WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      432,863
COMMITMENTS
 128,652  171,910  100,411  173,070  124,477  402,133  396,798   30,730   36,065

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:     11,636)
  -1,958    6,685    2,195   12,865    5,108   13,102   13,988   -1,466   -2,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     39.7     23.2     40.0     28.8     92.9     91.7      7.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
     106      126      117      125      110      303      292                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      253,385
COMMITMENTS
  62,869   86,035   56,357  118,878   88,540  238,104  230,932   15,281   22,453

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:     10,366)
   4,116    1,519    5,427      838    1,359   10,381    8,305      -15    2,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     34.0     22.2     46.9     34.9     94.0     91.1      6.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      66       67       69       80       79      183      182                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,597,889
COMMITMENTS
 308,633  521,075  408,905  729,696  504,138  1447234  1434118  150,655  163,771

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        705)
 -14,236  -23,746   13,938    2,297    8,969    1,999     -839   -1,294    1,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     32.6     25.6     45.7     31.6     90.6     89.8      9.4     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      748)
     143      169      181      335      289      589      557                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,241
COMMITMENTS
     616    1,877      159    2,428    1,792    3,203    3,828    2,038    1,413

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:       -151)
      -7      -89      -21       53      -71       25     -181     -176       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     35.8      3.0     46.3     34.2     61.1     73.0     38.9     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        8        2        9        8       13       18                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      779,994
COMMITMENTS
 111,578  279,478  148,676  476,166  297,209  736,420  725,363   43,574   54,631

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    -54,901)
 -29,837     -360  -14,291   -7,842  -37,563  -51,970  -52,214   -2,931   -2,687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     35.8     19.1     61.0     38.1     94.4     93.0      5.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      515)
     114      147      143      184      190      392      411                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      563,030
COMMITMENTS
 115,820  152,698  117,020  300,120  268,084  532,960  537,802   30,070   25,228

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    -15,938)
   1,673   31,576  -12,689   -4,601  -37,612  -15,617  -18,725     -321    2,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     27.1     20.8     53.3     47.6     94.7     95.5      5.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
     100       96      102      120       85      282      232                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,698,988
COMMITMENTS
 325,275  371,194   16,886  1133218  1178380  1475379  1566460  223,609  132,528

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:     11,101)
  23,811    5,571   -1,660   -6,369   19,190   15,782   23,101   -4,681  -12,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     21.8      1.0     66.7     69.4     86.8     92.2     13.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      30       39       26      112      113      159      161                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,643,960
COMMITMENTS
 147,652  564,698    6,531  1311874  917,834  1466057  1489063  177,903  154,897

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    -15,503)
   2,115    7,964   -1,851  -12,501  -16,548  -12,237  -10,435   -3,266   -5,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     34.3      0.4     79.8     55.8     89.2     90.6     10.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      15       28       12      105       97      126      131                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      512,230
COMMITMENTS
 127,647   89,953  114,251  225,398  278,207  467,296  482,411   44,934   29,819

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    -22,307)
   2,147  -11,647  -15,840   -4,313    6,960  -18,006  -20,527   -4,301   -1,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     17.6     22.3     44.0     54.3     91.2     94.2      8.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      89       77       99      125      109      269      250                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,358
COMMITMENTS
   2,749    2,760      368    4,620    5,075    7,737    8,203    1,621    1,155

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:       -674)
    -321     -773      153     -300       48     -468     -572     -206     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     29.5      3.9     49.4     54.2     82.7     87.7     17.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      21       12        5       18       13       42       28                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,402,111
COMMITMENTS
 715,610  1819282  110,386  3276031  2365050  4102027  4294718  300,084  107,393

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    -36,671)
  14,466  -23,255  -11,681  -54,695   11,117  -51,910  -23,819   15,239  -12,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     41.3      2.5     74.4     53.7     93.2     97.6      6.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      490)
     111       46       37      266      177      396      241                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,754,113
COMMITMENTS
 415,036  1143506  111,800  3764050  3130373  4290886  4385679  463,227  368,434

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    168,602)
  27,591  114,132   18,910  133,273   27,156  179,774  160,198  -11,172    8,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     24.1      2.4     79.2     65.8     90.3     92.3      9.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      405)
      67       63       47      212      181      302      268                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,099,513
COMMITMENTS
 262,444  373,435   30,007  1581803  1435045  1874254  1838487  225,259  261,026

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:     13,687)
   8,880    4,422      608  -11,866   16,971   -2,378   22,001   16,065   -8,314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     17.8      1.4     75.3     68.4     89.3     87.6     10.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      25       20       17      106      118      137      149                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,565,620
COMMITMENTS
 554,750  2210788   85,766  5434842  4026571  6075358  6323125  490,262  242,495

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    110,042)
  56,357  189,134  -12,180   35,442  -45,415   79,619  131,539   30,423  -21,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     33.7      1.3     82.8     61.3     92.5     96.3      7.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      430)
      73       56       36      230      191      324      262                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,085,226
COMMITMENTS
 279,848  491,164  343,723  1417386  1213148  2040957  2048035   44,269   37,191

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    211,294)
  14,092   88,387   58,152  139,116   66,095  211,360  212,634      -66   -1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     23.6     16.5     68.0     58.2     97.9     98.2      2.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      25       46       48      101      101      159      163                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       92,185
COMMITMENTS
  27,554   14,016    2,153   48,111   64,984   77,818   81,153   14,367   11,032

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,138)
   1,613     -559      326   -1,004    1,229      935      996      203      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     15.2      2.3     52.2     70.5     84.4     88.0     15.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      24       18       15       30       23       63       48                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       92,185
COMMITMENTS
  27,554   14,016    2,153   48,111   64,984   77,818   81,153   14,367   11,032

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,138)
   1,613     -559      326   -1,004    1,229      935      996      203      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     15.2      2.3     52.2     70.5     84.4     88.0     15.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      24       18       15       30       23       63       48                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       46,427
COMMITMENTS
   1,755      547        0   41,178   45,221   42,933   45,768    3,494      659

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:       -566)
      63     -190        0     -414     -402     -351     -592     -215       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      1.2      0.0     88.7     97.4     92.5     98.6      7.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        0       25       11       26       13                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      174,824
COMMITMENTS
  22,586   29,771      330  151,568  144,590  174,484  174,691      340      133

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      4,052)
   4,045    4,051        5       -6        0    4,044    4,056        8       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     17.0      0.2     86.7     82.7     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      30       19        3        7        3       38       24                  
 
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-342603
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       26,623
COMMITMENTS
  19,083   18,451    7,530        0      631   26,613   26,612       10       11

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        566)
      -2       -2      568        0        0      566      566        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.7     69.3     28.3      0.0      2.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5       14        2        0        1        6       16                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:      113,632
COMMITMENTS
  66,552   66,571   47,058        0        0  113,610  113,629       22        3

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:       -771)
    -771     -771        0        0        0     -771     -771        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.6     58.6     41.4      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 07/30/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       72,362
COMMITMENTS
  64,025   55,005    8,316        0    8,967   72,341   72,288       21       74

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        654)
   1,131      -23     -477        0    1,152      654      652        0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.5     76.0     11.5      0.0     12.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      13       19        3        0        2       15       22                  



Updated July 30, 2024