66.0       98.3       97.7:       1.7        2.3
Old  :     100.0:      11.2       16.7       15.0       72.1       66.0       98.3       97.7:       1.7        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  :       176:        22         43         38         87         98        134        155:
Old  :       176:        22         43         38         87         98        134        155:
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  :                 31.6       20.8       45.0       36.6       23.8       13.8       29.5       24.0
Old  :                 31.6       20.8       45.0       36.6       23.8       13.8       29.5       24.0
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 13, 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  :    81,881:    18,012     16,775      1,559     48,794     52,578     68,365     70,912:    13,516     10,969
Old  :    81,881:    18,012     16,775      1,559     48,794     52,578     68,365     70,912:    13,516     10,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :    -2,559:    -3,472      2,660       -500        258     -3,279     -3,714     -1,119:     1,155     -1,440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       20.5        1.9       59.6       64.2       83.5       86.6:      16.5       13.4
Old  :     100.0:      22.0       20.5        1.9       59.6       64.2       83.5       86.6:      16.5       13.4
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  :        88:        21         17         14         32         26         60         50:
Old  :        88:        21         17         14         32         26         60         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       34.9       57.5       55.9       46.2       34.1       56.8       54.2
Old  :                 46.9       34.9       57.5       55.9       46.2       34.1       56.8       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                                                      Code-124603
Commitments of Traders - Futures Only, August 13, 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  :    81,881:    18,012     16,775      1,559     48,794     52,578     68,365     70,912:    13,516     10,969
Old  :    81,881:    18,012     16,775      1,559     48,794     52,578     68,365     70,912:    13,516     10,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :    -2,559:    -3,472      2,660       -500        258     -3,279     -3,714     -1,119:     1,155     -1,440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       20.5        1.9       59.6       64.2       83.5       86.6:      16.5       13.4
Old  :     100.0:      22.0       20.5        1.9       59.6       64.2       83.5       86.6:      16.5       13.4
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  :        88:        21         17         14         32         26         60         50:
Old  :        88:        21         17         14         32         26         60         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       34.9       57.5       55.9       46.2       34.1       56.8       54.2
Old  :                 46.9       34.9       57.5       55.9       46.2       34.1       56.8       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders - Futures Only, August 13, 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  :    63,113:     3,434      2,388          0     56,382     60,036     59,816     62,424:     3,297        689
Old  :    63,113:     3,434      2,388          0     56,382     60,036     59,816     62,424:     3,297        689
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :     1,179:      -359        369          0      1,277        761        918      1,130:       261         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        3.8        0.0       89.3       95.1       94.8       98.9:       5.2        1.1
Old  :     100.0:       5.4        3.8        0.0       89.3       95.1       94.8       98.9:       5.2        1.1
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  :        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       76.9       68.7       93.4       48.2       76.9       67.3       93.4
Old  :                 49.5       76.9       68.7       93.4       48.2       76.9       67.3       93.4
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, August 13, 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  :   175,984:    21,433     30,284      1,039    153,122    144,586    175,594    175,909:       390         75
Old  :   175,984:    21,433     30,284      1,039    153,122    144,586    175,594    175,909:       390         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :    -6,054:    -6,855     -6,745        706          8         -4     -6,141     -6,043:        87        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       17.2        0.6       87.0       82.2       99.8      100.0:       0.2        0.0
Old  :     100.0:      12.2       17.2        0.6       87.0       82.2       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  :        53:        27         17          5          7          2         36         22:
Old  :        53:        27         17          5          7          2         36         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  :                 89.5       89.0       94.2       96.7       89.5       88.4       94.2       96.1
Old  :                 89.5       89.0       94.2       96.7       89.5       88.4       94.2       96.1
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 13, 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  :    25,321:    19,360     18,728      5,951          0        631     25,311     25,310:        10         11
Old  :    25,321:    19,360     18,728      5,951          0        631     25,311     25,310:        10         11
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :       287:     2,581      2,581     -2,294          0          0        287        287:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.5       74.0       23.5        0.0        2.5      100.0      100.0:       0.0        0.0
Old  :     100.0:      76.5       74.0       23.5        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  :        23:         6         16          2          0          1          7         18:
Old  :        23:         6         16          2          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  :                 97.3       68.8      100.0       90.4       75.1       49.2       76.5       69.3
Old  :                 97.3       68.8      100.0       90.4       75.1       49.2       76.5       69.3
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 13, 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  :   126,318:    79,240     79,235     47,058          0          0    126,298    126,293:        20         25
Old  :   126,318:    79,240     79,235     47,058          0          0    126,298    126,293:        20         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :     2,908:     2,908      5,400          0          0          0      2,908      5,400:         0     -2,492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.7       62.7       37.3        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      62.7       62.7       37.3        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  :                 64.7       95.2       86.9       99.6       45.0       61.7       56.3       62.4
Old  :                 64.7       95.2       86.9       99.6       45.0       61.7       56.3       62.4
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 13, 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  :    85,341:    76,983     69,032      8,339          0      7,890     85,322     85,261:        19         80
Old  :    85,341:    76,983     69,032      8,339          0      7,890     85,322     85,261:        19         80
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :     1,669:     1,603      5,713         66          0     -4,110      1,669      1,669:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      90.2       80.9        9.8        0.0        9.2      100.0       99.9:       0.0        0.1
Old  :     100.0:      90.2       80.9        9.8        0.0        9.2      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  :        35:        14         19          4          0          2         17         22:
Old  :        35:        14         19          4          0          2         17         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  :                 81.6       80.2       94.7       93.0       80.4       71.9       87.9       84.4
Old  :                 81.6       80.2       94.7       93.0       80.4       71.9       87.9       84.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 16, 2024