WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      411,906
COMMITMENTS
 131,162  165,948   90,527  158,097  118,232  379,786  374,707   32,120   37,199

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:      9,129)
     986   -2,918    5,540    1,835    5,902    8,361    8,524      768      605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     40.3     22.0     38.4     28.7     92.2     91.0      7.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
     109      114      104      114      109      283      277                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      240,149
COMMITMENTS
  61,115   90,236   44,615  117,657   82,872  223,387  217,723   16,762   22,426

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:      1,830)
  -2,421   -5,128    4,257     -282      122    1,554     -749      276    2,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     37.6     18.6     49.0     34.5     93.0     90.7      7.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      66       64       60       87       75      183      172                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,561,542
COMMITMENTS
 309,195  549,136  403,277  698,186  447,624  1410658  1400037  150,884  161,505

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:     41,442)
  -4,562    6,668   20,916   25,296   10,502   41,650   38,086     -208    3,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     35.2     25.8     44.7     28.7     90.3     89.7      9.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      751)
     145      167      190      335      282      597      559                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,328
COMMITMENTS
     625    1,746       82    2,079    2,071    2,786    3,899    2,542    1,429

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:        219)
    -158      301       -6       13     -190     -151      105      370      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     32.8      1.5     39.0     38.9     52.3     73.2     47.7     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        8        2       10        9       14       19                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      814,807
COMMITMENTS
 124,357  274,507  150,411  490,906  330,224  765,674  755,142   49,133   59,665

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:     28,730)
   1,310   29,246    1,376   27,153   -3,718   29,839   26,904   -1,109    1,826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     33.7     18.5     60.2     40.5     94.0     92.7      6.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      520)
     123      143      142      193      188      401      408                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      542,792
COMMITMENTS
 113,261  106,784  120,619  280,271  290,414  514,151  517,817   28,641   24,975

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:    -14,636)
 -11,845  -49,082    8,777   -9,435   27,629  -12,503  -12,676   -2,133   -1,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     19.7     22.2     51.6     53.5     94.7     95.4      5.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      96       75       92      113       99      261      223                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,672,882
COMMITMENTS
 304,975  339,396   18,344  1138051  1170440  1461370  1528180  211,512  144,702

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:    -13,756)
 -13,181     -366    1,857   -9,899  -10,210  -21,223   -8,719    7,467   -5,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     20.3      1.1     68.0     70.0     87.4     91.4     12.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      25       38       18      108      114      144      159                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,662,493
COMMITMENTS
 145,579  551,539    2,644  1342054  943,446  1490277  1497629  172,216  164,864

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:     -3,230)
   2,808   15,551   -3,062      528  -12,432      274       57   -3,504   -3,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     33.2      0.2     80.7     56.7     89.6     90.1     10.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      13       28       11      107       94      126      127                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      521,102
COMMITMENTS
 143,642   77,288  123,611  208,260  292,689  475,513  493,588   45,589   27,514

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:     22,660)
  -4,176    6,103    8,967   16,328    6,864   21,119   21,934    1,541      726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     14.8     23.7     40.0     56.2     91.3     94.7      8.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      87       78      100      118      107      263      246                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,547
COMMITMENTS
   2,667    1,913       28    3,931    5,523    6,626    7,464    1,921    1,083

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:        838)
      10      705       12      799       14      821      731       17      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     22.4      0.3     46.0     64.6     77.5     87.3     22.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      19        7        3       18       16       37       26                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,307,221
COMMITMENTS
 629,962  1862277  114,382  3283900  2210372  4028244  4187031  278,977  120,190

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:     55,886)
     857   12,789    3,658   39,360   42,857   43,875   59,304   12,011   -3,418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     43.2      2.7     76.2     51.3     93.5     97.2      6.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      498)
     121       57       36      250      178      390      253                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,502,656
COMMITMENTS
 510,933  928,837  108,837  3451637  3101171  4071407  4138845  431,249  363,811

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:    128,346)
  34,216  106,744    9,171   64,550   22,359  107,937  138,274   20,409   -9,928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     20.6      2.4     76.7     68.9     90.4     91.9      9.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
      61       73       41      210      197      296      286                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,072,623
COMMITMENTS
 250,797  384,154   26,646  1595197  1397941  1872640  1808741  199,983  263,882

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:     -8,436)
  21,176    2,399    4,663  -17,664  -19,564    8,175  -12,502  -16,611    4,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     18.5      1.3     77.0     67.4     90.4     87.3      9.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      25       22       16      112      115      144      146                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        2,933
COMMITMENTS
   1,731      926      423       75      250    2,229    1,599      704    1,334

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:        412)
     -13      126      324       16      250      327      700       85     -288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.0     31.6     14.4      2.6      8.5     76.0     54.5     24.0     45.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5       18        3        1        1        8       22                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,356,121
COMMITMENTS
 454,103  2020704   93,793  5370659  3962461  5918555  6076958  437,566  279,163

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:     88,687)
  28,384   57,013   11,165   36,527   24,656   76,076   92,834   12,611   -4,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     31.8      1.5     84.5     62.3     93.1     95.6      6.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
      60       57       29      223      186      301      254                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,743,508
COMMITMENTS
 250,994  384,548  299,060  1150944  1022253  1700998  1705861   42,510   37,647

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:    113,740)
  57,000   30,491   49,984    5,749   35,478  112,733  115,953    1,007   -2,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     22.1     17.2     66.0     58.6     97.6     97.8      2.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      26       46       46       85       87      138      153                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       88,307
COMMITMENTS
  22,317   14,522    3,728   48,737   59,798   74,782   78,048   13,525   10,259

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:      6,179)
   4,012    2,945      572    1,491    3,458    6,075    6,975      104     -796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     16.4      4.2     55.2     67.7     84.7     88.4     15.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      27       18       11       31       28       64       51                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       88,307
COMMITMENTS
  22,317   14,522    3,728   48,737   59,798   74,782   78,048   13,525   10,259

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:      6,179)
   4,012    2,945      572    1,491    3,458    6,075    6,975      104     -796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     16.4      4.2     55.2     67.7     84.7     88.4     15.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      27       18       11       31       28       64       51                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       46,998
COMMITMENTS
     229    1,220        0   43,944   45,014   44,173   46,234    2,825      764

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:     -3,713)
     229     -580        0   -4,204   -2,711   -3,975   -3,291      262     -422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.6      0.0     93.5     95.8     94.0     98.4      6.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        3        0       26       14       27       17                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      168,575
COMMITMENTS
  15,945   23,182      701  151,574  144,590  168,220  168,473      355      102

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:       -279)
    -241     -282        2      -33        0     -272     -280       -7        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     13.8      0.4     89.9     85.8     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      25       16        3        7        3       34       20                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:      107,826
COMMITMENTS
  60,751   60,744   47,058        0        0  107,809  107,802       17       24

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:        190)
     190      190        0        0        0      190      190        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.3     56.3     43.6      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 07/09/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       70,046
COMMITMENTS
  61,163   53,781    8,863        0    7,334   70,026   69,978       20       68

CHANGES FROM 07/02/24 (CHANGE IN OPEN INTEREST:        277)
     197      134       80        0       63      277      277        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.3     76.8     12.7      0.0     10.5    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 12, 2024