WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  :   492,012:   119,655    131,311    179,084    162,327    140,684    461,065    451,078:    30,947     40,933
Old  :   482,531:   118,015    133,369    174,949    159,496    135,636    452,461    443,955:    30,071     38,576
Other:     9,481:     4,556        858      1,217      2,831      5,048      8,604      7,124:       876      2,357
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :    43,281:     5,831     -5,135     24,411      9,949     20,954     40,191     40,230:     3,090      3,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       26.7       36.4       33.0       28.6       93.7       91.7:       6.3        8.3
Old  :     100.0:      24.5       27.6       36.3       33.1       28.1       93.8       92.0:       6.2        8.0
Other:     100.0:      48.1        9.1       12.8       29.9       53.2       90.8       75.1:       9.2       24.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       346:       105        109        131         96        111        278        280:
Old  :       346:       105        110        130         96        110        277        279:
Other:        94:        19         12         14         18         52         42         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       11.1       20.6       18.3        9.9        8.0       15.9       13.4
Old  :                 12.8       11.2       20.9       18.5       10.0        8.3       16.1       13.7
Other:                 51.1       17.1       68.4       30.9       46.9       14.3       60.3       26.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  :   267,408:    54,714     62,254     82,974    113,097     99,919    250,785    245,146:    16,623     22,261
Old  :   265,170:    54,794     62,607     82,195    112,069     98,924    249,059    243,727:    16,111     21,443
Other:     2,238:       519        246        179      1,028        994      1,726      1,420:       512        818
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :     8,515:     2,999     -4,619      6,025       -656      8,326      8,367      9,731:       148     -1,216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       23.3       31.0       42.3       37.4       93.8       91.7:       6.2        8.3
Old  :     100.0:      20.7       23.6       31.0       42.3       37.3       93.9       91.9:       6.1        8.1
Other:     100.0:      23.2       11.0        8.0       45.9       44.4       77.1       63.4:      22.9       36.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        60         64         73         89         92        195        187:
Old  :       238:        61         64         73         88         92        194        187:
Other:        58:         9          8          6         17         31         29         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       13.8       24.3       24.1       10.4        9.4       18.5       15.6
Old  :                 14.3       13.9       24.5       24.2       10.5        9.5       18.7       15.7
Other:                 37.5       26.6       54.5       37.3       35.6       25.0       51.4       34.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  : 1,973,804:   315,752    328,609    709,994    756,489    698,945  1,782,235  1,737,548:   191,570    236,257
Old  : 1,207,504:   318,470    385,879    321,754    441,493    402,501  1,081,716  1,110,134:   125,788     97,370
Other:   766,301:   202,550    147,998    182,972    314,996    296,444    700,518    627,414:    65,782    138,887
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :    78,722:    20,963    -14,942     43,693     15,474     33,902     80,129     62,653:    -1,407     16,069
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       16.6       36.0       38.3       35.4       90.3       88.0:       9.7       12.0
Old  :     100.0:      26.4       32.0       26.6       36.6       33.3       89.6       91.9:      10.4        8.1
Other:     100.0:      26.4       19.3       23.9       41.1       38.7       91.4       81.9:       8.6       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       781:       172        150        220        365        369        646        649:
Old  :       725:       143        163        152        326        321        549        557:
Other:       607:       123        103        118        227        306        411        474:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.8        9.5       17.8       16.9        7.9        4.8       12.7        8.2
Old  :                 10.9       11.0       19.1       18.3        9.3        8.4       15.3       12.9
Other:                 14.6       12.2       22.1       20.6       13.3       11.1       19.8       17.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  :     4,490:     1,361        196         54        859      3,445      2,274      3,695:     2,216        795
Old  :     4,486:     1,361        192         54        859      3,445      2,274      3,691:     2,212        795
Other:         4:         0          4          0          0          0          0          4:         4          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        4.4        1.2       19.1       76.7       50.6       82.3:      49.4       17.7
Old  :     100.0:      30.3        4.3        1.2       19.1       76.8       50.7       82.3:      49.3       17.7
Other:     100.0:       0.0      100.0        0.0        0.0        0.0        0.0      100.0:     100.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        10          1          2          6          8         17         10:
Old  :        20:        10          1          2          6          8         17         10:
Other:         1:         0          1          0          0          0          0          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.7       65.9       39.3       80.5       20.7       53.5       31.4       67.7
Old  :                 23.7       65.9       39.3       80.5       20.7       53.5       31.4       67.7
Other:                  0.0      100.0        0.0      100.0        0.0      100.0        0.0      100.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  :   966,137:   104,839    165,586    303,674    495,140    415,175    903,653    884,435:    62,484     81,702
Old  :   516,405:    92,995    129,442    127,318    258,031    224,087    478,343    480,847:    38,062     35,558
Other:   449,732:    61,529     85,828    126,672    237,109    191,087    425,310    403,588:    24,422     46,144
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :    11,863:   -12,255     -5,698       -293     21,357     12,354      8,809      6,363:     3,054      5,500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       17.1       31.4       51.2       43.0       93.5       91.5:       6.5        8.5
Old  :     100.0:      18.0       25.1       24.7       50.0       43.4       92.6       93.1:       7.4        6.9
Other:     100.0:      13.7       19.1       28.2       52.7       42.5       94.6       89.7:       5.4       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       543:       120        165        193        210        220        454        460:
Old  :       496:       110        152        123        160        182        344        383:
Other:       434:       106        104        123        168        177        341        339:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       12.1       21.2       20.4       11.8        9.4       16.7       13.9
Old  :                 17.3       17.0       25.3       25.5       15.6       14.3       21.9       20.4
Other:                 12.0       13.4       20.4       21.7        9.8        9.2       15.5       14.1
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  :     9,921:     3,915      4,508      4,435      1,133        837      9,483      9,780:       438        141
Old  :     7,356:     2,670      3,394      3,416      1,060        404      7,146      7,214:       210        141
Other:     2,565:     1,440      1,309        824         73        433      2,337      2,565:       229          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :       759:       173        616        331        214       -136        718        811:        41        -52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.5       45.4       44.7       11.4        8.4       95.6       98.6:       4.4        1.4
Old  :     100.0:      36.3       46.1       46.4       14.4        5.5       97.2       98.1:       2.8        1.9
Other:     100.0:      56.1       51.0       32.1        2.9       16.9       91.1      100.0:       8.9        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         3         10          7          6          5         14         17:
Old  :        19:         3         10          7          5          4         13         16:
Other:         9:         1          4          4          1          3          5          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 76.2       70.6       92.9       88.6       43.0       37.3       44.7       44.2
Old  :                 79.5       75.8       94.5       86.9       44.1       37.3       45.5       44.4
Other:                 88.2       72.6       91.1      100.0       59.0       55.9       59.0       67.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  :   591,019:   106,600    161,398    145,601    304,659    254,902    556,860    561,901:    34,159     29,118
Old  :   372,560:   113,578    143,850     68,951    165,905    136,987    348,433    349,788:    24,127     22,772
Other:   218,458:    38,864     63,389     30,809    138,754    117,915    208,426    212,113:    10,032      6,346
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :      -913:    -2,234     -4,181      2,758     -3,371        996     -2,847       -427:     1,934       -486
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       27.3       24.6       51.5       43.1       94.2       95.1:       5.8        4.9
Old  :     100.0:      30.5       38.6       18.5       44.5       36.8       93.5       93.9:       6.5        6.1
Other:     100.0:      17.8       29.0       14.1       63.5       54.0       95.4       97.1:       4.6        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       346:        92        104        113        111        104        271        265:
Old  :       330:        95        100         83        100         99        238        242:
Other:       223:        63         53         45         77         63        164        140:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.4       15.6       17.4       24.6        8.5       14.0       15.1       21.5
Old  :                  9.4       16.5       16.9       25.7        7.9       16.0       14.3       24.6
Other:                 18.6       23.5       29.7       38.2       18.6       21.0       29.0       34.0
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  : 1,814,608:   267,892    257,474    157,305  1,165,539  1,219,027  1,590,736  1,633,806:   223,873    180,802
Old  : 1,814,608:   267,892    257,474    157,305  1,165,539  1,219,027  1,590,736  1,633,806:   223,873    180,802
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :    63,744:     4,254    -14,062     44,636     11,132     34,641     60,022     65,214:     3,722     -1,470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       14.2        8.7       64.2       67.2       87.7       90.0:      12.3       10.0
Old  :     100.0:      14.8       14.2        8.7       64.2       67.2       87.7       90.0:      12.3       10.0
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  :       226:        32         37         45        127        121        187        175:
Old  :       226:        32         37         45        127        121        187        175:
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  :                 19.9       25.3       33.0       36.6       18.6       22.5       31.4       32.1
Old  :                 19.9       25.3       33.0       36.6       18.6       22.5       31.4       32.1
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, May 14, 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  : 1,661,508:   146,325    476,663     10,390  1,332,511  1,013,065  1,489,226  1,500,118:   172,282    161,390
Old  : 1,661,508:   146,325    476,663     10,390  1,332,511  1,013,065  1,489,226  1,500,118:   172,282    161,390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :    13,224:    -1,324     13,721       -496     20,214      6,033     18,395     19,258:    -5,171     -6,034
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       28.7        0.6       80.2       61.0       89.6       90.3:      10.4        9.7
Old  :     100.0:       8.8       28.7        0.6       80.2       61.0       89.6       90.3:      10.4        9.7
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  :       180:        16         25         18        100         96        125        130:
Old  :       180:        16         25         18        100         96        125        130:
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  :                 23.7       30.7       39.4       44.8       22.4       30.7       34.6       41.1
Old  :                 23.7       30.7       39.4       44.8       22.4       30.7       34.6       41.1
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, May 14, 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  :   534,529:   149,856     56,263    132,966    195,739    316,434    478,562    505,663:    55,968     28,867
Old  :   360,381:   131,603     57,038     64,366    126,422    220,243    322,391    341,647:    37,990     18,734
Other:   174,149:    50,969     31,940     35,885     69,317     96,190    156,171    164,016:    17,978     10,133
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :     8,149:    11,075      1,589     -1,246     -5,913      8,298      3,916      8,641:     4,233       -491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       10.5       24.9       36.6       59.2       89.5       94.6:      10.5        5.4
Old  :     100.0:      36.5       15.8       17.9       35.1       61.1       89.5       94.8:      10.5        5.2
Other:     100.0:      29.3       18.3       20.6       39.8       55.2       89.7       94.2:      10.3        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       343:        93         86         99        127        136        278        266:
Old  :       330:        93         78         77        115        123        249        237:
Other:       234:        67         45         40         88         87        174        153:
     :----------------------------------------------------------------------------------------------------
     :             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       25.4       18.6       37.9        9.5       24.2       16.2       33.7
Old  :                 11.8       26.3       19.6       38.4       11.1       25.4       17.5       36.5
Other:                 17.7       28.3       28.7       42.6       13.7       27.3       24.2       38.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  :     9,807:     3,387        447        673      3,883      7,639      7,943      8,759:     1,863      1,047
Old  :     5,152:     2,556        523        130      1,141      3,816      3,827      4,469:     1,325        683
Other:     4,655:       935         28        439      2,742      3,823      4,116      4,290:       538        365
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :       -44:      -247       -156         25        335        125        113         -7:      -157        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5        4.6        6.9       39.6       77.9       81.0       89.3:      19.0       10.7
Old  :     100.0:      49.6       10.1        2.5       22.1       74.1       74.3       86.7:      25.7       13.3
Other:     100.0:      20.1        0.6        9.4       58.9       82.1       88.4       92.2:      11.6        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        19          6          8         20         19         44         28:
Old  :        45:        16          8          5         10         14         30         23:
Other:        33:         9          2          6         14         16         25         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.3       50.3       39.7       66.3       22.8       47.2       34.3       61.2
Old  :                 26.7       43.3       43.7       65.0       26.7       43.3       43.7       64.9
Other:                 46.2       66.7       65.6       77.9       41.2       63.4       58.5       72.6
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  : 4,135,081:   538,894  1,507,416    127,300  3,200,438  2,366,007  3,866,632  4,000,724:   268,448    134,357
Old  : 4,135,081:   538,894  1,507,416    127,300  3,200,438  2,366,007  3,866,632  4,000,724:   268,448    134,357
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :   -35,243:    27,944    -32,959     -8,070    -51,123      1,174    -31,249    -39,855:    -3,995      4,611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       36.5        3.1       77.4       57.2       93.5       96.8:       6.5        3.2
Old  :     100.0:      13.0       36.5        3.1       77.4       57.2       93.5       96.8:       6.5        3.2
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  :       497:       111         60         51        262        194        394        284:
Old  :       497:       111         60         51        262        194        394        284:
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  :                 17.4       24.2       26.7       36.3       15.7       23.5       22.9       35.2
Old  :                 17.4       24.2       26.7       36.3       15.7       23.5       22.9       35.2
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, May 14, 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  : 5,402,059:   493,864    880,905    699,917  3,765,208  3,376,538  4,958,989  4,957,360:   443,070    444,699
Old  : 5,402,059:   493,864    880,905    699,917  3,765,208  3,376,538  4,958,989  4,957,360:   443,070    444,699
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :   195,093:    52,195    -60,600    151,054     -5,613     79,138    197,636    169,592:    -2,544     25,501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       16.3       13.0       69.7       62.5       91.8       91.8:       8.2        8.2
Old  :     100.0:       9.1       16.3       13.0       69.7       62.5       91.8       91.8:       8.2        8.2
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  :       428:        63         73         78        242        226        352        330:
Old  :       428:        63         73         78        242        226        352        330:
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  :                 17.0       19.0       24.6       27.2       14.9       17.3       21.0       24.2
Old  :                 17.0       19.0       24.6       27.2       14.9       17.3       21.0       24.2
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, May 14, 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  : 2,168,759:   253,058    529,512     46,428  1,655,031  1,306,282  1,954,517  1,882,222:   214,242    286,537
Old  : 2,168,759:   253,058    529,512     46,428  1,655,031  1,306,282  1,954,517  1,882,222:   214,242    286,537
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :    23,879:   -15,027     47,149     11,869     19,715    -24,696     16,557     34,322:     7,322    -10,443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       24.4        2.1       76.3       60.2       90.1       86.8:       9.9       13.2
Old  :     100.0:      11.7       24.4        2.1       76.3       60.2       90.1       86.8:       9.9       13.2
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  :       204:        30         27         18        106        109        146        144:
Old  :       204:        30         27         18        106        109        146        144:
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  :                 31.8       21.2       46.4       32.6       25.9       18.3       36.9       26.4
Old  :                 31.8       21.2       46.4       32.6       25.9       18.3       36.9       26.4
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, May 14, 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  :     3,310:     1,892        909        317          0        798      2,209      2,024:     1,101      1,286
Old  :     3,310:     1,892        909        317          0        798      2,209      2,024:     1,101      1,286
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :       640:       365       -181        264          0        548        629        631:        11          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.2       27.5        9.6        0.0       24.1       66.7       61.1:      33.3       38.9
Old  :     100.0:      57.2       27.5        9.6        0.0       24.1       66.7       61.1:      33.3       38.9
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  :        22:         6         15          1          0          1          6         17:
Old  :        22:         6         15          1          0          1          6         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  :                 64.4       42.0       66.7       50.5       54.9       35.7       57.2       42.4
Old  :                 64.4       42.0       66.7       50.5       54.9       35.7       57.2       42.4
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, May 14, 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  : 6,635,597:   425,848  1,792,366    335,662  5,448,056  4,166,666  6,209,566  6,294,694:   426,031    340,903
Old  : 6,635,597:   425,848  1,792,366    335,662  5,448,056  4,166,666  6,209,566  6,294,694:   426,031    340,903
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :   192,425:   -20,423    145,823    -26,025    252,534     66,750    206,087    186,549:   -13,662      5,876
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       27.0        5.1       82.1       62.8       93.6       94.9:       6.4        5.1
Old  :     100.0:       6.4       27.0        5.1       82.1       62.8       93.6       94.9:       6.4        5.1
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  :       429:        65         62         56        251        206        351        289:
Old  :       429:        65         62         56        251        206        351        289:
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  :                 21.4       22.7       30.3       35.1       18.1       21.9       25.5       33.8
Old  :                 21.4       22.7       30.3       35.1       18.1       21.9       25.5       33.8
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, May 14, 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  : 1,576,638:   329,136    233,212    323,767    894,232    979,438  1,547,135  1,536,417:    29,503     40,221
Old  : 1,576,638:   329,136    233,212    323,767    894,232    979,438  1,547,135  1,536,417:    29,503     40,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :    56,807:   -27,316     13,725     23,693     61,058     19,230     57,435     56,648:      -628        159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       14.8       20.5       56.7       62.1       98.1       97.4:       1.9        2.6
Old  :     100.0:      20.9       14.8       20.5       56.7       62.1       98.1       97.4:       1.9        2.6
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  :       162:        28         38         46         80         83        136        140:
Old  :       162:        28         38         46         80         83        136        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  :                 25.4       19.6       37.9       32.4       21.1       14.9       27.2       22.4
Old  :                 25.4       19.6       37.9       32.4       21.1       14.9       27.2       22.4
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, May 14, 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  :    99,248:    24,739      8,966      2,660     57,016     76,197     84,415     87,823:    14,834     11,425
Old  :    99,248:    24,739      8,966      2,660     57,016     76,197     84,415     87,823:    14,834     11,425
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :     6,349:     5,509     -1,663        -87       -121      8,288      5,301      6,539:     1,048       -190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        9.0        2.7       57.4       76.8       85.1       88.5:      14.9       11.5
Old  :     100.0:      24.9        9.0        2.7       57.4       76.8       85.1       88.5:      14.9       11.5
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  :        91:        26         18         12         31         27         62         52:
Old  :        91:        26         18         12         31         27         62         52:
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  :                 35.9       44.5       48.9       62.7       35.3       44.5       47.6       62.0
Old  :                 35.9       44.5       48.9       62.7       35.3       44.5       47.6       62.0
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, May 14, 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  :    99,248:    24,739      8,966      2,660     57,016     76,197     84,415     87,823:    14,834     11,425
Old  :    99,248:    24,739      8,966      2,660     57,016     76,197     84,415     87,823:    14,834     11,425
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :     6,349:     5,509     -1,663        -87       -121      8,288      5,301      6,539:     1,048       -190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        9.0        2.7       57.4       76.8       85.1       88.5:      14.9       11.5
Old  :     100.0:      24.9        9.0        2.7       57.4       76.8       85.1       88.5:      14.9       11.5
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  :        91:        26         18         12         31         27         62         52:
Old  :        91:        26         18         12         31         27         62         52:
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  :                 35.9       44.5       48.9       62.7       35.3       44.5       47.6       62.0
Old  :                 35.9       44.5       48.9       62.7       35.3       44.5       47.6       62.0
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, May 14, 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  :    50,816:         0      4,421          0     48,180     45,377     48,180     49,798:     2,636      1,018
Old  :    50,816:         0      4,421          0     48,180     45,377     48,180     49,798:     2,636      1,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :    -2,093:         0        257          0     -1,861     -2,237     -1,861     -1,980:      -232       -113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        8.7        0.0       94.8       89.3       94.8       98.0:       5.2        2.0
Old  :     100.0:       0.0        8.7        0.0       94.8       89.3       94.8       98.0:       5.2        2.0
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  :        39:         0          5          0         26         11         26         16:
Old  :        39:         0          5          0         26         11         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  :                 46.2       78.8       68.9       90.4       44.4       78.8       67.0       90.4
Old  :                 46.2       78.8       68.9       90.4       44.4       78.8       67.0       90.4
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, May 14, 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  :   101,080:    21,109     25,139        940     78,652     74,911    100,701    100,990:       379         90
Old  :   101,080:    21,109     25,139        940     78,652     74,911    100,701    100,990:       379         90
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :       114:         7         47         77          0          0         84        124:        30        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       24.9        0.9       77.8       74.1       99.6       99.9:       0.4        0.1
Old  :     100.0:      20.9       24.9        0.9       77.8       74.1       99.6       99.9:       0.4        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  :        45:        25         14          1          5          2         31         16:
Old  :        45:        25         14          1          5          2         31         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  :                 82.7       92.4       91.2       98.4       82.7       91.8       91.2       97.4
Old  :                 82.7       92.4       91.2       98.4       82.7       91.8       91.2       97.4
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, May 14, 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  :    89,414:    40,197     40,208     49,200          0          0     89,397     89,408:        17          6
Old  :    89,414:    40,197     40,208     49,200          0          0     89,397     89,408:        17          6
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :     4,390:     2,290      2,290      2,100          0          0      4,390      4,390:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.0       45.0       55.0        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      45.0       45.0       55.0        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  :        29:        16         13          5          0          0         20         14:
Old  :        29:        16         13          5          0          0         20         14:
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  :                 72.3       95.6       86.5       99.4       29.2       43.4       41.3       44.7
Old  :                 72.3       95.6       86.5       99.4       29.2       43.4       41.3       44.7
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, May 14, 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  :    41,552:    35,731     28,624      5,801          0      7,049     41,532     41,474:        20         78
Old  :    41,552:    35,731     28,624      5,801          0      7,049     41,532     41,474:        20         78
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2024                          :
     :    -6,934:    -1,926     -2,064     -5,008          0        138     -6,934     -6,934:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.0       68.9       14.0        0.0       17.0      100.0       99.8:       0.0        0.2
Old  :     100.0:      86.0       68.9       14.0        0.0       17.0      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  :        29:        12         16          3          0          1         14         18:
Old  :        29:        12         16          3          0          1         14         18:
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  :                 62.4       71.0       87.6       89.9       62.4       60.0       81.8       77.9
Old  :                 62.4       71.0       87.6       89.9       62.4       60.0       81.8       77.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 17, 2024