WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      398,356
COMMITMENTS
 119,333  171,730  110,155  137,049   83,925  366,537  365,810   31,819   32,546

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:    -17,909)
     -61   -7,921   -6,753  -10,333   -3,702  -17,147  -18,376     -762      467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     43.1     27.7     34.4     21.1     92.0     91.8      8.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
     103      103      116       85       80      253      247                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      265,351
COMMITMENTS
  63,243  102,699   68,822  113,931   72,090  245,996  243,611   19,355   21,740

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:    -11,641)
  -6,794   -2,807   -5,334     -571   -4,880  -12,699  -13,021    1,058    1,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     38.7     25.9     42.9     27.2     92.7     91.8      7.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      59       72       68       72       70      175      170                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,557,580
COMMITMENTS
 278,917  469,108  437,969  677,996  482,114  1394882  1389191  162,698  168,389

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:    -62,991)
 -15,381   -6,526  -30,623  -20,355  -23,597  -66,359  -60,746    3,368   -2,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     30.1     28.1     43.5     31.0     89.6     89.2     10.4     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      709)
     117      175      159      313      302      530      555                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,241
COMMITMENTS
     767    1,704      239    1,628    1,839    2,634    3,782    2,607    1,459

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:      1,227)
      32      433       62      478      336      572      831      655      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     32.5      4.6     31.1     35.1     50.3     72.2     49.7     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        7        5        7        6       15       17                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      832,041
COMMITMENTS
  90,965  249,442  199,340  484,852  319,200  775,157  767,982   56,884   64,059

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:      8,669)
  -4,424   -3,987   20,742  -12,081   -8,593    4,237    8,162    4,432      507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     30.0     24.0     58.3     38.4     93.2     92.3      6.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      502)
     106      157      166      178      178      392      415                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      579,058
COMMITMENTS
 112,246  122,878  160,158  277,288  268,394  549,692  551,430   29,366   27,628

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:    -10,600)
  -4,966    1,809  -18,575   14,505    4,372   -9,036  -12,394   -1,564    1,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     21.2     27.7     47.9     46.4     94.9     95.2      5.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      86       90      104      107       97      258      246                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,527,150
COMMITMENTS
 228,657  303,847   16,533  1092218  1047403  1337408  1367783  189,742  159,367

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:        730)
  -6,386   13,114   -1,998   26,586   -3,322   18,202    7,794  -17,472   -7,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     19.9      1.1     71.5     68.6     87.6     89.6     12.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      23       44       21      106      110      144      160                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,602,726
COMMITMENTS
 138,457  434,312    4,303  1283593  986,710  1426353  1425325  176,373  177,401

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:     13,095)
  -6,199  -23,797      575   19,009   36,879   13,385   13,657     -290     -562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     27.1      0.3     80.1     61.6     89.0     88.9     11.0     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      13       24       11       97       98      116      127                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      472,787
COMMITMENTS
  90,980  113,042  108,173  223,332  220,386  422,485  441,601   50,302   31,186

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:     -6,571)
  -1,975  -18,350    4,166  -12,487    8,511  -10,296   -5,673    3,725     -898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     23.9     22.9     47.2     46.6     89.4     93.4     10.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      78       74      100      137      110      276      240                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,022
COMMITMENTS
   3,039    2,660      181    3,886    4,752    7,106    7,593    1,916    1,429

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:       -690)
    -428      454     -306       -1     -920     -735     -772       45       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     29.5      2.0     43.1     52.7     78.8     84.2     21.2     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      21       12        6       17       16       40       32                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,859,542
COMMITMENTS
 480,808  1427098   68,724  3054858  2219600  3604390  3715422  255,152  144,120

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:     57,314)
  38,414   50,130  -25,898   41,102   27,229   53,618   51,461    3,696    5,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     37.0      1.8     79.2     57.5     93.4     96.3      6.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      475)
     103       60       32      244      175      365      250                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,361,513
COMMITMENTS
 494,910  1001795   96,217  3362732  2863371  3953859  3961383  407,654  400,130

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:    -23,182)
  49,899  -13,173  -11,361  -39,447       10     -909  -24,524  -22,273    1,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     23.0      2.2     77.1     65.7     90.7     90.8      9.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
      53       85       36      196      198      271      297                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,041,693
COMMITMENTS
 287,329  446,752   33,301  1507019  1274842  1827649  1754895  214,044  286,798

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:     -4,910)
  -8,219    8,210   -2,939    7,060  -14,396   -4,098   -9,125     -812    4,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     21.9      1.6     73.8     62.4     89.5     86.0     10.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      30       26       16      100      114      137      149                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        4,962
COMMITMENTS
   3,524      897      229      170    2,215    3,923    3,341    1,039    1,621

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:      1,857)
   2,032     -200      -15     -402    2,215    1,615    2,000      242     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.0     18.1      4.6      3.4     44.6     79.1     67.3     20.9     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6       17        2        1        1        8       19                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,070,390
COMMITMENTS
 453,736  1693156  132,788  5069821  3934684  5656345  5760628  414,045  309,762

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:    -18,426)
  79,704   34,823  -16,207  -85,544  -37,026  -22,047  -18,410    3,621      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     27.9      2.2     83.5     64.8     93.2     94.9      6.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
      65       56       28      213      193      294      261                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,890,271
COMMITMENTS
 330,432  361,128  260,122  1262667  1222880  1853221  1844130   37,050   46,141

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:    125,476)
 102,567   60,048  -16,113   38,639   72,688  125,093  116,623      383    8,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     19.1     13.8     66.8     64.7     98.0     97.6      2.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      30       36       42       83       83      138      139                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       92,484
COMMITMENTS
  28,859   11,898    2,099   47,292   65,690   78,250   79,687   14,234   12,797

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:     -1,036)
  -3,247   -3,613      963    1,391      -22     -893   -2,672     -143    1,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     12.9      2.3     51.1     71.0     84.6     86.2     15.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      28       18       12       28       27       60       53                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       92,484
COMMITMENTS
  28,859   11,898    2,099   47,292   65,690   78,250   79,687   14,234   12,797

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:     -1,036)
  -3,247   -3,613      963    1,391      -22     -893   -2,672     -143    1,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     12.9      2.3     51.1     71.0     84.6     86.2     15.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      28       18       12       28       27       60       53                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       53,776
COMMITMENTS
     637    3,366        0   50,120   49,439   50,757   52,805    3,019      971

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:        -84)
     637       -6        0     -726       13      -89        7        5      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      6.3      0.0     93.2     91.9     94.4     98.2      5.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        4        0       26       12       27       16                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       95,940
COMMITMENTS
  17,083   20,773      262   78,273   74,876   95,618   95,911      322       29

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:      1,696)
   1,634    1,724        0        4        0    1,638    1,724       58      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     21.7      0.3     81.6     78.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      25       10        2        6        1       33       11                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       69,275
COMMITMENTS
  21,302   21,313   47,956        0        0   69,258   69,269       17        6

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:       -197)
    -195     -197        0        0        0     -195     -197       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     30.8     69.2      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      14       10        4        0        0       17       11                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 04/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       38,629
COMMITMENTS
  27,735   19,978   10,850        0    7,719   38,585   38,547       44       82

CHANGES FROM 04/02/24 (CHANGE IN OPEN INTEREST:       -153)
     312      992     -130        0   -1,029      182     -167     -335       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.8     51.7     28.1      0.0     20.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      12       14        4        0        1       14       17                  



Updated April 12, 2024