WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      402,777
COMMITMENTS
 130,176  168,866   84,987  156,262  112,330  371,425  366,183   31,352   36,594

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:      1,026)
  10,921    5,079    2,776   -8,536   -5,911    5,161    1,944   -4,135     -918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     41.9     21.1     38.8     27.9     92.2     90.9      7.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      375)
     109      116      103      104      100      278      266                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      238,319
COMMITMENTS
  63,536   95,364   40,358  117,939   82,750  221,833  218,472   16,486   19,847

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:      9,081)
   5,629    5,186     -241    2,936    7,395    8,324   12,340      757   -3,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     40.0     16.9     49.5     34.7     93.1     91.7      6.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      69       64       60       84       77      182      174                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,520,100
COMMITMENTS
 313,757  542,468  382,361  672,890  437,122  1369008  1361951  151,092  158,149

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:      1,077)
 -36,822   22,106   27,104   11,505  -30,352    1,787   18,858     -710  -17,781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     35.7     25.2     44.3     28.8     90.1     89.6      9.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      740)
     144      160      187      327      290      579      563                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,109
COMMITMENTS
     783    1,445       88    2,066    2,261    2,937    3,794    2,172    1,315

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:         86)
       5      173       -1      271      -44      275      128     -189      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     28.3      1.7     40.4     44.3     57.5     74.3     42.5     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        8        2       10        8       16       18                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      786,077
COMMITMENTS
 123,047  245,261  149,035  463,753  333,942  735,835  728,238   50,242   57,839

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:     27,894)
  -9,222    1,813   14,480   25,286   13,719   30,544   30,012   -2,650   -2,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     31.2     19.0     59.0     42.5     93.6     92.6      6.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      504)
     124      131      139      184      187      393      392                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      557,428
COMMITMENTS
 125,106  155,866  111,842  289,706  262,785  526,654  530,493   30,774   26,935

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:    -22,674)
   5,166  -39,813    4,823  -31,581   16,581  -21,592  -18,409   -1,082   -4,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     28.0     20.1     52.0     47.1     94.5     95.2      5.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     105       83       89      112       93      266      225                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,686,638
COMMITMENTS
 318,156  339,762   16,487  1147950  1180650  1482593  1536899  204,045  149,739

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:     40,581)
  35,258    5,866    3,769   11,311   21,545   50,338   31,180   -9,757    9,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     20.1      1.0     68.1     70.0     87.9     91.1     12.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      29       40       21      110      110      151      159                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,665,723
COMMITMENTS
 142,771  535,988    5,706  1341526  955,878  1490003  1497572  175,720  168,151

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:    -21,938)
     942   25,819  -10,939   -5,928  -43,746  -15,925  -28,866   -6,013    6,928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     32.2      0.3     80.5     57.4     89.5     89.9     10.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      14       27       13      105       90      125      124                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      498,442
COMMITMENTS
 147,818   71,185  114,644  191,932  285,825  454,394  471,654   44,048   26,788

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:        -12)
    -340   13,008   -1,885      521   -7,161   -1,704    3,962    1,692   -3,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     14.3     23.0     38.5     57.3     91.2     94.6      8.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      84       63       92      110      107      247      225                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,709
COMMITMENTS
   2,657    1,208       16    3,132    5,509    5,805    6,733    1,904      976

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:         40)
     -50      118        8     -203     -176     -245      -50      285       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     15.7      0.2     40.6     71.5     75.3     87.3     24.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      18        7        2       16       15       34       24                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,251,335
COMMITMENTS
 629,105  1849488  110,724  3244540  2167515  3984369  4127727  266,966  123,608

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:     98,485)
  25,636  -15,438   70,076    7,898   40,443  103,610   95,081   -5,125    3,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     43.5      2.6     76.3     51.0     93.7     97.1      6.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      494)
     115       61       34      251      172      384      249                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,374,310
COMMITMENTS
 476,717  822,093   99,666  3387087  3078812  3963470  4000571  410,840  373,739

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:     44,454)
  44,090   69,622    4,645    1,722  -27,391   50,457   46,876   -6,003   -2,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     18.8      2.3     77.4     70.4     90.6     91.5      9.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
      62       63       34      210      200      289      280                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,081,059
COMMITMENTS
 229,621  381,755   21,983  1612861  1417505  1864465  1821243  216,594  259,816

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:     27,623)
 -21,649  -23,217   -2,599   35,280   56,160   11,032   30,344   16,591   -2,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     18.3      1.1     77.5     68.1     89.6     87.5     10.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      24       23       15      108      113      139      144                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        2,521
COMMITMENTS
   1,744      800       99       59        0    1,902      899      619    1,622

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:     -1,596)
    -217      130   -1,146       59   -1,164   -1,304   -2,180     -292      584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.2     31.7      3.9      2.3      0.0     75.4     35.7     24.6     64.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8       16        2        1        0       10       18                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,267,434
COMMITMENTS
 425,719  1963691   82,628  5334132  3937805  5842479  5984124  424,955  283,310

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:     67,311)
  -2,642   49,133   15,804   88,077    4,725  101,239   69,662  -33,928   -2,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     31.3      1.3     85.1     62.8     93.2     95.5      6.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
      65       58       32      221      186      305      257                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,629,768
COMMITMENTS
 193,994  354,057  249,076  1145195  986,775  1588265  1589908   41,503   39,860

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:    -51,519)
  43,338   63,268  -60,663  -32,644  -56,137  -49,969  -53,532   -1,550    2,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     21.7     15.3     70.3     60.5     97.5     97.6      2.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      21       45       44       82       82      132      142                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,128
COMMITMENTS
  18,305   11,577    3,156   47,246   56,340   68,707   71,073   13,421   11,055

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:     -2,695)
   2,135   -5,107     -504   -4,169    3,580   -2,538   -2,031     -157     -664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     14.1      3.8     57.5     68.6     83.7     86.5     16.3     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23       18       11       31       25       60       48                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,128
COMMITMENTS
  18,305   11,577    3,156   47,246   56,340   68,707   71,073   13,421   11,055

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:     -2,695)
   2,135   -5,107     -504   -4,169    3,580   -2,538   -2,031     -157     -664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     14.1      3.8     57.5     68.6     83.7     86.5     16.3     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23       18       11       31       25       60       48                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       50,711
COMMITMENTS
       0    1,800        0   48,148   47,725   48,148   49,525    2,563    1,186

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:      6,813)
    -225     -173        0    6,889    6,827    6,664    6,654      149      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      0.0     94.9     94.1     94.9     97.7      5.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        4        0       26       13       26       17                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      168,854
COMMITMENTS
  16,186   23,464      699  151,607  144,590  168,492  168,753      362      101

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:     55,320)
  -3,578   -4,678       -1   58,912   60,000   55,333   55,321      -13       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     13.9      0.4     89.8     85.6     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      23       17        2        7        3       32       20                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:      107,636
COMMITMENTS
  60,561   60,554   47,058        0        0  107,619  107,612       17       24

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:      7,770)
   7,770    7,770        0        0        0    7,770    7,770        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.3     56.3     43.7      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      19       13        4        0        0       22       14                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 07/02/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       69,769
COMMITMENTS
  60,966   53,647    8,783        0    7,271   69,749   69,701       20       68

CHANGES FROM 06/25/24 (CHANGE IN OPEN INTEREST:      1,608)
   1,566    1,316       56        0      236    1,622    1,608      -14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.4     76.9     12.6      0.0     10.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      13       18        3        0        2       15       21                  



Updated July 02, 2024