WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, August 20, 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  :   414,351:   134,387    160,093    107,356    140,441    109,081    382,184    376,530:    32,167     37,821
Old  :   383,964:   136,658    159,817     90,722    126,095     99,477    353,475    350,016:    30,489     33,948
Other:    30,387:    12,668     15,215      1,695     14,346      9,604     28,709     26,514:     1,678      3,873
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :    12,747:     9,022     -4,177     10,308     -7,496      4,661     11,834     10,792:       913      1,955
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       38.6       25.9       33.9       26.3       92.2       90.9:       7.8        9.1
Old  :     100.0:      35.6       41.6       23.6       32.8       25.9       92.1       91.2:       7.9        8.8
Other:     100.0:      41.7       50.1        5.6       47.2       31.6       94.5       87.3:       5.5       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       386:       100        123        124        116        105        293        289:
Old  :       384:       102        122        119        112        100        287        280:
Other:       153:        23         35         13         41         66         71        108:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.3       11.0       19.8       19.0       11.1       10.0       17.2       16.0
Old  :                 13.2       11.8       20.6       19.7       12.2       10.8       18.8       17.1
Other:                 37.9       31.1       52.8       41.9       37.9       31.1       52.8       41.7
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, August 20, 2024                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   251,167:    66,359     89,381     53,949    113,360     85,047    233,668    228,377:    17,499     22,790
Old  :   240,640:    69,721     89,328     48,697    106,026     81,212    224,444    219,237:    16,196     21,403
Other:    10,527:     1,755      5,170        135      7,334      3,835      9,224      9,140:     1,303      1,387
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :    -7,939:       161      3,231     -2,407     -4,726     -8,700     -6,972     -7,876:      -967        -63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       35.6       21.5       45.1       33.9       93.0       90.9:       7.0        9.1
Old  :     100.0:      29.0       37.1       20.2       44.1       33.7       93.3       91.1:       6.7        8.9
Other:     100.0:      16.7       49.1        1.3       69.7       36.4       87.6       86.8:      12.4       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        60         66         70         83         83        180        187:
Old  :       239:        60         65         68         81         81        176        184:
Other:        95:        10         21          8         31         39         48         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  :                 14.3       14.7       23.8       25.0       11.3       13.9       20.2       22.9
Old  :                 14.9       15.3       24.6       26.0       12.1       14.6       21.2       23.8
Other:                 43.0       54.5       62.2       68.8       43.0       53.8       62.2       67.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 20, 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  : 1,552,961:   319,844    485,140    394,363    697,858    500,737  1,412,065  1,380,240:   140,896    172,721
Old  :   288,016:    96,195    164,574      6,176    141,427     95,523    243,798    266,273:    44,218     21,743
Other: 1,264,945:   369,631    466,548    242,205    556,431    405,214  1,168,267  1,113,967:    96,678    150,978
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :   -25,835:    -9,152      2,139    -18,238      6,893    -12,157    -20,497    -28,256:    -5,338      2,421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       31.2       25.4       44.9       32.2       90.9       88.9:       9.1       11.1
Old  :     100.0:      33.4       57.1        2.1       49.1       33.2       84.6       92.5:      15.4        7.5
Other:     100.0:      29.2       36.9       19.1       44.0       32.0       92.4       88.1:       7.6       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       761:       152        155        187        335        308        595        578:
Old  :       489:        85         81         11        206        163        297        250:
Other:       734:       147        168        154        266        286        506        530:
     :----------------------------------------------------------------------------------------------------
     :             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       11.1       16.2       17.5        7.1        8.6       11.6       14.1
Old  :                 11.6       27.5       20.1       36.6       11.5       27.2       19.7       35.9
Other:                 12.3       10.4       19.5       17.9       11.3       10.2       17.3       16.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 20, 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  :     5,261:       545      2,067        136      2,299      1,617      2,980      3,820:     2,281      1,441
Old  :     5,239:       565      2,067        116      2,285      1,617      2,966      3,800:     2,273      1,439
Other:        22:         0         20          0         14          0         14         20:         8          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :       122:       -42        127        -47         -5         51        -94        131:       216         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       39.3        2.6       43.7       30.7       56.6       72.6:      43.4       27.4
Old  :     100.0:      10.8       39.5        2.2       43.6       30.9       56.6       72.5:      43.4       27.5
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  :        27:         5          9          3         10          8         15         20:
Old  :        27:         5          9          3         10          8         15         20:
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  :                 33.3       37.7       48.6       56.1       29.8       37.4       42.3       55.9
Old  :                 33.2       37.9       48.6       56.4       29.6       37.6       42.6       56.1
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 20, 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  :   816,088:   105,737    284,630    158,792    511,626    314,172    776,155    757,594:    39,933     58,494
Old  :   792,616:   108,446    281,423    149,072    497,480    307,022    754,998    737,517:    37,618     55,099
Other:    23,472:     3,964      9,880      3,047     14,146      7,150     21,157     20,077:     2,315      3,395
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :     6,957:   -12,585        585       -745     21,797      5,522      8,467      5,362:    -1,510      1,595
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       34.9       19.5       62.7       38.5       95.1       92.8:       4.9        7.2
Old  :     100.0:      13.7       35.5       18.8       62.8       38.7       95.3       93.0:       4.7        7.0
Other:     100.0:      16.9       42.1       13.0       60.3       30.5       90.1       85.5:       9.9       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       535:       119        162        147        193        194        401        429:
Old  :       533:       117        162        141        191        192        393        425:
Other:       157:        25         30         12         45         67         77        103:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       11.7       22.5       20.9       12.7       11.2       19.1       19.0
Old  :                 14.3       12.0       23.1       21.5       13.2       11.5       19.7       19.6
Other:                 25.5       40.4       43.8       56.3       24.7       36.8       41.0       49.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 20, 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  :   574,575:   133,857    176,527    104,172    305,934    266,785    543,963    547,484:    30,612     27,091
Old  :    58,388:    28,083     16,247        110     26,213     40,413     54,406     56,770:     3,982      1,618
Other:   516,187:   125,343    179,849     84,493    279,721    226,372    489,557    490,714:    26,630     25,473
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :    14,698:    11,401      4,708     -3,730      5,010     13,268     12,681     14,246:     2,017        452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       30.7       18.1       53.2       46.4       94.7       95.3:       5.3        4.7
Old  :     100.0:      48.1       27.8        0.2       44.9       69.2       93.2       97.2:       6.8        2.8
Other:     100.0:      24.3       34.8       16.4       54.2       43.9       94.8       95.1:       5.2        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       352:        94         98         98        124         99        277        247:
Old  :       166:        44         25          2         53         55         98         81:
Other:       347:        93         99         90        117         88        265        230:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.4       18.4       18.2       28.8        8.5       14.8       14.8       22.7
Old  :                 29.6       37.5       45.5       48.5       29.6       37.5       45.5       48.1
Other:                 11.6       18.8       19.7       30.2        9.5       16.7       16.4       25.6
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, August 20, 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  : 1,781,757:   349,758    383,253     77,817  1,123,590  1,185,935  1,551,165  1,647,005:   230,592    134,752
Old  : 1,781,757:   349,758    383,253     77,817  1,123,590  1,185,935  1,551,165  1,647,005:   230,592    134,752
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :    46,626:     1,761      8,926     35,612     12,979      1,621     50,352     46,159:    -3,726        467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       21.5        4.4       63.1       66.6       87.1       92.4:      12.9        7.6
Old  :     100.0:      19.6       21.5        4.4       63.1       66.6       87.1       92.4:      12.9        7.6
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  :       225:        29         37         27        122        110        169        156:
Old  :       225:        29         37         27        122        110        169        156:
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       29.4       33.7       42.1       21.2       25.6       32.9       37.0
Old  :                 21.8       29.4       33.7       42.1       21.2       25.6       32.9       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 20, 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  : 1,688,695:   150,286    475,900     48,758  1,305,478  1,003,569  1,504,522  1,528,227:   184,173    160,468
Old  : 1,688,695:   150,286    475,900     48,758  1,305,478  1,003,569  1,504,522  1,528,227:   184,173    160,468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :   -10,878:    -6,527    -30,046      3,113     -9,247      7,682    -12,661    -19,251:     1,783      8,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       28.2        2.9       77.3       59.4       89.1       90.5:      10.9        9.5
Old  :     100.0:       8.9       28.2        2.9       77.3       59.4       89.1       90.5:      10.9        9.5
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  :       170:        12         24         14        112         90        133        119:
Old  :       170:        12         24         14        112         90        133        119:
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  :                 21.3       41.7       37.8       55.0       19.7       40.4       31.4       50.3
Old  :                 21.3       41.7       37.8       55.0       19.7       40.4       31.4       50.3
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 20, 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  :   532,894:   118,191    104,617    117,794    247,393    281,590    483,378    504,001:    49,516     28,893
Old  :    59,736:    26,796      8,481        402     27,043     47,065     54,241     55,948:     5,495      3,788
Other:   473,158:   105,653    110,394    103,134    220,350    234,525    429,137    448,053:    44,021     25,105
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :     6,277:     7,433      3,274     -1,643        855      7,346      6,645      8,977:      -368     -2,700
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       19.6       22.1       46.4       52.8       90.7       94.6:       9.3        5.4
Old  :     100.0:      44.9       14.2        0.7       45.3       78.8       90.8       93.7:       9.2        6.3
Other:     100.0:      22.3       23.3       21.8       46.6       49.6       90.7       94.7:       9.3        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:        79         85         99        137        115        278        256:
Old  :       183:        45         24          4         64         59        111         85:
Other:       329:        77         91         93        128         98        262        236:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.0       27.4       17.7       34.9        9.5       24.5       16.4       31.6
Old  :                 23.3       40.4       33.0       49.7       23.3       39.5       32.9       48.8
Other:                 10.9       26.6       19.5       34.8       10.4       24.4       18.2       32.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 20, 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  :     9,222:     2,477      2,382        152      4,952      5,462      7,581      7,996:     1,641      1,226
Old  :     9,222:     2,477      2,382        152      4,952      5,462      7,581      7,996:     1,641      1,226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :      -242:       -64        258       -320        120       -199       -264       -261:        22         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       25.8        1.6       53.7       59.2       82.2       86.7:      17.8       13.3
Old  :     100.0:      26.9       25.8        1.6       53.7       59.2       82.2       86.7:      17.8       13.3
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  :        59:        18         12          4         19         12         41         25:
Old  :        59:        18         12          4         19         12         41         25:
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  :                 24.3       47.9       39.9       63.6       22.4       46.1       38.0       61.3
Old  :                 24.3       47.9       39.9       63.6       22.4       46.1       38.0       61.3
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 20, 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  : 4,473,479:   648,767  1,801,347     81,233  3,436,139  2,476,102  4,166,139  4,358,682:   307,340    114,797
Old  : 4,473,479:   648,767  1,801,347     81,233  3,436,139  2,476,102  4,166,139  4,358,682:   307,340    114,797
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :    14,650:   -60,125    -12,151     23,650     53,377     -5,124     16,902      6,375:    -2,252      8,275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       40.3        1.8       76.8       55.4       93.1       97.4:       6.9        2.6
Old  :     100.0:      14.5       40.3        1.8       76.8       55.4       93.1       97.4:       6.9        2.6
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  :       467:       101         42         39        272        168        389        233:
Old  :       467:       101         42         39        272        168        389        233:
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  :                 21.6       30.0       29.7       44.3       20.2       29.4       27.2       42.9
Old  :                 21.6       30.0       29.7       44.3       20.2       29.4       27.2       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                                                   Code-043602
Commitments of Traders - Futures Only, August 20, 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  : 5,283,780:   411,629  1,449,741    244,289  4,134,790  3,236,663  4,790,708  4,930,693:   493,072    353,087
Old  : 5,283,780:   411,629  1,449,741    244,289  4,134,790  3,236,663  4,790,708  4,930,693:   493,072    353,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :   255,353:   -46,492    131,377    115,862    174,045     -8,616    243,415    238,623:    11,938     16,730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       27.4        4.6       78.3       61.3       90.7       93.3:       9.3        6.7
Old  :     100.0:       7.8       27.4        4.6       78.3       61.3       90.7       93.3:       9.3        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  :       405:        58         60         50        229        188        311        274:
Old  :       405:        58         60         50        229        188        311        274:
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       18.8       30.2       28.7       19.9       18.1       26.5       27.3
Old  :                 21.8       18.8       30.2       28.7       19.9       18.1       26.5       27.3
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 20, 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  : 2,196,148:   291,156    426,716     44,726  1,634,861  1,457,066  1,970,743  1,928,508:   225,405    267,640
Old  : 2,196,148:   291,156    426,716     44,726  1,634,861  1,457,066  1,970,743  1,928,508:   225,405    267,640
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :    23,501:    24,218      9,145     17,620    -21,791    -14,641     20,047     12,124:     3,454     11,377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       19.4        2.0       74.4       66.3       89.7       87.8:      10.3       12.2
Old  :     100.0:      13.3       19.4        2.0       74.4       66.3       89.7       87.8:      10.3       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        24         28         18        109        113        143        149:
Old  :       203:        24         28         18        109        113        143        149:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       18.2       44.5       27.4       25.2       13.0       35.3       20.7
Old  :                 30.9       18.2       44.5       27.4       25.2       13.0       35.3       20.7
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 20, 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  :     4,156:     1,454        871      1,910          0        210      3,364      2,991:       792      1,165
Old  :     4,156:     1,454        871      1,910          0        210      3,364      2,991:       792      1,165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :       840:      -802       -257      1,515          0       -475        713        783:       127         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       21.0       46.0        0.0        5.1       80.9       72.0:      19.1       28.0
Old  :     100.0:      35.0       21.0       46.0        0.0        5.1       80.9       72.0:      19.1       28.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         8         16          2          0          1          9         18:
Old  :        25:         8         16          2          0          1          9         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  :                 75.3       57.1       80.3       63.1       31.4       13.2       35.0       18.4
Old  :                 75.3       57.1       80.3       63.1       31.4       13.2       35.0       18.4
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 20, 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  : 6,855,335:   586,030  2,322,840    155,678  5,625,205  4,138,690  6,366,913  6,617,208:   488,422    238,127
Old  : 6,855,335:   586,030  2,322,840    155,678  5,625,205  4,138,690  6,366,913  6,617,208:   488,422    238,127
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :    50,234:   -13,477     28,261     57,920      2,853    -35,720     47,296     50,461:     2,938       -227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       33.9        2.3       82.1       60.4       92.9       96.5:       7.1        3.5
Old  :     100.0:       8.5       33.9        2.3       82.1       60.4       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  :       424:        70         50         44        238        195        333        266:
Old  :       424:        70         50         44        238        195        333        266:
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  :                 24.1       21.9       35.0       35.4       21.4       21.3       31.3       34.7
Old  :                 24.1       21.9       35.0       35.4       21.4       21.3       31.3       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FED FUNDS - CHICAGO BOARD OF TRADE                                                                      Code-045601
Commitments of Traders - Futures Only, August 20, 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  : 1,732,281:   147,009    283,521    252,087  1,304,235  1,158,623  1,703,331  1,694,231:    28,950     38,050
Old  : 1,732,281:   147,009    283,521    252,087  1,304,235  1,158,623  1,703,331  1,694,231:    28,950     38,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :    56,357:   -41,060      4,161      1,418     95,944     51,938     56,302     57,517:        55     -1,160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       16.4       14.6       75.3       66.9       98.3       97.8:       1.7        2.2
Old  :     100.0:       8.5       16.4       14.6       75.3       66.9       98.3       97.8:       1.7        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        30         34         41         92         97        146        150:
Old  :       177:        30         34         41         92         97        146        150:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       21.6       43.2       37.0       21.8       15.8       28.9       25.0
Old  :                 30.2       21.6       43.2       37.0       21.8       15.8       28.9       25.0
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 20, 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  :    87,145:    22,507     15,779      1,591     49,419     57,029     73,517     74,399:    13,628     12,746
Old  :    87,145:    22,507     15,779      1,591     49,419     57,029     73,517     74,399:    13,628     12,746
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :     5,264:     4,495       -996         32        625      4,451      5,152      3,487:       112      1,777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       18.1        1.8       56.7       65.4       84.4       85.4:      15.6       14.6
Old  :     100.0:      25.8       18.1        1.8       56.7       65.4       84.4       85.4:      15.6       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        24         13         12         30         25         59         45:
Old  :        85:        24         13         12         30         25         59         45:
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  :                 46.1       32.5       56.6       51.4       45.6       31.5       56.0       50.0
Old  :                 46.1       32.5       56.6       51.4       45.6       31.5       56.0       50.0
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 20, 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  :    87,145:    22,507     15,779      1,591     49,419     57,029     73,517     74,399:    13,628     12,746
Old  :    87,145:    22,507     15,779      1,591     49,419     57,029     73,517     74,399:    13,628     12,746
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :     5,264:     4,495       -996         32        625      4,451      5,152      3,487:       112      1,777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       18.1        1.8       56.7       65.4       84.4       85.4:      15.6       14.6
Old  :     100.0:      25.8       18.1        1.8       56.7       65.4       84.4       85.4:      15.6       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        24         13         12         30         25         59         45:
Old  :        85:        24         13         12         30         25         59         45:
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  :                 46.1       32.5       56.6       51.4       45.6       31.5       56.0       50.0
Old  :                 46.1       32.5       56.6       51.4       45.6       31.5       56.0       50.0
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 20, 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  :    64,508:     3,432      2,465          0     57,661     61,391     61,093     63,856:     3,415        652
Old  :    64,508:     3,432      2,465          0     57,661     61,391     61,093     63,856:     3,415        652
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :     1,395:        -2         77          0      1,279      1,355      1,277      1,432:       118        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        3.8        0.0       89.4       95.2       94.7       99.0:       5.3        1.0
Old  :     100.0:       5.3        3.8        0.0       89.4       95.2       94.7       99.0:       5.3        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  :        42:         1          4          0         28         12         29         16:
Old  :        42:         1          4          0         28         12         29         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       75.6       66.1       92.3       47.4       75.6       64.7       92.3
Old  :                 48.6       75.6       66.1       92.3       47.4       75.6       64.7       92.3
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 20, 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  :   177,705:    23,158     32,009      1,012    153,122    144,586    177,292    177,607:       413         98
Old  :   177,705:    23,158     32,009      1,012    153,122    144,586    177,292    177,607:       413         98
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :     1,721:     1,725      1,725        -27          0          0      1,698      1,698:        23         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       18.0        0.6       86.2       81.4       99.8       99.9:       0.2        0.1
Old  :     100.0:      13.0       18.0        0.6       86.2       81.4       99.8       99.9:       0.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        26         16          5          7          2         35         21:
Old  :        51:        26         16          5          7          2         35         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 88.9       88.1       94.3       96.7       88.9       87.5       94.3       96.1
Old  :                 88.9       88.1       94.3       96.7       88.9       87.5       94.3       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 20, 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  :    25,507:    17,277     16,643      8,220          0        631     25,497     25,494:        10         13
Old  :    25,507:    17,277     16,643      8,220          0        631     25,497     25,494:        10         13
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :       186:    -2,083     -2,085      2,269          0          0        186        184:         0          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.7       65.2       32.2        0.0        2.5      100.0       99.9:       0.0        0.1
Old  :     100.0:      67.7       65.2       32.2        0.0        2.5      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  :        22:         6         15          2          0          1          6         18:
Old  :        22:         6         15          2          0          1          6         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  :                 98.6       69.6      100.0       90.1       66.4       48.6       67.7       61.9
Old  :                 98.6       69.6      100.0       90.1       66.4       48.6       67.7       61.9
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 20, 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  :   127,003:    79,925     79,920     47,058          0          0    126,983    126,978:        20         25
Old  :   127,003:    79,925     79,920     47,058          0          0    126,983    126,978:        20         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :       685:       685        685          0          0          0        685        685:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.9       62.9       37.1        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      62.9       62.9       37.1        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  :                 64.5       94.5       87.0       99.6       45.3       61.9       56.6       62.6
Old  :                 64.5       94.5       87.0       99.6       45.3       61.9       56.6       62.6
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 20, 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  :    85,290:    76,923     68,579      8,348          0      8,278     85,271     85,205:        19         85
Old  :    85,290:    76,923     68,579      8,348          0      8,278     85,271     85,205:        19         85
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2024                      :
     :       -51:       -60       -453          9          0        388        -51        -56:         0          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      90.2       80.4        9.8        0.0        9.7      100.0       99.9:       0.0        0.1
Old  :     100.0:      90.2       80.4        9.8        0.0        9.7      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  :                 81.7       80.4       94.7       93.7       80.5       72.1       88.0       85.1
Old  :                 81.7       80.4       94.7       93.7       80.5       72.1       88.0       85.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 23, 2024