WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      434,569
COMMITMENTS
 121,898  140,019  116,314  163,904  138,359  402,116  394,692   32,453   39,877

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:      7,006)
  -5,687   -1,959    2,964    9,657    5,320    6,934    6,325       72      681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     32.2     26.8     37.7     31.8     92.5     90.8      7.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
     124      102      122      101      108      285      279                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      252,601
COMMITMENTS
  63,082   70,885   60,181  111,727   97,417  234,990  228,483   17,611   24,118

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:      1,438)
     166    3,334   -3,232    2,347      563     -719      665    2,157      773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     28.1     23.8     44.2     38.6     93.0     90.5      7.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      61       59       70       71       81      173      173                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,635,740
COMMITMENTS
 339,144  459,077  450,343  702,466  547,217  1491953  1456637  143,787  179,103

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:     93,394)
   1,241   69,542   37,861   51,916  -12,399   91,018   95,004    2,376   -1,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     28.1     27.5     42.9     33.5     91.2     89.1      8.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      733)
     156      143      181      308      317      562      569                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,422
COMMITMENTS
   1,309      101      324    1,124    3,426    2,757    3,851    1,665      571

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6      2.3      7.3     25.4     77.5     62.3     87.1     37.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        2        3        7        8       17       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      835,855
COMMITMENTS
 128,076  180,065  177,290  479,270  407,978  784,636  765,333   51,219   70,522

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:     32,444)
  -1,612   24,469   18,211   19,453   -7,111   36,052   35,569   -3,608   -3,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     21.5     21.2     57.3     48.8     93.9     91.6      6.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      543)
     122      141      174      191      209      425      447                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      570,856
COMMITMENTS
 114,518  151,103  115,117  309,548  276,865  539,183  543,085   31,673   27,771

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:     12,950)
   1,928   10,249    2,512    8,808   -2,611   13,248   10,150     -298    2,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     26.5     20.2     54.2     48.5     94.5     95.1      5.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      97       89      101      117       90      265      238                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,643,723
COMMITMENTS
 288,078  303,568   20,565  1126050  1162309  1434693  1486442  209,030  157,281

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:    -51,473)
   9,576   68,902  -59,057   -5,651  -48,190  -55,132  -38,345    3,659  -13,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     18.5      1.3     68.5     70.7     87.3     90.4     12.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      27       38       23      105      108      144      157                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,716,588
COMMITMENTS
 147,782  478,313   37,447  1351715  1026702  1536944  1542462  179,644  174,126

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:   -132,274)
  -4,684    7,779  -43,139  -31,627  -53,919  -79,450  -89,279  -52,824  -42,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     27.9      2.2     78.7     59.8     89.5     89.9     10.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      17       28       18      103       92      128      130                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      475,793
COMMITMENTS
 151,919   54,511   90,491  186,344  303,672  428,754  448,674   47,039   27,119

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:         -5)
 -15,377    1,736    3,242   16,034   -6,441    3,899   -1,463   -3,904    1,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     11.5     19.0     39.2     63.8     90.1     94.3      9.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
     102       50       92      120      127      261      240                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,565
COMMITMENTS
   2,400      926      264    3,710    6,405    6,374    7,595    2,191      970

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:     -1,204)
  -1,133      326       71     -188   -1,524   -1,250   -1,127       46      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     10.8      3.1     43.3     74.8     74.4     88.7     25.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      18        6        7       16       18       37       29                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,841,898
COMMITMENTS
 516,364  1551786   59,648  2997360  2101417  3573372  3712851  268,526  129,047

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:   -288,418)
  27,889   83,492  -89,965 -177,713 -247,113 -239,789 -253,586  -48,629  -34,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     40.4      1.6     78.0     54.7     93.0     96.6      7.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      474)
     107       60       39      246      169      372      249                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,413,936
COMMITMENTS
 447,213  901,968  144,529  3415649  2971994  4007391  4018491  406,545  395,445

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:   -487,918)
 -51,107   15,473 -252,838 -104,761 -195,247 -408,706 -432,612  -79,212  -55,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     20.4      3.3     77.4     67.3     90.8     91.0      9.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
      54       76       41      210      190      287      284                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,026,469
COMMITMENTS
 233,540  430,574   35,786  1560564  1292043  1829890  1758403  196,579  268,066

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:   -257,003)
 -24,029  -57,760  -89,582 -119,918  -77,730 -233,529 -225,072  -23,474  -31,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     21.2      1.8     77.0     63.8     90.3     86.8      9.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      28       31       17      103      112      141      150                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        3,768
COMMITMENTS
   2,147      857      713        0    1,253    2,860    2,823      908      945

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:        533)
      17     -352      606        0      803      623    1,057      -90     -524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.0     22.7     18.9      0.0     33.3     75.9     74.9     24.1     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      10       13        2        0        1       10       16                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,248,427
COMMITMENTS
 389,117  1962154  123,033  5308600  3868651  5820750  5953838  427,677  294,589

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:   -396,387)
  -1,519  194,401 -215,644 -121,587 -256,595 -338,750 -277,838  -57,637 -118,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     31.4      2.0     85.0     61.9     93.2     95.3      6.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
      63       64       32      219      190      303      265                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,386,054
COMMITMENTS
 196,856  209,836  273,480  880,751  868,345  1351087  1351661   34,967   34,393

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:   -358,810)
-153,388  -76,125  -94,877 -111,274 -186,909 -359,539 -357,911      729     -899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     15.1     19.7     63.5     62.6     97.5     97.5      2.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      21       36       43       77       80      123      136                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      100,634
COMMITMENTS
  21,008   12,722    6,666   58,709   68,904   86,383   88,292   14,251   12,342

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:      3,391)
  -1,277    3,581      580    5,308   -2,151    4,611    2,010   -1,220    1,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     12.6      6.6     58.3     68.5     85.8     87.7     14.2     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      23       20       12       30       24       59       50                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      100,634
COMMITMENTS
  21,008   12,722    6,666   58,709   68,904   86,383   88,292   14,251   12,342

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:      3,391)
  -1,277    3,581      580    5,308   -2,151    4,611    2,010   -1,220    1,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     12.6      6.6     58.3     68.5     85.8     87.7     14.2     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      23       20       12       30       24       59       50                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       52,172
COMMITMENTS
       0    2,980        0   49,449   48,248   49,449   51,228    2,723      944

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:      2,611)
       0      383        0    2,598    2,369    2,598    2,752       13     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.7      0.0     94.8     92.5     94.8     98.2      5.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        5        0       28       11       28       16                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      103,054
COMMITMENTS
  20,502   26,178    1,916   80,183   74,880  102,601  102,974      453       80

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:        227)
    -520     -397      656       51      -31      187      228       40       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     25.4      1.9     77.8     72.7     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      26       15        3        6        2       34       18                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       90,533
COMMITMENTS
  39,416   39,427   51,100        0        0   90,516   90,527       17        6

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:     -3,021)
  -3,021   -3,021        0        0        0   -3,021   -3,021        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     43.5     56.4      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 06/04/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       40,556
COMMITMENTS
  32,871   24,554    7,665        0    8,269   40,536   40,488       20       68

CHANGES FROM 05/28/24 (CHANGE IN OPEN INTEREST:       -572)
  -3,893   -4,105    3,321        0      212     -572     -572        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.1     60.5     18.9      0.0     20.4    100.0     99.8      0.0      0.2

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



Updated June 04, 2024