WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      401,736
COMMITMENTS
 117,489  144,059   88,279  162,386  130,263  368,154  362,601   33,582   39,135

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:      5,958)
   5,679    7,223   -8,277    9,417    5,967    6,819    4,913     -861    1,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     35.9     22.0     40.4     32.4     91.6     90.3      8.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
     105      104      110      108      110      280      265                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      228,106
COMMITMENTS
  54,226   75,611   42,992  111,439   87,297  208,657  205,900   19,449   22,206

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:     -4,182)
  -6,135    5,051   -7,182    6,911       41   -6,406   -2,090    2,224   -2,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     33.1     18.8     48.9     38.3     91.5     90.3      8.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      60       64       72       84       79      189      172                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,566,775
COMMITMENTS
 382,946  459,657  373,148  667,897  555,515  1423991  1388320  142,784  178,455

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:    -33,536)
  14,994   -9,327  -32,075  -16,765    6,517  -33,846  -34,885      310    1,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     29.3     23.8     42.6     35.5     90.9     88.6      9.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      738)
     163      146      178      311      319      572      575                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,555
COMMITMENTS
     768      744       16    1,669    2,509    2,453    3,269    2,102    1,286

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     16.3      0.4     36.6     55.1     53.9     71.8     46.1     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        5        1        7        8       12       14                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      812,433
COMMITMENTS
 141,870  216,172  156,970  462,575  374,801  761,415  747,943   51,018   64,490

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:      3,329)
   9,244   27,201   -1,739   -4,423  -19,812    3,082    5,650      247   -2,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     26.6     19.3     56.9     46.1     93.7     92.1      6.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      539)
     132      135      164      197      208      426      436                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      575,642
COMMITMENTS
 127,037  174,223  107,735  308,857  267,350  543,629  549,308   32,013   26,334

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:      9,712)
  10,653    8,888   -6,293    5,074    7,733    9,434   10,328      278     -616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     30.3     18.7     53.7     46.4     94.4     95.4      5.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
      97       90       97      118       96      269      240                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,656,407
COMMITMENTS
 301,229  334,566   11,993  1134429  1165234  1447651  1511793  208,756  144,614

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:     20,462)
  15,835   37,261   -3,214    4,067   -4,565   16,688   29,482    3,774   -9,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     20.2      0.7     68.5     70.3     87.4     91.3     12.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      30       35       20      110      112      152      155                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,688,917
COMMITMENTS
 146,516  500,751   15,179  1353855  1004835  1515550  1520765  173,367  168,152

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:    -23,297)
    -443    8,685  -14,149   -7,284  -15,482  -21,876  -20,946   -1,421   -2,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     29.6      0.9     80.2     59.5     89.7     90.0     10.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      15       25       14      109       96      130      129                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      519,936
COMMITMENTS
 151,374   49,942  129,046  192,326  311,915  472,746  490,903   47,190   29,033

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:     36,830)
   8,965       67   23,575    3,968   11,410   36,508   35,052      322    1,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      9.6     24.8     37.0     60.0     90.9     94.4      9.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
      92       54       94      119      120      260      239                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,147
COMMITMENTS
   2,579    1,332       96    3,606    5,727    6,281    7,155    1,866      992

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:       -379)
      95      -95      -39     -295     -270     -239     -404     -140       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     16.3      1.2     44.3     70.3     77.1     87.8     22.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      17        9        5       18       19       36       32                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,105,767
COMMITMENTS
 561,637  1825226   46,864  3224951  2105562  3833452  3977652  272,315  128,115

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:    123,020)
    -133  128,240    9,801  106,668  -16,371  116,336  121,670    6,684    1,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     44.5      1.1     78.5     51.3     93.4     96.9      6.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      488)
     108       60       33      259      170      382      248                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,344,688
COMMITMENTS
 418,362  785,968  123,647  3380176  3049762  3922185  3959377  422,503  385,311

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:     36,383)
 -55,180    4,734    1,878   69,861   20,139   16,559   26,751   19,824    9,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     18.1      2.8     77.8     70.2     90.3     91.1      9.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
      58       69       31      208      194      283      277                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,049,070
COMMITMENTS
 271,837  430,980   22,901  1542485  1325893  1837223  1779774  211,847  269,296

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:     28,599)
  30,566    1,337   -7,297  -10,667   31,032   12,602   25,072   15,997    3,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     21.0      1.1     75.3     64.7     89.7     86.9     10.3     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      25       24       15      105      111      139      141                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        4,696
COMMITMENTS
   2,464    1,250    1,298        0    1,235    3,762    3,783      934      913

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:        271)
    -155      411      261        0     -115      106      557      165     -286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.5     26.6     27.6      0.0     26.3     80.1     80.6     19.9     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9       15        3        0        1       11       18                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,202,016
COMMITMENTS
 421,655  1875055   64,006  5278483  3991980  5764144  5931041  437,872  270,975

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:    -57,950)
  16,054  -27,970  -24,613  -55,886   22,050  -64,445  -30,533    6,495  -27,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     30.2      1.0     85.1     64.4     92.9     95.6      7.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      420)
      65       58       29      222      193      301      266                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,654,954
COMMITMENTS
 144,395  294,833  316,914  1154820  1002206  1616129  1613953   38,825   41,001

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:    170,699)
 -46,453   23,782   20,360  196,202  128,178  170,109  172,320      590   -1,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     17.8     19.1     69.8     60.6     97.7     97.5      2.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      23       42       47       83       83      136      142                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      114,233
COMMITMENTS
  17,190   15,666   10,272   72,670   76,088  100,132  102,026   14,101   12,207

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:      6,331)
  -2,648   -1,796    2,543    6,378    5,398    6,273    6,145       58      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     13.7      9.0     63.6     66.6     87.7     89.3     12.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      21       19       19       31       32       62       61                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      114,233
COMMITMENTS
  17,190   15,666   10,272   72,670   76,088  100,132  102,026   14,101   12,207

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:      8,714)
  -3,087   -1,447    3,767    6,480    5,420    7,160    7,740    1,554      974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     13.7      9.0     63.6     66.6     87.7     89.3     12.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      21       19       19       31       32       62       61                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       66,082
COMMITMENTS
     204    3,670       38   62,198   60,553   62,440   64,261    3,642    1,821

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:      9,993)
     204      565       38    8,731    8,382    8,973    8,985    1,020    1,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      5.6      0.1     94.1     91.6     94.5     97.2      5.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        5        2       29       14       32       19                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      110,188
COMMITMENTS
  21,077   26,295    8,912   79,764   74,880  109,753  110,087      435      101

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:      7,329)
    -178     -211    7,527       -2        0    7,347    7,316      -18       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     23.9      8.1     72.4     68.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      26       13        5        6        2       36       17                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       98,113
COMMITMENTS
  50,996   50,989   47,100        0        0   98,096   98,089       17       24

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:      9,091)
  11,250   11,250   -2,159        0        0    9,091    9,091        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.0     52.0     48.0      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      18       12        4        0        0       21       13                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 06/18/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       68,673
COMMITMENTS
  58,425   49,050   10,228        0    9,327   68,653   68,605       20       68

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:     13,183)
  23,601   22,846  -10,418        0      755   13,183   13,183        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.1     71.4     14.9      0.0     13.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      12       18        4        0        2       15       21                  



Updated June 18, 2024