WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      405,252
COMMITMENTS
 130,514  143,036  103,612  140,383  120,650  374,509  367,298   30,743   37,954

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:     10,472)
  -1,970    5,137   10,951   -1,092   -6,666    7,889    9,422    2,583    1,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     35.3     25.6     34.6     29.8     92.4     90.6      7.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      350)
     112       98      116       94      106      272      265                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      239,525
COMMITMENTS
  57,587   70,005   57,995  108,235   89,251  223,817  217,251   15,708   22,274

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:      4,560)
   1,953    3,572     -101    2,291     -848    4,143    2,623      417    1,937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     29.2     24.2     45.2     37.3     93.4     90.7      6.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      64       57       64       75       83      176      169                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,535,429
COMMITMENTS
 332,720  374,547  409,653  650,663  574,578  1393036  1358778  142,393  176,651

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:     22,301)
  -4,497   37,554    4,665   18,185  -17,495   18,353   24,724    3,948   -2,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     24.4     26.7     42.4     37.4     90.7     88.5      9.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      753)
     164      144      183      307      329      570      584                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      784,815
COMMITMENTS
 120,057  165,039  152,992  455,999  395,870  729,048  713,901   55,767   70,914

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:     32,019)
   7,918  -13,075   13,688    9,303   30,778   30,909   31,391    1,110      628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     21.0     19.5     58.1     50.4     92.9     91.0      7.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      535)
     128      141      161      178      207      408      426                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      542,742
COMMITMENTS
 109,680  145,958  110,547  290,085  259,247  510,312  515,752   32,430   26,990

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:         46)
     377  -13,877   -2,582    1,635   17,978     -570    1,519      616   -1,473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     26.9     20.4     53.4     47.8     94.0     95.0      6.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
      90       95      105      105       89      260      237                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,760,039
COMMITMENTS
 279,564  265,388  145,351  1125981  1185137  1550896  1595876  209,143  164,163

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:    129,957)
   7,645   -2,244  108,181    9,287   22,139  125,113  128,076    4,844    1,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     15.1      8.3     64.0     67.3     88.1     90.7     11.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      31       35       34      115      112      166      161                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,714,524
COMMITMENTS
 156,614  485,531   39,912  1339759  1029202  1536285  1554645  178,239  159,879

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:     57,481)
   9,160    6,924   34,469    7,269   16,142   50,898   57,535    6,583      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     28.3      2.3     78.1     60.0     89.6     90.7     10.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      17       27       22      108       99      139      134                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      458,487
COMMITMENTS
 153,997   64,723   79,597  172,662  288,601  406,256  432,921   52,231   25,566

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:     -2,687)
   3,386   -3,103   -3,088   -4,223    2,346   -3,925   -3,845    1,238    1,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     14.1     17.4     37.7     62.9     88.6     94.4     11.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      95       64       88      114      119      257      233                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,521
COMMITMENTS
   3,600      414      267    3,656    7,812    7,523    8,493    1,998    1,028

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:        518)
      45       -5       58      256      440      359      493      159       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8      4.3      2.8     38.4     82.1     79.0     89.2     21.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      22        4        9       16       19       41       29                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,124,115
COMMITMENTS
 553,930  1547599   73,350  3232197  2372517  3859477  3993466  264,638  130,649

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:     82,468)
  12,519   41,202   15,962   53,801   26,607   82,282   83,771      186   -1,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     37.5      1.8     78.4     57.5     93.6     96.8      6.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      494)
     107       60       44      262      186      391      268                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,560,180
COMMITMENTS
 493,503  894,475  261,534  3395212  3006381  4150249  4162390  409,931  397,790

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:    117,950)
 -28,848   24,313  129,418   16,511  -20,679  117,081  133,052      869  -15,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     19.6      5.7     74.5     65.9     91.0     91.3      9.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
      58       74       45      213      203      296      297                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,248,409
COMMITMENTS
 267,016  505,160  114,378  1665620  1331782  2047014  1951320  201,395  297,089

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:     81,037)
  13,958  -24,352   67,950   10,589   25,500   92,497   69,098  -11,460   11,939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     22.5      5.1     74.1     59.2     91.0     86.8      9.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      27       27       25      109      111      152      147                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        3,692
COMMITMENTS
   1,540    1,017    1,112        0      128    2,652    2,257    1,040    1,435

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:        382)
    -352      108      795        0     -670      443      233      -61      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7     27.5     30.1      0.0      3.5     71.8     61.1     28.2     38.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5       16        2        0        1        6       19                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,431,140
COMMITMENTS
 446,114  1868919  180,230  5370833  4052423  5997177  6101572  433,963  329,568

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:    195,470)
 -23,219   73,481  110,726   86,489   10,450  173,996  194,657   21,474      813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     29.1      2.8     83.5     63.0     93.3     94.9      6.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
      61       59       44      228      187      318      263                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,689,907
COMMITMENTS
 319,888  264,637  363,471  977,419  1021156  1660778  1649264   29,129   40,643

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:    113,269)
  -9,248   31,425   39,704   83,187   41,718  113,643  112,847     -374      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     15.7     21.5     57.8     60.4     98.3     97.6      1.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      26       38       46       83       87      138      143                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,626
COMMITMENTS
  30,728   10,291    3,660   53,739   76,615   88,126   90,565   15,500   13,061

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:      4,419)
   5,989    1,325    1,000   -3,267      432    3,721    2,756      698    1,663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      9.9      3.5     51.9     73.9     85.0     87.4     15.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      39       20       15       33       27       76       58                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      101,346
COMMITMENTS
  30,672   10,563    2,425   53,739   76,411   86,836   89,399   14,510   11,947

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:      2,139)
   5,933    1,597     -235   -3,267      228    2,431    1,590     -292      549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     10.4      2.4     53.0     75.4     85.7     88.2     14.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      30       16       13       33       26       66       52                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       49,457
COMMITMENTS
       0    3,322        0   46,660   45,436   46,660   48,758    2,797      699

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:     -1,359)
       0   -1,099        0   -1,520       59   -1,520   -1,040      161     -319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.7      0.0     94.3     91.9     94.3     98.6      5.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        6        0       25       11       25       17                  
 
 
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE                   Code-124608
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX)                                  OPEN INTEREST:       22,802
COMMITMENTS
  12,700    9,420      202        0    2,039   12,902   11,661    9,900   11,141

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.7     41.3      0.9      0.0      8.9     56.6     51.1     43.4     48.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      13        7        4        0        2       15       11                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      102,555
COMMITMENTS
  21,058   26,591      953   80,132   74,911  102,143  102,455      412      100

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:      1,475)
     -51    1,452       13    1,480        0    1,442    1,465       33       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     25.9      0.9     78.1     73.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      26       14        2        6        2       33       17                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       91,639
COMMITMENTS
  41,422   41,433   50,200        0        0   91,622   91,633       17        6

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:      2,225)
   1,225    1,225    1,000        0        0    2,225    2,225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2     45.2     54.8      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 05/21/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       41,089
COMMITMENTS
  36,047   28,077    5,002        0    7,942   41,049   41,021       40       68

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:       -463)
     316     -547     -799        0      893     -483     -453       20      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.7     68.3     12.2      0.0     19.3     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      12       17        3        0        1       14       19                  



Updated May 24, 2024