WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      395,778
COMMITMENTS
 111,810  136,836   96,556  152,969  124,296  361,335  357,688   34,443   38,090

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:    -38,791)
 -10,088   -3,183  -19,758  -10,935  -14,063  -40,781  -37,004    1,990   -1,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     34.6     24.4     38.7     31.4     91.3     90.4      8.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
     108      106      126      105      108      289      276                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      232,288
COMMITMENTS
  60,361   70,560   50,174  104,528   87,256  215,063  207,990   17,225   24,298

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:    -20,313)
  -2,721     -325  -10,007   -7,199  -10,161  -19,927  -20,493     -386      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     30.4     21.6     45.0     37.6     92.6     89.5      7.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      60       55       66       75       77      171      166                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,600,311
COMMITMENTS
 367,952  468,984  405,223  684,662  548,998  1457837  1423205  142,474  177,106

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:    -35,429)
  28,808    9,907  -45,120  -17,804    1,781  -34,116  -33,432   -1,313   -1,997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     29.3     25.3     42.8     34.3     91.1     88.9      8.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      741)
     156      141      178      320      321      575      569                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      809,104
COMMITMENTS
 132,626  188,971  158,709  466,998  394,613  758,333  742,293   50,771   66,811

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:    -26,751)
   4,550    8,906  -18,581  -12,272  -13,365  -26,303  -23,040     -448   -3,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     23.4     19.6     57.7     48.8     93.7     91.7      6.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      527)
     124      137      157      192      207      414      423                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      565,930
COMMITMENTS
 116,384  165,335  114,028  303,783  259,617  534,195  538,980   31,735   26,950

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:     -4,926)
   1,866   14,232   -1,089   -5,765  -17,248   -4,988   -4,105       62     -821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     29.2     20.1     53.7     45.9     94.4     95.2      5.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
     100       88      101      114       95      264      243                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,635,945
COMMITMENTS
 285,394  297,305   15,207  1130362  1169799  1430963  1482311  204,982  153,634

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:     -7,778)
  -2,684   -6,263   -5,358    4,312    7,490   -3,730   -4,131   -4,048   -3,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     18.2      0.9     69.1     71.5     87.5     90.6     12.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      29       31       23      111      114      155      153                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,712,214
COMMITMENTS
 146,959  492,066   29,328  1361139  1020317  1537426  1541711  174,788  170,503

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:     -4,374)
    -823   13,753   -8,119    9,424   -6,385      482     -751   -4,856   -3,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     28.7      1.7     79.5     59.6     89.8     90.0     10.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      17       25       16      106       95      131      128                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      483,106
COMMITMENTS
 142,409   49,875  105,471  188,358  300,505  436,238  455,851   46,868   27,255

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:      7,313)
  -9,510   -4,636   14,980    2,014   -3,167    7,484    7,177     -171      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     10.3     21.8     39.0     62.2     90.3     94.4      9.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
      98       48       97      122      122      266      238                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,526
COMMITMENTS
   2,484    1,427      135    3,901    5,997    6,520    7,559    2,006      967

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:        -39)
      84      501     -129      191     -408      146      -36     -185       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     16.7      1.6     45.8     70.3     76.5     88.7     23.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      17        9        7       18       18       37       33                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,982,747
COMMITMENTS
 561,770  1696986   37,063  3118283  2121933  3717116  3855982  265,631  126,765

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:    140,849)
  45,406  145,200  -22,585  120,923   20,516  143,744  143,131   -2,895   -2,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     42.6      0.9     78.3     53.3     93.3     96.8      6.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      487)
     113       60       34      250      171      378      250                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,308,305
COMMITMENTS
 473,542  781,234  121,769  3310315  3029623  3905626  3932626  402,679  375,679

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:   -105,631)
  26,329 -120,734  -22,760 -105,334   57,629 -101,765  -85,865   -3,866  -19,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     18.1      2.8     76.8     70.3     90.7     91.3      9.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
      57       65       33      209      200      284      280                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,020,471
COMMITMENTS
 241,271  429,643   30,198  1553152  1294861  1824621  1754702  195,850  265,769

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:     -5,998)
   7,731     -931   -5,588   -7,412    2,818   -5,269   -3,701     -729   -2,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     21.3      1.5     76.9     64.1     90.3     86.8      9.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      25       27       19      104      110      140      145                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        4,425
COMMITMENTS
   2,619      839    1,037        0    1,350    3,656    3,226      769    1,199

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:        657)
     472      -18      324        0       97      796      403     -139      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.2     19.0     23.4      0.0     30.5     82.6     72.9     17.4     27.1

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 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,259,966
COMMITMENTS
 405,601  1903025   88,619  5334369  3969930  5828589  5961574  431,377  298,392

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:     11,539)
  16,484  -59,129  -34,414   25,769  101,279    7,839    7,736    3,700    3,803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     30.4      1.4     85.2     63.4     93.1     95.2      6.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
      57       59       28      223      186      295      258                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,484,255
COMMITMENTS
 190,848  271,051  296,554  958,618  874,028  1446020  1441633   38,235   42,622

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:     98,201)
  -6,008   61,215   23,074   77,867    5,683   94,933   89,972    3,268    8,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     18.3     20.0     64.6     58.9     97.4     97.1      2.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      19       41       46       75       77      126      133                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,902
COMMITMENTS
  19,838   17,462    7,729   66,292   70,690   93,859   95,881   14,043   12,021

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:      7,268)
  -1,170    4,740    1,063    7,583    1,786    7,476    7,589     -208     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     16.2      7.2     61.4     65.5     87.0     88.9     13.0     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      29       25       16       34       29       71       62                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      105,519
COMMITMENTS
  20,277   17,113    6,505   66,190   70,668   92,972   94,286   12,547   11,233

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:      4,885)
    -731    4,391     -161    7,481    1,764    6,589    5,994   -1,704   -1,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     16.2      6.2     62.7     67.0     88.1     89.4     11.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      24       21       13       33       28       63       56                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       56,089
COMMITMENTS
       0    3,105        0   53,467   52,171   53,467   55,276    2,622      813

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:      3,917)
       0      125        0    4,018    3,923    4,018    4,048     -101     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.5      0.0     95.3     93.0     95.3     98.6      4.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        5        0       28       11       28       16                  
 
 
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE                   Code-124608
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX)                                  OPEN INTEREST:       23,828
COMMITMENTS
   7,737   15,609      118    1,017      221    8,872   15,948   14,956    7,880

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     65.5      0.5      4.3      0.9     37.2     66.9     62.8     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        9        3        2        1       13       10                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      102,859
COMMITMENTS
  21,255   26,506    1,385   79,766   74,880  102,406  102,771      453       88

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:       -195)
     753      328     -531     -417        0     -195     -203        0        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     25.8      1.3     77.5     72.8     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      25       13        2        6        2       32       16                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       89,022
COMMITMENTS
  39,746   39,739   49,259        0        0   89,005   88,998       17       24

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:     -1,511)
     330      312   -1,841        0        0   -1,511   -1,529        0       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.6     44.6     55.3      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      17       12        5        0        0       20       14                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 06/11/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       55,490
COMMITMENTS
  34,824   26,204   20,646        0    8,572   55,470   55,422       20       68

CHANGES FROM 06/04/24 (CHANGE IN OPEN INTEREST:     14,934)
   1,953    1,650   12,981        0      303   14,934   14,934        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.8     47.2     37.2      0.0     15.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      13       17        4        0        2       15       21                  



Updated June 14, 2024