WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      394,780
COMMITMENTS
 132,484  137,899   92,661  141,475  127,316  366,620  357,876   28,160   36,904

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:     25,303)
   9,798   -2,572    6,344    6,282   19,128   22,424   22,900    2,879    2,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     34.9     23.5     35.8     32.2     92.9     90.7      7.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
     103       99      109       86      106      252      258                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      234,965
COMMITMENTS
  55,634   66,433   58,096  105,944   90,099  219,674  214,628   15,291   20,337

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:      5,530)
   3,468   -3,389    3,104   -1,291    7,166    5,281    6,881      249   -1,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     28.3     24.7     45.1     38.3     93.5     91.3      6.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      60       61       65       77       85      176      177                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,513,128
COMMITMENTS
 337,217  336,993  404,988  632,478  592,073  1374683  1334054  138,445  179,074

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:     56,429)
  25,306   -6,272   21,249   10,991   27,228   57,546   42,205   -1,117   14,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     22.3     26.8     41.8     39.1     90.9     88.2      9.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      740)
     153      142      175      299      335      546      582                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,365
COMMITMENTS
   1,340      198       10      859    3,445    2,209    3,653    2,156      712

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7      4.5      0.2     19.7     78.9     50.6     83.7     49.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        2        1        6        8       16       10                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      752,796
COMMITMENTS
 112,139  178,114  139,304  446,696  365,092  698,139  682,510   54,657   70,286

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:      9,757)
 -11,185   -5,258   -3,092   20,419   13,138    6,142    4,788    3,615    4,969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     23.7     18.5     59.3     48.5     92.7     90.7      7.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      513)
     109      148      149      182      203      390      413                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      542,696
COMMITMENTS
 109,303  159,835  113,129  288,450  241,269  510,882  514,233   31,814   28,463

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:     -7,623)
  -4,394   -5,415     -246   -4,616   -1,446   -9,256   -7,107    1,633     -516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     29.5     20.8     53.2     44.5     94.1     94.8      5.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      87      100      102      105       88      259      239                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,630,082
COMMITMENTS
 271,919  267,632   37,170  1116694  1162998  1425783  1467800  204,299  162,282

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:     25,551)
   4,001  -24,955   20,233     -152   31,262   24,082   26,540    1,469     -989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     16.4      2.3     68.5     71.3     87.5     90.0     12.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      30       35       26      111      113      157      158                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,657,043
COMMITMENTS
 147,454  478,607    5,443  1332490  1013060  1485387  1497110  171,656  159,933

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:     13,555)
    -532   14,506   -1,106   20,219    6,037   18,581   19,437   -5,026   -5,882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     28.9      0.3     80.4     61.1     89.6     90.3     10.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      16       25       16      100       96      124      129                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      461,174
COMMITMENTS
 150,611   67,826   82,685  176,885  286,255  410,181  436,766   50,993   24,408

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:      5,771)
  11,238    2,423   -4,092   -5,720    8,245    1,426    6,576    4,345     -805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     14.7     17.9     38.4     62.1     88.9     94.7     11.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      89       71       86      116      122      256      236                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,003
COMMITMENTS
   3,555      419      209    3,400    7,372    7,164    8,000    1,839    1,003

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:        -67)
    -182     -151        0      276      125       94      -26     -161      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5      4.7      2.3     37.8     81.9     79.6     88.9     20.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      22        3        7       17       19       41       27                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,041,647
COMMITMENTS
 541,411  1506397   57,388  3178396  2345910  3777195  3909695  264,452  131,952

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:    -35,587)
  25,078  -32,169   -4,063  -52,001   -3,992  -30,986  -40,224   -4,601    4,637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     37.3      1.4     78.6     58.0     93.5     96.7      6.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      493)
     107       61       37      254      187      378      268                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,442,230
COMMITMENTS
 522,351  870,162  132,116  3378701  3027060  4033168  4029338  409,062  412,892

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:     30,002)
  66,427  -67,382   25,328  -59,017   46,564   32,738    4,510   -2,736   25,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     19.6      3.0     76.1     68.1     90.8     90.7      9.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
      60       68       45      208      203      291      293                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,167,372
COMMITMENTS
 253,058  529,512   46,428  1655031  1306282  1954517  1882222  212,855  285,150

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:     24,088)
 -14,992   47,163   12,076   19,715  -24,693   16,799   34,546    7,289  -10,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     24.4      2.1     76.4     60.3     90.2     86.8      9.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      30       27       18      106      109      146      144                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        3,310
COMMITMENTS
   1,892      909      317        0      798    2,209    2,024    1,101    1,286

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:        640)
     365     -181      264        0      548      629      631       11        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.2     27.5      9.6      0.0     24.1     66.7     61.1     33.3     38.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6       15        1        0        1        6       17                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,235,670
COMMITMENTS
 469,333  1795438   69,504  5284344  4041973  5823181  5906915  412,489  328,755

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:    176,262)
 -13,697  148,559  -38,036  245,361   62,417  193,628  172,940  -17,366    3,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     28.8      1.1     84.7     64.8     93.4     94.7      6.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
      65       58       33      230      190      315      261                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,576,638
COMMITMENTS
 329,136  233,212  323,767  894,232  979,438  1547135  1536417   29,503   40,221

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:     56,807)
 -27,316   13,725   23,693   61,058   19,230   57,435   56,648     -628      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     14.8     20.5     56.7     62.1     98.1     97.4      1.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      28       38       46       80       83      136      140                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       99,207
COMMITMENTS
  24,739    8,966    2,660   57,006   76,183   84,405   87,809   14,802   11,398

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:      6,455)
   5,434   -1,675       47      -55    8,275    5,426    6,647    1,029     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      9.0      2.7     57.5     76.8     85.1     88.5     14.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      26       18       12       31       26       62       51                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       99,207
COMMITMENTS
  24,739    8,966    2,660   57,006   76,183   84,405   87,809   14,802   11,398

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:      6,455)
   5,434   -1,675       47      -55    8,275    5,426    6,647    1,029     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      9.0      2.7     57.5     76.8     85.1     88.5     14.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      26       18       12       31       26       62       51                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       50,816
COMMITMENTS
       0    4,421        0   48,180   45,377   48,180   49,798    2,636    1,018

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:     -2,093)
       0      257        0   -1,861   -2,237   -1,861   -1,980     -232     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.7      0.0     94.8     89.3     94.8     98.0      5.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        5        0       26       11       26       16                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      101,080
COMMITMENTS
  21,109   25,139      940   78,652   74,911  100,701  100,990      379       90

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:        114)
       7       47       77        0        0       84      124       30      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     24.9      0.9     77.8     74.1     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      25       14        1        5        2       31       16                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       89,414
COMMITMENTS
  40,197   40,208   49,200        0        0   89,397   89,408       17        6

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:      4,390)
   2,290    2,290    2,100        0        0    4,390    4,390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0     45.0     55.0      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      16       13        5        0        0       20       14                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 05/14/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       41,552
COMMITMENTS
  35,731   28,624    5,801        0    7,049   41,532   41,474       20       78

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:     -6,934)
  -1,926   -2,064   -5,008        0      138   -6,934   -6,934        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.0     68.9     14.0      0.0     17.0    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      12       16        3        0        1       14       18                  



Updated May 17, 2024