WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, September 10, 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  :   360,092:   126,513    142,816     76,161    129,884    105,604    332,558    324,581:    27,534     35,511
Old  :   327,847:   129,014    142,697     58,504    114,637     95,399    302,155    296,600:    25,692     31,247
Other:    32,245:    13,031     15,651      2,125     15,247     10,205     30,403     27,981:     1,842      4,264
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :   -20,434:    -8,038    -19,477     -5,016     -4,946      4,173    -18,000    -20,320:    -2,434       -114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1       39.7       21.2       36.1       29.3       92.4       90.1:       7.6        9.9
Old  :     100.0:      39.4       43.5       17.8       35.0       29.1       92.2       90.5:       7.8        9.5
Other:     100.0:      40.4       48.5        6.6       47.3       31.6       94.3       86.8:       5.7       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       354:        91        113        102         98        108        253        267:
Old  :       350:        96        111         91         93         99        243        251:
Other:       165:        29         42         17         37         68         74        120:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.6       14.2       19.0       22.9       11.3       13.3       18.3       20.2
Old  :                 12.6       15.3       20.0       23.9       12.3       14.2       19.2       21.2
Other:                 35.6       34.0       49.8       45.3       35.6       34.0       49.7       44.7
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, September 10, 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  :   231,642:    72,578     79,312     44,214     98,524     87,886    215,316    211,412:    16,326     20,230
Old  :   219,835:    76,994     79,544     37,467     90,700     84,100    205,161    201,111:    14,674     18,724
Other:    11,807:     2,177      6,361        154      7,824      3,786     10,155     10,301:     1,652      1,506
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :   -11,414:     2,648     -6,889     -7,062     -6,089      2,919    -10,503    -11,032:      -911       -382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       34.2       19.1       42.5       37.9       93.0       91.3:       7.0        8.7
Old  :     100.0:      35.0       36.2       17.0       41.3       38.3       93.3       91.5:       6.7        8.5
Other:     100.0:      18.4       53.9        1.3       66.3       32.1       86.0       87.2:      14.0       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:        67         66         58         78         82        175        178:
Old  :       251:        67         65         55         78         79        173        173:
Other:       104:        12         22          9         33         47         52         71:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       15.6       25.9       25.9       13.1       14.8       23.3       24.3
Old  :                 16.3       16.4       26.9       27.3       13.7       15.6       24.0       25.7
Other:                 38.6       50.5       57.7       69.6       38.6       50.5       57.7       69.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 10, 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  : 1,360,059:   339,497    387,257    290,523    602,238    509,394  1,232,258  1,187,174:   127,801    172,885
Old  : 1,273,586:   339,685    390,642    260,142    556,831    467,030  1,156,658  1,117,814:   116,928    155,772
Other:    86,473:    28,141     24,944      2,052     45,407     42,364     75,600     69,360:    10,873     17,113
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :       287:     4,266    -38,457      2,889     -3,503     26,559      3,652     -9,009:    -3,365      9,296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       28.5       21.4       44.3       37.5       90.6       87.3:       9.4       12.7
Old  :     100.0:      26.7       30.7       20.4       43.7       36.7       90.8       87.8:       9.2       12.2
Other:     100.0:      32.5       28.8        2.4       52.5       49.0       87.4       80.2:      12.6       19.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       730:       142        137        150        295        303        525        529:
Old  :       729:       138        147        140        285        295        506        520:
Other:       314:        42         43         16         75        174        125        227:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.7       10.4       17.2       16.9        9.1        8.9       15.6       14.0
Old  :                 10.3       10.2       17.8       16.8        9.5        9.2       15.9       14.2
Other:                 30.9       28.2       45.7       39.0       30.9       28.0       45.7       38.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 10, 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  :     3,556:       855        696        102        992      1,763      1,949      2,561:     1,607        995
Old  :     3,534:       855        677        102        978      1,763      1,935      2,542:     1,599        992
Other:        22:         0         19          0         14          0         14         19:         8          3
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :      -691:        53       -899        -32       -575        390       -554       -541:      -137       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       19.6        2.9       27.9       49.6       54.8       72.0:      45.2       28.0
Old  :     100.0:      24.2       19.2        2.9       27.7       49.9       54.8       71.9:      45.2       28.1
Other:     100.0:       0.0       86.4        0.0       63.6        0.0       63.6       86.4:      36.4       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         8          5          2          8          7         17         13:
Old  :        24:         8          5          2          8          7         17         13:
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  :                 26.2       39.8       39.5       64.9       20.9       38.7       31.5       56.4
Old  :                 25.9       40.0       39.4       64.8       21.0       38.9       31.7       56.2
Other:                 63.6       86.4       63.6       86.4       63.6       86.4       63.6       86.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 10, 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  :   824,157:   105,764    249,995    151,329    527,198    359,035    784,291    760,359:    39,866     63,798
Old  :   794,716:   109,359    245,109    140,625    507,435    349,549    757,419    735,283:    37,297     59,433
Other:    29,441:     3,623     12,104      3,486     19,763      9,486     26,872     25,076:     2,569      4,365
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :    -4,459:    -5,343    -23,137     12,131    -11,422      4,991     -4,634     -6,015:       175      1,556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       30.3       18.4       64.0       43.6       95.2       92.3:       4.8        7.7
Old  :     100.0:      13.8       30.8       17.7       63.9       44.0       95.3       92.5:       4.7        7.5
Other:     100.0:      12.3       41.1       11.8       67.1       32.2       91.3       85.2:       8.7       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       543:       114        157        145        192        210        397        436:
Old  :       541:       114        158        138        191        208        388        433:
Other:       179:        24         35         16         39         92         73        135:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.7       12.7       22.1       22.0       11.3       12.2       18.8       19.7
Old  :                 13.2       13.2       22.8       22.4       11.8       12.6       19.7       20.4
Other:                 34.0       36.3       52.3       51.7       33.1       33.4       50.2       46.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 10, 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  :   540,361:   137,649    142,518     95,514    277,927    274,405    511,090    512,437:    29,271     27,924
Old  :   527,600:   138,810    138,432     91,576    268,659    270,467    499,045    500,475:    28,555     27,125
Other:    12,761:       763      6,010      2,014      9,268      3,938     12,045     11,962:       716        799
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :     5,968:     4,053        617      5,613     -6,018     -2,628      3,648      3,602:     2,320      2,366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       26.4       17.7       51.4       50.8       94.6       94.8:       5.4        5.2
Old  :     100.0:      26.3       26.2       17.4       50.9       51.3       94.6       94.9:       5.4        5.1
Other:     100.0:       6.0       47.1       15.8       72.6       30.9       94.4       93.7:       5.6        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       329:        92         83         95        114         96        261        230:
Old  :       327:        94         83         94        113         95        260        227:
Other:        59:        10         13          9         25         12         38         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.1       22.1       16.5       32.3        8.8       19.3       15.5       28.7
Old  :                  9.4       22.3       16.8       32.7        9.0       20.1       15.8       29.8
Other:                 49.0       48.0       70.7       72.8       47.9       48.0       61.6       67.8
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, September 10, 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  : 1,728,586:   353,380    417,610     13,740  1,124,907  1,166,217  1,492,027  1,597,567:   236,559    131,019
Old  : 1,728,586:   353,380    417,610     13,740  1,124,907  1,166,217  1,492,027  1,597,567:   236,559    131,019
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :    -4,337:     2,853     34,039    -32,129     32,634    -11,588      3,358     -9,678:    -7,695      5,341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       24.2        0.8       65.1       67.5       86.3       92.4:      13.7        7.6
Old  :     100.0:      20.4       24.2        0.8       65.1       67.5       86.3       92.4:      13.7        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  :       227:        34         34         19        116        108        161        150:
Old  :       227:        34         34         19        116        108        161        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  :                 23.9       31.8       35.9       45.2       23.2       29.8       34.8       42.4
Old  :                 23.9       31.8       35.9       45.2       23.2       29.8       34.8       42.4
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, September 10, 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  : 1,704,514:   168,767    427,925     14,034  1,329,192  1,100,038  1,511,993  1,541,997:   192,521    162,517
Old  : 1,704,514:   168,767    427,925     14,034  1,329,192  1,100,038  1,511,993  1,541,997:   192,521    162,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :    20,291:     9,224     28,180     -3,487      9,106     -7,218     14,843     17,475:     5,448      2,816
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       25.1        0.8       78.0       64.5       88.7       90.5:      11.3        9.5
Old  :     100.0:       9.9       25.1        0.8       78.0       64.5       88.7       90.5:      11.3        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  :       171:        14         23         10        106         88        126        115:
Old  :       171:        14         23         10        106         88        126        115:
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  :                 23.3       42.0       39.7       54.7       22.1       41.5       33.6       52.0
Old  :                 23.3       42.0       39.7       54.7       22.1       41.5       33.6       52.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, September 10, 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  :   508,410:   119,265     80,367    101,017    242,125    299,791    462,407    481,175:    46,003     27,235
Old  :   496,173:   121,459     80,382     95,025    234,793    294,625    451,277    470,032:    44,896     26,141
Other:    12,237:     1,320      3,499      2,478      7,332      5,166     11,130     11,143:     1,107      1,094
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :   -14,437:    -3,588    -13,471     -7,609       -687      6,319    -11,884    -14,761:    -2,553        324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       15.8       19.9       47.6       59.0       91.0       94.6:       9.0        5.4
Old  :     100.0:      24.5       16.2       19.2       47.3       59.4       91.0       94.7:       9.0        5.3
Other:     100.0:      10.8       28.6       20.3       59.9       42.2       91.0       91.1:       9.0        8.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:        76         85         93        132        119        267        253:
Old  :       334:        77         87         91        132        118        266        251:
Other:        72:        19         13         11         32         12         55         32:
     :----------------------------------------------------------------------------------------------------
     :             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       29.3       19.1       37.5        9.8       26.1       17.3       33.9
Old  :                 10.7       29.6       19.3       37.8       10.0       26.8       17.5       34.4
Other:                 35.0       52.0       50.5       69.5       30.6       40.8       43.1       56.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 10, 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  :     9,567:     2,511      2,393        318      5,660      5,431      8,489      8,142:     1,078      1,425
Old  :     9,559:     2,511      2,393        318      5,660      5,424      8,489      8,135:     1,070      1,424
Other:         8:         0          0          0          0          7          0          7:         8          1
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :       169:        99       -408         78          2        315        179        -15:       -10        184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       25.0        3.3       59.2       56.8       88.7       85.1:      11.3       14.9
Old  :     100.0:      26.3       25.0        3.3       59.2       56.7       88.8       85.1:      11.2       14.9
Other:     100.0:       0.0        0.0        0.0        0.0       87.5        0.0       87.5:     100.0       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        22         16          8         23         13         48         36:
Old  :        70:        22         16          8         23         13         48         36:
Other:         2:         0          0          0          0          2          0          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       43.5       40.7       57.8       25.6       43.2       39.7       57.4
Old  :                 25.9       43.5       40.7       57.8       25.6       43.2       39.7       57.4
Other:                  0.0       87.5        0.0       87.5        0.0       87.5        0.0       87.5
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders - Futures Only, September 10, 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  : 4,338,573:   666,817  1,673,033     73,973  3,328,782  2,476,650  4,069,572  4,223,656:   269,001    114,917
Old  : 4,338,573:   666,817  1,673,033     73,973  3,328,782  2,476,650  4,069,572  4,223,656:   269,001    114,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :   113,686:    52,425     76,179     -2,396     67,035     29,591    117,064    103,374:    -3,378     10,312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       38.6        1.7       76.7       57.1       93.8       97.4:       6.2        2.6
Old  :     100.0:      15.4       38.6        1.7       76.7       57.1       93.8       97.4:       6.2        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  :       463:       103         50         29        254        158        367        227:
Old  :       463:       103         50         29        254        158        367        227:
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  :                 22.3       27.9       30.9       43.1       20.7       27.6       28.4       42.6
Old  :                 22.3       27.9       30.9       43.1       20.7       27.6       28.4       42.6
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, September 10, 2024                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,778,914:   409,121  1,431,226     96,264  3,799,096  2,897,491  4,304,481  4,424,981:   474,433    353,933
Old  : 4,778,914:   409,121  1,431,226     96,264  3,799,096  2,897,491  4,304,481  4,424,981:   474,433    353,933
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :   -26,629:   -21,085     -1,807     -1,657     16,376    -38,390     -6,366    -41,854:   -20,263     15,225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       29.9        2.0       79.5       60.6       90.1       92.6:       9.9        7.4
Old  :     100.0:       8.6       29.9        2.0       79.5       60.6       90.1       92.6:       9.9        7.4
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  :       406:        61         65         38        221        180        305        260:
Old  :       406:        61         65         38        221        180        305        260:
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  :                 21.0       18.8       30.6       29.0       18.6       18.2       26.6       27.5
Old  :                 21.0       18.8       30.6       29.0       18.6       18.2       26.6       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                                                                  Code-043607
Commitments of Traders - Futures Only, September 10, 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  : 2,103,541:   311,481    367,627     18,248  1,557,384  1,456,031  1,887,113  1,841,906:   216,428    261,635
Old  : 2,103,541:   311,481    367,627     18,248  1,557,384  1,456,031  1,887,113  1,841,906:   216,428    261,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :    -9,944:    23,919     -3,694     -2,896    -31,373     -4,855    -10,350    -11,445:       406      1,501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       17.5        0.9       74.0       69.2       89.7       87.6:      10.3       12.4
Old  :     100.0:      14.8       17.5        0.9       74.0       69.2       89.7       87.6:      10.3       12.4
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  :       212:        25         29         15        102        119        136        154:
Old  :       212:        25         29         15        102        119        136        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       17.9       44.1       29.2       24.4       13.7       35.9       22.1
Old  :                 28.7       17.9       44.1       29.2       24.4       13.7       35.9       22.1
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, September 10, 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  :     3,443:     1,542      2,282         35        997          0      2,574      2,317:       869      1,126
Old  :     3,443:     1,542      2,282         35        997          0      2,574      2,317:       869      1,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.8       66.3        1.0       29.0        0.0       74.8       67.3:      25.2       32.7
Old  :     100.0:      44.8       66.3        1.0       29.0        0.0       74.8       67.3:      25.2       32.7
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  :        25:        12         12          2          1          0         15         12:
Old  :        25:        12         12          2          1          0         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.1       57.6       69.1       63.9       63.1       56.6       69.1       62.9
Old  :                 63.1       57.6       69.1       63.9       63.1       56.6       69.1       62.9
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, September 10, 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  : 6,357,260:   522,020  2,242,016     60,674  5,302,218  3,811,078  5,884,912  6,113,768:   472,348    243,492
Old  : 6,357,260:   522,020  2,242,016     60,674  5,302,218  3,811,078  5,884,912  6,113,768:   472,348    243,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :   -82,922:   -26,614    -25,314     -4,068    -45,811    -61,812    -76,493    -91,194:    -6,429      8,272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       35.3        1.0       83.4       59.9       92.6       96.2:       7.4        3.8
Old  :     100.0:       8.2       35.3        1.0       83.4       59.9       92.6       96.2:       7.4        3.8
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  :       407:        60         50         31        223        189        298        255:
Old  :       407:        60         50         31        223        189        298        255:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       23.3       37.3       37.0       22.8       23.3       33.5       36.9
Old  :                 25.9       23.3       37.3       37.0       22.8       23.3       33.5       36.9
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, September 10, 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  : 1,788,752:   264,595    321,016    302,173  1,193,172  1,111,237  1,759,940  1,734,426:    28,812     54,326
Old  : 1,788,752:   264,595    321,016    302,173  1,193,172  1,111,237  1,759,940  1,734,426:    28,812     54,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :   133,862:    37,833      3,520     63,925     29,261     53,498    131,019    120,943:     2,843     12,919
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       17.9       16.9       66.7       62.1       98.4       97.0:       1.6        3.0
Old  :     100.0:      14.8       17.9       16.9       66.7       62.1       98.4       97.0:       1.6        3.0
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  :       178:        30         38         42         87         93        145        147:
Old  :       178:        30         38         42         87         93        145        147:
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       25.5       34.5       38.5       18.9       19.1       26.4       26.7
Old  :                 23.2       25.5       34.5       38.5       18.9       19.1       26.4       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, September 10, 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  :    85,971:    19,636     11,468      2,389     49,358     58,544     71,383     72,401:    14,588     13,570
Old  :    85,971:    19,636     11,468      2,389     49,358     58,544     71,383     72,401:    14,588     13,570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :       804:      -136     -1,168        642       -696      1,294       -190        768:       994         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       13.3        2.8       57.4       68.1       83.0       84.2:      17.0       15.8
Old  :     100.0:      22.8       13.3        2.8       57.4       68.1       83.0       84.2:      17.0       15.8
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  :        88:        18         19         15         32         29         58         55:
Old  :        88:        18         19         15         32         29         58         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.4       36.8       55.2       52.2       43.7       36.1       54.4       51.3
Old  :                 44.4       36.8       55.2       52.2       43.7       36.1       54.4       51.3
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, September 10, 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  :    85,971:    19,636     11,468      2,389     49,358     58,544     71,383     72,401:    14,588     13,570
Old  :    85,971:    19,636     11,468      2,389     49,358     58,544     71,383     72,401:    14,588     13,570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :       804:      -136     -1,168        642       -696      1,294       -190        768:       994         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       13.3        2.8       57.4       68.1       83.0       84.2:      17.0       15.8
Old  :     100.0:      22.8       13.3        2.8       57.4       68.1       83.0       84.2:      17.0       15.8
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  :        88:        18         19         15         32         29         58         55:
Old  :        88:        18         19         15         32         29         58         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.4       36.8       55.2       52.2       43.7       36.1       54.4       51.3
Old  :                 44.4       36.8       55.2       52.2       43.7       36.1       54.4       51.3
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, September 10, 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  :    66,334:     2,043      1,005          0     60,804     64,822     62,847     65,827:     3,487        507
Old  :    66,334:     2,043      1,005          0     60,804     64,822     62,847     65,827:     3,487        507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :     1,240:      -872       -564          0      1,804      1,744        932      1,180:       308         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1        1.5        0.0       91.7       97.7       94.7       99.2:       5.3        0.8
Old  :     100.0:       3.1        1.5        0.0       91.7       97.7       94.7       99.2:       5.3        0.8
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  :        45:         3          3          0         31         11         34         14:
Old  :        45:         3          3          0         31         11         34         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  :                 42.5       80.8       59.7       96.1       41.4       80.8       58.5       95.5
Old  :                 42.5       80.8       59.7       96.1       41.4       80.8       58.5       95.5
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, September 10, 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  :   186,153:    30,834     39,282      2,130    152,803    144,586    185,767    185,998:       386        155
Old  :   186,153:    30,834     39,282      2,130    152,803    144,586    185,767    185,998:       386        155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :     2,624:     4,368      4,112     -1,465       -229          0      2,674      2,647:       -50        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       21.1        1.1       82.1       77.7       99.8       99.9:       0.2        0.1
Old  :     100.0:      16.6       21.1        1.1       82.1       77.7       99.8       99.9:       0.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        30         18          3          8          2         39         22:
Old  :        58:        30         18          3          8          2         39         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  :                 87.0       89.0       92.9       96.2       87.0       89.0       92.4       95.7
Old  :                 87.0       89.0       92.9       96.2       87.0       89.0       92.4       95.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                          Code-342603
Commitments of Traders - Futures Only, September 10, 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  :    26,200:    17,140     16,495      9,050          0        631     26,190     26,176:        10         24
Old  :    26,200:    17,140     16,495      9,050          0        631     26,190     26,176:        10         24
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :      -141:      -946       -952        805          0          0       -141       -147:         0          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.4       63.0       34.5        0.0        2.4      100.0       99.9:       0.0        0.1
Old  :     100.0:      65.4       63.0       34.5        0.0        2.4      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:         7         14          3          0          1          7         18:
Old  :        22:         7         14          3          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  :                 98.4       62.7      100.0       88.4       63.9       43.2       65.4       61.3
Old  :                 98.4       62.7      100.0       88.4       63.9       43.2       65.4       61.3
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, September 10, 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  :   130,731:    82,052     82,047     48,659          0          0    130,711    130,706:        20         25
Old  :   130,731:    82,052     82,047     48,659          0          0    130,711    130,706:        20         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :     1,838:       249        237      1,601          0          0      1,850      1,838:       -12          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.8       62.8       37.2        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      62.8       62.8       37.2        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  :        32:        21         11          5          0          0         25         12:
Old  :        32:        21         11          5          0          0         25         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.0       94.2       86.6       99.6       46.1       61.9       56.7       62.6
Old  :                 63.0       94.2       86.6       99.6       46.1       61.9       56.7       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, September 10, 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  :    99,557:    78,838     71,458     20,700          0      7,309     99,538     99,467:        19         90
Old  :    99,557:    78,838     71,458     20,700          0      7,309     99,538     99,467:        19         90
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2024                    :
     :    12,923:       694        311     12,239          0        369     12,933     12,919:       -10          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.2       71.8       20.8        0.0        7.3      100.0       99.9:       0.0        0.1
Old  :     100.0:      79.2       71.8       20.8        0.0        7.3      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        15         19          4          0          2         17         23:
Old  :        36:        15         19          4          0          2         17         23:
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  :                 77.0       79.6       92.6       94.3       69.3       66.9       75.7       75.1
Old  :                 77.0       79.6       92.6       94.3       69.3       66.9       75.7       75.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 13, 2024