WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   453,343:   117,652    168,862    147,756    154,764    101,678    420,172    418,297:    33,171     35,047
Old  :    60,051:    18,514     17,103     19,835     15,474     19,175     53,823     56,112:     6,228      3,939
Other:   393,292:   119,470    172,091    107,590    139,290     82,504    366,350    362,185:    26,943     31,108
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :     3,935:     2,662    -14,229      1,857        718     13,906      5,236      1,534:    -1,302      2,400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       37.2       32.6       34.1       22.4       92.7       92.3:       7.3        7.7
Old  :     100.0:      30.8       28.5       33.0       25.8       31.9       89.6       93.4:      10.4        6.6
Other:     100.0:      30.4       43.8       27.4       35.4       21.0       93.1       92.1:       6.9        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       348:        98        127        125         99         95        280        276:
Old  :       159:        41         46         38         54         51        116        114:
Other:       339:       100        124        115         92         90        264        263:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.0       10.5       21.5       18.7       10.6        8.9       16.7       15.0
Old  :                 17.8       21.0       28.8       34.4       13.2       20.0       20.9       30.6
Other:                 13.9       11.6       22.9       21.0       11.9       10.2       19.0       17.3
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   285,022:    59,369     97,339     78,169    127,505     88,496    265,042    264,004:    19,980     21,018
Old  :    29,212:     5,492      8,088      6,795     14,045     12,461     26,332     27,344:     2,880      1,868
Other:   255,809:    58,365     93,740     66,885    113,459     76,034    238,709    236,659:    17,100     19,150
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :    -6,792:    -1,564     -6,431     -7,802      1,677      8,327     -7,689     -5,906:       897       -886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       34.2       27.4       44.7       31.0       93.0       92.6:       7.0        7.4
Old  :     100.0:      18.8       27.7       23.3       48.1       42.7       90.1       93.6:       9.9        6.4
Other:     100.0:      22.8       36.6       26.1       44.4       29.7       93.3       92.5:       6.7        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        65         70         71         81         82        190        184:
Old  :        99:        20         18         18         36         44         64         72:
Other:       229:        62         70         66         74         76        179        174:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7       13.7       24.7       24.2       10.4       11.6       18.1       19.0
Old  :                 25.8       38.2       41.5       54.8       22.5       34.4       35.0       45.9
Other:                 16.3       12.9       26.7       23.7       12.3       11.1       21.3       19.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,969,357:   265,065    453,297    702,121    799,152    599,485  1,766,338  1,754,903:   203,019    214,454
Old  : 1,330,271:   294,088    477,621    360,817    528,727    385,557  1,183,632  1,223,995:   146,639    106,276
Other:   639,086:   164,202    168,901    148,079    270,425    213,928    582,706    530,908:    56,380    108,178
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :     3,149:     7,111    -35,121      9,575     -7,941     34,963      8,744      9,418:    -5,595     -6,269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       23.0       35.7       40.6       30.4       89.7       89.1:      10.3       10.9
Old  :     100.0:      22.1       35.9       27.1       39.7       29.0       89.0       92.0:      11.0        8.0
Other:     100.0:      25.7       26.4       23.2       42.3       33.5       91.2       83.1:       8.8       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       766:       148        178        216        367        340        640        629:
Old  :       723:       148        166        174        344        307        582        563:
Other:       548:        97        109        101        211        265        366        421:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.4       10.8       17.7       18.4        7.7        7.2       12.5       10.8
Old  :                 10.9       13.4       19.0       21.0        9.7       12.2       14.9       17.9
Other:                 17.9       15.3       26.5       24.6       16.9       14.0       23.0       20.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,057,438:    84,656    244,415    364,553    545,243    378,385    994,452    987,353:    62,986     70,085
Old  :   682,549:    99,575    196,793    207,452    331,680    243,121    638,707    647,366:    43,842     35,183
Other:   374,889:    41,604    104,145    100,578    213,564    135,264    355,745    339,987:    19,144     34,902
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :   -69,334:       322    -19,448    -36,029    -31,846     -8,086    -67,553    -63,563:    -1,781     -5,771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       23.1       34.5       51.6       35.8       94.0       93.4:       6.0        6.6
Old  :     100.0:      14.6       28.8       30.4       48.6       35.6       93.6       94.8:       6.4        5.2
Other:     100.0:      11.1       27.8       26.8       57.0       36.1       94.9       90.7:       5.1        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       550:       117        188        207        205        198        460        465:
Old  :       517:       121        163        166        183        178        406        411:
Other:       388:        89        104        100        136        146        281        299:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.4       12.7       21.6       20.6       10.8        8.4       16.4       12.7
Old  :                 16.3       17.5       24.3       26.0       13.6       13.7       19.4       18.5
Other:                 13.7       13.5       24.0       23.2       10.6        9.4       17.6       15.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   624,397:   103,548    147,267    174,524    315,764    273,813    593,837    595,605:    30,561     28,792
Old  :   443,871:   122,077    143,352     95,633    203,674    182,156    421,384    421,140:    22,488     22,731
Other:   180,526:    32,858     55,302     27,505    112,090     91,658    172,453    174,464:     8,073      6,061
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :   -26,554:    -3,463     -5,799    -14,256     -7,747     -6,372    -25,465    -26,428:    -1,088       -126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       23.6       28.0       50.6       43.9       95.1       95.4:       4.9        4.6
Old  :     100.0:      27.5       32.3       21.5       45.9       41.0       94.9       94.9:       5.1        5.1
Other:     100.0:      18.2       30.6       15.2       62.1       50.8       95.5       96.6:       4.5        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:        99         90        110        117        108        273        260:
Old  :       328:        94         93         83        109        103        248        239:
Other:       207:        52         55         37         68         60        142        132:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.0       16.9       17.9       26.0        8.2       15.4       13.3       22.7
Old  :                 10.4       18.7       18.0       28.3        7.0       17.1       12.9       25.7
Other:                 15.9       21.4       29.0       38.0       14.9       19.0       27.2       34.0
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,765,424:   249,233    270,864    139,786  1,158,848  1,173,933  1,547,867  1,584,583:   217,557    180,841
Old  : 1,765,424:   249,233    270,864    139,786  1,158,848  1,173,933  1,547,867  1,584,583:   217,557    180,841
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :   -28,109:    -7,136     -3,131    -25,180      3,266     -7,998    -29,050    -36,310:       942      8,201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       15.3        7.9       65.6       66.5       87.7       89.8:      12.3       10.2
Old  :     100.0:      14.1       15.3        7.9       65.6       66.5       87.7       89.8:      12.3       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:        33         38         44        126        121        184        178:
Old  :       228:        33         38         44        126        121        184        178:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       23.4       32.7       34.8       18.9       21.3       31.3       30.8
Old  :                 20.0       23.4       32.7       34.8       18.9       21.3       31.3       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                                                                 Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,625,877:   141,854    441,718     10,437  1,298,489    995,141  1,450,779  1,447,296:   175,097    178,580
Old  : 1,625,877:   141,854    441,718     10,437  1,298,489    995,141  1,450,779  1,447,296:   175,097    178,580
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :    10,403:     2,808      6,860      3,039      6,730     -3,813     12,576      6,086:    -2,173      4,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       27.2        0.6       79.9       61.2       89.2       89.0:      10.8       11.0
Old  :     100.0:       8.7       27.2        0.6       79.9       61.2       89.2       89.0:      10.8       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        16         22         15         99         96        122        126:
Old  :       174:        16         22         15         99         96        122        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       30.9       38.8       45.9       21.4       30.1       34.1       40.8
Old  :                 23.2       30.9       38.8       45.9       21.4       30.1       34.1       40.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   543,681:   116,894    104,977    140,483    235,369    267,083    492,746    512,543:    50,935     31,138
Old  :   423,392:   123,404    102,302     87,680    174,814    211,238    385,898    401,220:    37,494     22,172
Other:   120,289:    27,643     36,827     18,650     60,555     55,844    106,848    111,322:    13,441      8,967
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :    -1,394:    22,403     -8,789     -6,749    -16,001     17,072       -347      1,534:    -1,048     -2,928
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       19.3       25.8       43.3       49.1       90.6       94.3:       9.4        5.7
Old  :     100.0:      29.1       24.2       20.7       41.3       49.9       91.1       94.8:       8.9        5.2
Other:     100.0:      23.0       30.6       15.5       50.3       46.4       88.8       92.5:      11.2        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       350:        88         83        109        139        127        290        271:
Old  :       341:        97         77         89        128        117        269        245:
Other:       216:        44         53         41         96         69        169        136:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.2       21.4       16.3       31.8        7.5       20.5       13.3       28.8
Old  :                 10.5       21.2       17.6       32.9        9.0       19.9       15.1       30.3
Other:                 11.1       26.8       20.9       41.5       11.0       26.1       19.8       38.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,394:     3,005      1,029        908      3,525      6,418      7,439      8,355:     1,955      1,039
Old  :     6,006:     2,642      1,131        436      1,429      3,527      4,507      5,094:     1,500        913
Other:     3,387:       466          1        369      2,096      2,891      2,932      3,261:       455        126
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :       205:       803       -481         64       -780        830         87        413:       118       -208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       11.0        9.7       37.5       68.3       79.2       88.9:      20.8       11.1
Old  :     100.0:      44.0       18.8        7.3       23.8       58.7       75.0       84.8:      25.0       15.2
Other:     100.0:      13.8        0.0       10.9       61.9       85.4       86.6       96.3:      13.4        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        19          9          9         18         18         42         31:
Old  :        47:        16         11          7         10         14         31         27:
Other:        28:         8          1          5         14         14         23         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       44.7       41.9       59.8       25.2       41.7       36.9       55.4
Old  :                 25.2       34.4       42.4       51.8       25.2       31.2       41.0       48.5
Other:                 53.1       72.5       68.8       84.0       50.6       69.1       62.2       76.5
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,178,396:   511,199  1,494,651    162,254  3,236,301  2,379,847  3,909,754  4,036,752:   268,643    141,645
Old  : 4,178,396:   511,199  1,494,651    162,254  3,236,301  2,379,847  3,909,754  4,036,752:   268,643    141,645
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :    83,337:    14,917     47,031     18,344     49,407     11,700     82,667     77,075:       670      6,262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       35.8        3.9       77.5       57.0       93.6       96.6:       6.4        3.4
Old  :     100.0:      12.2       35.8        3.9       77.5       57.0       93.6       96.6:       6.4        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       473:        99         62         44        251        180        370        266:
Old  :       473:        99         62         44        251        180        370        266:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       25.0       27.9       37.0       17.2       24.4       23.5       36.0
Old  :                 19.2       25.0       27.9       37.0       17.2       24.4       23.5       36.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                                                   Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 5,561,563:   401,227    927,237    757,461  3,969,575  3,441,738  5,128,264  5,126,436:   433,299    435,126
Old  : 5,561,563:   401,227    927,237    757,461  3,969,575  3,441,738  5,128,264  5,126,436:   433,299    435,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :   -24,314:     3,103      7,817    -34,985     15,644       -668    -16,238    -27,837:    -8,076      3,522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       16.7       13.6       71.4       61.9       92.2       92.2:       7.8        7.8
Old  :     100.0:       7.2       16.7       13.6       71.4       61.9       92.2       92.2:       7.8        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       426:        65         80         84        236        220        348        337:
Old  :       426:        65         80         84        236        220        348        337:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       19.4       26.4       28.1       15.4       15.3       21.6       21.7
Old  :                 18.2       19.4       26.4       28.1       15.4       15.3       21.6       21.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                                                                  Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,062,984:   231,448    473,797     38,912  1,581,683  1,260,664  1,852,043  1,773,373:   210,942    289,612
Old  : 2,062,984:   231,448    473,797     38,912  1,581,683  1,260,664  1,852,043  1,773,373:   210,942    289,612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :    -4,026:   -34,098     -7,959      5,233     25,055     -3,928     -3,810     -6,654:      -216      2,628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       23.0        1.9       76.7       61.1       89.8       86.0:      10.2       14.0
Old  :     100.0:      11.2       23.0        1.9       76.7       61.1       89.8       86.0:      10.2       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        28         28         17        105        113        141        150:
Old  :       207:        28         28         17        105        113        141        150:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       22.6       46.6       34.0       28.3       20.0       37.5       28.1
Old  :                 32.7       22.6       46.6       34.0       28.3       20.0       37.5       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                                                            Code-04360Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 x Index Points                                                        :
     :          :                                                                            :
All  :     3,309:     1,441      1,401        127        677          0      2,245      1,528:     1,064      1,781
Old  :     3,309:     1,441      1,401        127        677          0      2,245      1,528:     1,064      1,781
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :      -989:    -1,478         13        -51        507       -535     -1,022       -573:        33       -416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       42.3        3.8       20.5        0.0       67.8       46.2:      32.2       53.8
Old  :     100.0:      43.5       42.3        3.8       20.5        0.0       67.8       46.2:      32.2       53.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3         20          1          2          0          5         21:
Old  :        25:         3         20          1          2          0          5         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.0       19.3       67.8       29.1       63.1       18.9       64.0       27.0
Old  :                 67.0       19.3       67.8       29.1       63.1       18.9       64.0       27.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 6,355,790:   458,338  1,566,130    358,053  5,104,485  4,113,491  5,920,875  6,037,673:   434,915    318,117
Old  : 6,355,790:   458,338  1,566,130    358,053  5,104,485  4,113,491  5,920,875  6,037,673:   434,915    318,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :  -101,229:    -1,719   -105,199    -27,805    -65,256     36,771    -94,779    -96,233:    -6,450     -4,997
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       24.6        5.6       80.3       64.7       93.2       95.0:       6.8        5.0
Old  :     100.0:       7.2       24.6        5.6       80.3       64.7       93.2       95.0:       6.8        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       412:        72         53         55        238        198        340        276:
Old  :       412:        72         53         55        238        198        340        276:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       23.3       30.3       36.0       18.2       22.8       25.1       34.4
Old  :                 22.1       23.3       30.3       36.0       18.2       22.8       25.1       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FED FUNDS - CHICAGO BOARD OF TRADE                                                                      Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,879,775:   397,936    338,672    279,850  1,161,610  1,219,011  1,839,396  1,837,533:    40,379     42,242
Old  : 1,879,775:   397,936    338,672    279,850  1,161,610  1,219,011  1,839,396  1,837,533:    40,379     42,242
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :    20,189:       580         44     25,879     -2,922     -7,621     23,537     18,302:    -3,348      1,887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       18.0       14.9       61.8       64.8       97.9       97.8:       2.1        2.2
Old  :     100.0:      21.2       18.0       14.9       61.8       64.8       97.9       97.8:       2.1        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        32         34         44         81         86        138        140:
Old  :       163:        32         34         44         81         86        138        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       21.2       43.8       34.1       22.4       12.3       30.2       20.3
Old  :                 29.9       21.2       43.8       34.1       22.4       12.3       30.2       20.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    90,892:    19,266     12,413      2,418     56,286     64,012     77,970     78,843:    12,922     12,048
Old  :    90,892:    19,266     12,413      2,418     56,286     64,012     77,970     78,843:    12,922     12,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :    -3,111:    -4,564      2,625       -621      3,583     -5,426     -1,602     -3,422:    -1,509        311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       13.7        2.7       61.9       70.4       85.8       86.7:      14.2       13.3
Old  :     100.0:      21.2       13.7        2.7       61.9       70.4       85.8       86.7:      14.2       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        22         18         12         30         26         57         51:
Old  :        85:        22         18         12         30         26         57         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       47.6       56.5       64.2       43.2       47.3       56.4       62.2
Old  :                 43.3       47.6       56.5       64.2       43.2       47.3       56.4       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                                                      Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    90,892:    19,266     12,413      2,418     56,286     64,012     77,970     78,843:    12,922     12,048
Old  :    90,892:    19,266     12,413      2,418     56,286     64,012     77,970     78,843:    12,922     12,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :    -3,111:    -4,564      2,625       -621      3,583     -5,426     -1,602     -3,422:    -1,509        311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       13.7        2.7       61.9       70.4       85.8       86.7:      14.2       13.3
Old  :     100.0:      21.2       13.7        2.7       61.9       70.4       85.8       86.7:      14.2       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        22         18         12         30         26         57         51:
Old  :        85:        22         18         12         30         26         57         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       47.6       56.5       64.2       43.2       47.3       56.4       62.2
Old  :                 43.3       47.6       56.5       64.2       43.2       47.3       56.4       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    53,015:       348      3,129          0     49,816     48,909     50,164     52,038:     2,851        977
Old  :    53,015:       348      3,129          0     49,816     48,909     50,164     52,038:     2,851        977
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :      -702:      -264        183          0       -815       -935     -1,079       -752:       377         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        5.9        0.0       94.0       92.3       94.6       98.2:       5.4        1.8
Old  :     100.0:       0.7        5.9        0.0       94.0       92.3       94.6       98.2:       5.4        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         1          4          0         25         12         26         16:
Old  :        39:         1          4          0         25         12         26         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       77.8       66.6       89.7       40.9       77.8       64.7       89.7
Old  :                 42.6       77.8       66.6       89.7       40.9       77.8       64.7       89.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                                                                  Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    97,495:    19,323     22,302        262     77,613     74,876     97,198     97,440:       297         55
Old  :    97,495:    19,323     22,302        262     77,613     74,876     97,198     97,440:       297         55
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :      -207:       212       -222          0       -404          0       -192       -222:       -15         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       22.9        0.3       79.6       76.8       99.7       99.9:       0.3        0.1
Old  :     100.0:      19.8       22.9        0.3       79.6       76.8       99.7       99.9:       0.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        26         11          2          6          1         34         12:
Old  :        44:        26         11          2          6          1         34         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.2       92.8       91.1       98.7       84.2       92.8       91.1       98.5
Old  :                 84.2       92.8       91.1       98.7       84.2       92.8       91.1       98.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                         Code-343603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    84,325:    36,352     36,363     47,956          0          0     84,308     84,319:        17          6
Old  :    84,325:    36,352     36,363     47,956          0          0     84,308     84,319:        17          6
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :    15,765:    15,765     15,765          0          0          0     15,765     15,765:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.1       43.1       56.9        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      43.1       43.1       56.9        0.0        0.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        15         10          4          0          0         18         11:
Old  :        25:        15         10          4          0          0         18         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.7       98.6       92.1       99.9       31.5       42.1       40.7       43.0
Old  :                 76.7       98.6       92.1       99.9       31.5       42.1       40.7       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                          Code-344605
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    43,983:    32,414     25,439     11,549          0      6,913     43,963     43,901:        20         82
Old  :    43,983:    32,414     25,439     11,549          0      6,913     43,963     43,901:        20         82
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2024                       :
     :     4,362:     3,615      3,495        747          0        120      4,362      4,362:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.7       57.8       26.3        0.0       15.7      100.0       99.8:       0.0        0.2
Old  :     100.0:      73.7       57.8       26.3        0.0       15.7      100.0       99.8:       0.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:        13         14          3          0          1         14         17:
Old  :        28:        13         14          3          0          1         14         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.7       82.5       91.8       92.9       58.5       62.5       68.9       69.0
Old  :                 70.7       82.5       91.8       92.9       58.5       62.5       68.9       69.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 26, 2024