WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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  :   517,578:   114,365    135,684    186,615    181,325    151,837    482,304    474,136:    35,274     43,443
Old  :   498,460:   112,030    140,755    175,061    177,588    143,311    464,679    459,127:    33,781     39,333
Other:    19,119:    11,814      4,407      2,075      3,737      8,527     17,625     15,009:     1,493      4,110
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :     1,433:    -3,628        423     -3,585      8,617      4,550      1,404      1,388:        29         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       26.2       36.1       35.0       29.3       93.2       91.6:       6.8        8.4
Old  :     100.0:      22.5       28.2       35.1       35.6       28.8       93.2       92.1:       6.8        7.9
Other:     100.0:      61.8       23.1       10.9       19.5       44.6       92.2       78.5:       7.8       21.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       382:       135        103        149        112        120        316        309:
Old  :       382:       134        104        146        112        119        314        307:
Other:       121:        25         23         17         24         58         57         90:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       11.7       19.3       18.3        8.9        8.7       14.1       13.1
Old  :                 12.7       12.0       19.6       18.7        9.1        8.9       14.2       13.4
Other:                 44.9       19.5       61.5       30.0       44.5       16.0       59.1       25.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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  :   281,265:    61,649     69,332     81,386    119,565    104,687    262,600    255,406:    18,665     25,859
Old  :   277,496:    61,543     70,432     79,657    118,317    103,058    259,517    253,147:    17,979     24,349
Other:     3,769:     1,581        376        254      1,248      1,629      3,083      2,259:       687      1,510
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :      -910:       308      5,058     -5,772      2,589       -783     -2,875     -1,497:     1,965        587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       24.7       28.9       42.5       37.2       93.4       90.8:       6.6        9.2
Old  :     100.0:      22.2       25.4       28.7       42.6       37.1       93.5       91.2:       6.5        8.8
Other:     100.0:      41.9       10.0        6.7       33.1       43.2       81.8       59.9:      18.2       40.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:        62         60         74         80         87        187        180:
Old  :       228:        61         62         73         80         86        186        179:
Other:        64:        15          8          5         16         33         32         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       12.3       23.2       21.2       10.6        9.8       17.7       16.6
Old  :                 13.9       12.4       23.5       21.4       10.7       10.1       17.9       17.0
Other:                 39.5       19.7       57.7       31.0       39.5       19.0       53.4       27.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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  : 2,067,099:   307,244    449,457    743,705    829,967    636,462  1,880,915  1,829,624:   186,184    237,476
Old  : 1,241,868:   303,013    478,370    347,572    474,163    331,251  1,124,749  1,157,193:   117,119     84,675
Other:   825,231:   221,138    187,995    179,225    355,803    305,211    756,166    672,431:    69,065    152,800
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :   103,256:    -6,216     67,906     55,302     58,419    -21,447    107,505    101,761:    -4,249      1,495
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       21.7       36.0       40.2       30.8       91.0       88.5:       9.0       11.5
Old  :     100.0:      24.4       38.5       28.0       38.2       26.7       90.6       93.2:       9.4        6.8
Other:     100.0:      26.8       22.8       21.7       43.1       37.0       91.6       81.5:       8.4       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       776:       175        155        224        373        356        660        641:
Old  :       718:       156        160        148        328        293        556        530:
Other:       610:       131        104        129        244        297        436        475:
     :----------------------------------------------------------------------------------------------------
     :             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       10.0       16.2       17.2        6.6        6.6       10.9       10.7
Old  :                 10.0       15.1       18.4       23.5        8.6       13.5       13.5       19.2
Other:                 14.3       10.6       22.0       18.0       13.8       10.0       20.5       16.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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  :     4,510:     1,309        105        359      1,124      3,426      2,792      3,890:     1,718        620
Old  :     4,503:     1,316        105        352      1,124      3,426      2,792      3,883:     1,711        620
Other:         7:         0          7          0          0          0          0          7:         7          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        2.3        8.0       24.9       76.0       61.9       86.3:      38.1       13.7
Old  :     100.0:      29.2        2.3        7.8       25.0       76.1       62.0       86.2:      38.0       13.8
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  :        22:         8          2          4          7          8         18         13:
Old  :        22:         8          2          4          7          8         18         13:
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  :                 27.8       60.7       43.8       78.4       20.9       45.1       31.3       59.9
Old  :                 27.8       60.8       43.9       78.4       20.9       45.2       31.3       60.0
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, June 04, 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  : 1,074,413:   115,656    182,139    351,470    549,547    457,602  1,016,673    991,211:    57,741     83,202
Old  :   510,739:    88,966    120,204    127,232    263,186    233,569    479,384    481,005:    31,356     29,734
Other:   563,674:    87,465    122,711    163,463    286,362    224,033    537,289    510,206:    26,385     53,468
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :    66,917:    -4,535     36,389     37,198     38,258     -5,280     70,921     68,307:    -4,003     -1,390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       17.0       32.7       51.1       42.6       94.6       92.3:       5.4        7.7
Old  :     100.0:      17.4       23.5       24.9       51.5       45.7       93.9       94.2:       6.1        5.8
Other:     100.0:      15.5       21.8       29.0       50.8       39.7       95.3       90.5:       4.7        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       583:       128        182        214        223        222        497        490:
Old  :       500:       107        156        134        162        185        358        390:
Other:       497:       132        127        153        187        185        400        389:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       11.6       19.6       19.3       11.2        7.7       15.4       12.3
Old  :                 18.7       17.1       26.7       25.9       15.8       11.2       21.3       17.9
Other:                 12.1       10.7       19.7       18.5       10.7        8.3       16.7       13.4
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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  :     9,913:     3,572      3,710      5,182        781        874      9,535      9,766:       377        146
Old  :     7,778:     2,744      2,948      4,133        694        551      7,570      7,632:       207        146
Other:     2,135:       923        857        955         87        323      1,965      2,135:       170          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :    -1,126:      -560       -723       -364       -181        -90     -1,106     -1,177:       -20         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       37.4       52.3        7.9        8.8       96.2       98.5:       3.8        1.5
Old  :     100.0:      35.3       37.9       53.1        8.9        7.1       97.3       98.1:       2.7        1.9
Other:     100.0:      43.3       40.1       44.7        4.1       15.1       92.0      100.0:       8.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2         11          9          6          5         16         17:
Old  :        19:         3         10          9          5          4         15         16:
Other:         9:         1          4          5          1          3          6          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  :                 73.5       70.6       92.5       89.2       37.9       30.8       38.3       37.9
Old  :                 80.3       75.3       94.1       90.2       36.5       32.5       37.5       36.8
Other:                 86.7       75.3       92.0      100.0       47.3       47.2       47.3       55.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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  :   615,280:   107,247    151,830    149,366    325,004    285,741    581,617    586,937:    33,663     28,343
Old  :   361,216:   105,609    124,068     69,052    164,390    148,298    339,051    341,419:    22,165     19,798
Other:   254,064:    45,974     72,098     35,978    160,614    137,443    242,566    245,518:    11,498      8,545
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :    18,032:      -302     11,276      5,938     12,514     -1,928     18,150     15,286:      -118      2,745
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       24.7       24.3       52.8       46.4       94.5       95.4:       5.5        4.6
Old  :     100.0:      29.2       34.3       19.1       45.5       41.1       93.9       94.5:       6.1        5.5
Other:     100.0:      18.1       28.4       14.2       63.2       54.1       95.5       96.6:       4.5        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       337:        96         94        113        123        104        276        261:
Old  :       318:        87         93         80        105        101        231        239:
Other:       241:        72         53         58         85         69        189        152:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       17.7       17.4       26.9        7.7       15.0       13.9       22.4
Old  :                 10.8       17.2       18.5       25.8        9.6       16.0       15.3       23.6
Other:                 17.5       27.5       28.0       39.2       17.3       24.1       27.5       35.1
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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  : 1,831,002:   280,997    293,087    136,602  1,189,153  1,229,299  1,606,752  1,658,988:   224,249    172,014
Old  : 1,831,002:   280,997    293,087    136,602  1,189,153  1,229,299  1,606,752  1,658,988:   224,249    172,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :    -9,654:     9,145     58,850    -33,599     12,827    -24,853    -11,627        397:     1,974    -10,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       16.0        7.5       64.9       67.1       87.8       90.6:      12.2        9.4
Old  :     100.0:      15.3       16.0        7.5       64.9       67.1       87.8       90.6:      12.2        9.4
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  :       222:        31         37         42        120        120        176        174:
Old  :       222:        31         37         42        120        120        176        174:
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  :                 20.5       25.1       34.1       35.6       19.5       22.7       33.0       31.8
Old  :                 20.5       25.1       34.1       35.6       19.5       22.7       33.0       31.8
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, June 04, 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  : 1,720,975:   146,885    475,884     42,469  1,351,816  1,027,139  1,541,170  1,545,493:   179,805    175,482
Old  : 1,720,975:   146,885    475,884     42,469  1,351,816  1,027,139  1,541,170  1,545,493:   179,805    175,482
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :  -129,941:    -5,086      6,739    -40,450    -31,703    -53,746    -77,239    -87,457:   -52,702    -42,484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       27.7        2.5       78.5       59.7       89.6       89.8:      10.4       10.2
Old  :     100.0:       8.5       27.7        2.5       78.5       59.7       89.6       89.8:      10.4       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  :       179:        18         27         21        103         93        130        132:
Old  :       179:        18         27         21        103         93        130        132:
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  :                 22.7       33.3       37.8       47.3       21.3       32.1       33.1       42.2
Old  :                 22.7       33.3       37.8       47.3       21.3       32.1       33.1       42.2
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, June 04, 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  :   541,468:   150,871     51,940    132,500    206,638    326,315    490,008    510,755:    51,460     30,713
Old  :   325,105:   112,754     48,955     60,473    121,199    196,254    294,426    305,681:    30,679     19,424
Other:   216,363:    64,320     29,189     45,824     85,439    130,061    195,582    205,073:    20,781     11,290
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :     4,840:   -14,914      4,876      6,466     17,600     -7,733      9,152      3,609:    -4,312      1,231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        9.6       24.5       38.2       60.3       90.5       94.3:       9.5        5.7
Old  :     100.0:      34.7       15.1       18.6       37.3       60.4       90.6       94.0:       9.4        6.0
Other:     100.0:      29.7       13.5       21.2       39.5       60.1       90.4       94.8:       9.6        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       340:       100         72         97        129        138        273        271:
Old  :       315:        92         66         74        117        126        239        238:
Other:       253:        65         57         55         96         94        189        179:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       24.9       19.2       36.8        9.9       23.8       16.8       32.5
Old  :                 12.1       22.7       20.1       34.2       11.3       21.6       17.9       32.4
Other:                 18.8       32.2       28.5       43.8       15.2       29.5       23.9       37.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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  :     9,281:     2,101        951        766      4,191      6,537      7,058      8,254:     2,223      1,027
Old  :     3,425:     1,219        882        257        791      1,725      2,268      2,865:     1,158        560
Other:     5,856:       976        162        414      3,400      4,812      4,791      5,389:     1,065        467
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :    -1,162:    -1,181        309        126       -162     -1,530     -1,217     -1,095:        56        -67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       10.2        8.3       45.2       70.4       76.0       88.9:      24.0       11.1
Old  :     100.0:      35.6       25.8        7.5       23.1       50.4       66.2       83.6:      33.8       16.4
Other:     100.0:      16.7        2.8        7.1       58.1       82.2       81.8       92.0:      18.2        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        17          8          9         19         18         40         31:
Old  :        40:        14          7          6          8         13         24         24:
Other:        38:         8          7          5         17         17         29         25:
     :----------------------------------------------------------------------------------------------------
     :             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       49.2       39.4       61.3       22.4       47.8       32.3       56.9
Old  :                 28.6       35.7       45.4       58.5       28.6       35.7       44.0       56.0
Other:                 36.4       64.9       54.5       76.2       32.8       62.7       49.4       71.4
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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  : 3,896,137:   511,863  1,551,336    104,808  3,007,425  2,107,682  3,624,096  3,763,825:   272,041    132,312
Old  : 3,896,137:   511,863  1,551,336    104,808  3,007,425  2,107,682  3,624,096  3,763,825:   272,041    132,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :  -276,797:    22,721     80,879    -76,568   -174,151   -247,524   -227,998   -243,214:   -48,799    -33,583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       39.8        2.7       77.2       54.1       93.0       96.6:       7.0        3.4
Old  :     100.0:      13.1       39.8        2.7       77.2       54.1       93.0       96.6:       7.0        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  :       476:       108         60         50        250        170        382        256:
Old  :       476:       108         60         50        250        170        382        256:
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  :                 18.4       24.4       27.1       36.3       16.6       24.3       23.4       35.5
Old  :                 18.4       24.4       27.1       36.3       16.6       24.3       23.4       35.5
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, June 04, 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  : 5,216,122:   472,134    863,481    610,210  3,703,682  3,315,364  4,786,026  4,789,054:   430,096    427,068
Old  : 5,216,122:   472,134    863,481    610,210  3,703,682  3,315,364  4,786,026  4,789,054:   430,096    427,068
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :  -220,587:     5,413    -13,074    -99,692    -50,655    -61,719   -144,933   -174,486:   -75,654    -46,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       16.6       11.7       71.0       63.6       91.8       91.8:       8.2        8.2
Old  :     100.0:       9.1       16.6       11.7       71.0       63.6       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  :       419:        62         73         71        244        216        346        320:
Old  :       419:        62         73         71        244        216        346        320:
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  :                 18.4       18.4       26.4       26.6       16.4       17.0       22.6       23.6
Old  :                 18.4       18.4       26.4       26.6       16.4       17.0       22.6       23.6
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, June 04, 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  : 2,031,078:   231,646    431,564     38,502  1,564,022  1,292,083  1,834,170  1,762,149:   196,908    268,929
Old  : 2,031,078:   231,646    431,564     38,502  1,564,022  1,292,083  1,834,170  1,762,149:   196,908    268,929
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :  -254,716:   -25,920    -56,982    -87,123   -118,111    -77,690   -231,154   -221,794:   -23,562    -32,922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       21.2        1.9       77.0       63.6       90.3       86.8:       9.7       13.2
Old  :     100.0:      11.4       21.2        1.9       77.0       63.6       90.3       86.8:       9.7       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  :       207:        27         32         18        105        112        143        151:
Old  :       207:        27         32         18        105        112        143        151:
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       21.9       46.5       34.3       26.3       17.4       36.6       26.8
Old  :                 32.7       21.9       46.5       34.3       26.3       17.4       36.6       26.8
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, June 04, 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  :     3,768:     2,147        857        713          0      1,253      2,860      2,823:       908        945
Old  :     3,768:     2,147        857        713          0      1,253      2,860      2,823:       908        945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :       533:        17       -352        606          0        803        623      1,057:       -90       -524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.0       22.7       18.9        0.0       33.3       75.9       74.9:      24.1       25.1
Old  :     100.0:      57.0       22.7       18.9        0.0       33.3       75.9       74.9:      24.1       25.1
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  :        24:        10         13          2          0          1         10         16:
Old  :        24:        10         13          2          0          1         10         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  :                 70.0       61.7       74.4       68.5       51.0       45.5       55.5       50.8
Old  :                 70.0       61.7       74.4       68.5       51.0       45.5       55.5       50.8
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, June 04, 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  : 6,576,889:   391,920  1,962,715    315,255  5,432,384  3,994,909  6,139,559  6,272,879:   437,329    304,009
Old  : 6,576,889:   391,920  1,962,715    315,255  5,432,384  3,994,909  6,139,559  6,272,879:   437,329    304,009
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :  -286,267:    11,451    190,115   -151,228    -85,450   -205,400   -225,227   -166,513:   -61,040   -119,754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       29.8        4.8       82.6       60.7       93.4       95.4:       6.6        4.6
Old  :     100.0:       6.0       29.8        4.8       82.6       60.7       93.4       95.4:       6.6        4.6
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  :       428:        61         68         60        238        201        338        290:
Old  :       428:        61         68         60        238        201        338        290:
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  :                 22.5       20.4       31.4       32.9       19.1       20.1       26.6       32.4
Old  :                 22.5       20.4       31.4       32.9       19.1       20.1       26.6       32.4
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, June 04, 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  : 1,386,054:   196,856    209,836    273,480    880,751    868,345  1,351,087  1,351,661:    34,967     34,393
Old  : 1,386,054:   196,856    209,836    273,480    880,751    868,345  1,351,087  1,351,661:    34,967     34,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :  -358,810:  -153,388    -76,125    -94,877   -111,274   -186,909   -359,539   -357,911:       729       -899
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       15.1       19.7       63.5       62.6       97.5       97.5:       2.5        2.5
Old  :     100.0:      14.2       15.1       19.7       63.5       62.6       97.5       97.5:       2.5        2.5
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  :       150:        21         36         43         77         80        123        136:
Old  :       150:        21         36         43         77         80        123        136:
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  :                 22.5       21.3       35.5       33.9       16.5       14.2       24.1       20.8
Old  :                 22.5       21.3       35.5       33.9       16.5       14.2       24.1       20.8
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, June 04, 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  :   101,134:    21,055     12,630      7,036     58,719     69,040     86,810     88,707:    14,323     12,427
Old  :   101,134:    21,055     12,630      7,036     58,719     69,040     86,810     88,707:    14,323     12,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :     3,617:    -1,353      3,475        833      5,309     -2,127      4,789      2,181:    -1,172      1,436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       12.5        7.0       58.1       68.3       85.8       87.7:      14.2       12.3
Old  :     100.0:      20.8       12.5        7.0       58.1       68.3       85.8       87.7:      14.2       12.3
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  :        86:        23         20         16         30         25         61         53:
Old  :        86:        23         20         16         30         25         61         53:
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  :                 37.3       40.4       48.3       59.0       36.8       40.2       47.3       56.7
Old  :                 37.3       40.4       48.3       59.0       36.8       40.2       47.3       56.7
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, June 04, 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  :   101,134:    21,055     12,630      7,036     58,719     69,040     86,810     88,707:    14,323     12,427
Old  :   101,134:    21,055     12,630      7,036     58,719     69,040     86,810     88,707:    14,323     12,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :     3,617:    -1,353      3,475        833      5,309     -2,127      4,789      2,181:    -1,172      1,436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       12.5        7.0       58.1       68.3       85.8       87.7:      14.2       12.3
Old  :     100.0:      20.8       12.5        7.0       58.1       68.3       85.8       87.7:      14.2       12.3
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  :        86:        23         20         16         30         25         61         53:
Old  :        86:        23         20         16         30         25         61         53:
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  :                 37.3       40.4       48.3       59.0       36.8       40.2       47.3       56.7
Old  :                 37.3       40.4       48.3       59.0       36.8       40.2       47.3       56.7
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, June 04, 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  :    52,172:         0      2,980          0     49,449     48,248     49,449     51,228:     2,723        944
Old  :    52,172:         0      2,980          0     49,449     48,248     49,449     51,228:     2,723        944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :     2,611:         0        383          0      2,598      2,369      2,598      2,752:        13       -141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.7        0.0       94.8       92.5       94.8       98.2:       5.2        1.8
Old  :     100.0:       0.0        5.7        0.0       94.8       92.5       94.8       98.2:       5.2        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  :        40:         0          5          0         28         11         28         16:
Old  :        40:         0          5          0         28         11         28         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  :                 47.0       81.8       68.6       92.8       45.8       81.8       66.8       92.0
Old  :                 47.0       81.8       68.6       92.8       45.8       81.8       66.8       92.0
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, June 04, 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  :   103,054:    20,502     26,178      1,916     80,183     74,880    102,601    102,974:       453         80
Old  :   103,054:    20,502     26,178      1,916     80,183     74,880    102,601    102,974:       453         80
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :       227:      -520       -397        656         51        -31        187        228:        40         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       25.4        1.9       77.8       72.7       99.6       99.9:       0.4        0.1
Old  :     100.0:      19.9       25.4        1.9       77.8       72.7       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  :        48:        26         15          3          6          2         34         18:
Old  :        48:        26         15          3          6          2         34         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  :                 82.5       90.8       89.9       97.2       82.5       90.0       89.7       95.8
Old  :                 82.5       90.8       89.9       97.2       82.5       90.0       89.7       95.8
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, June 04, 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  :    90,533:    39,416     39,427     51,100          0          0     90,516     90,527:        17          6
Old  :    90,533:    39,416     39,427     51,100          0          0     90,516     90,527:        17          6
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :    -3,021:    -3,021     -3,021          0          0          0     -3,021     -3,021:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       43.5       56.4        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      43.5       43.5       56.4        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  :                 71.4       94.2       87.6       99.6       29.9       42.6       40.9       43.4
Old  :                 71.4       94.2       87.6       99.6       29.9       42.6       40.9       43.4
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, June 04, 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  :    40,556:    32,871     24,554      7,665          0      8,269     40,536     40,488:        20         68
Old  :    40,556:    32,871     24,554      7,665          0      8,269     40,536     40,488:        20         68
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2024                         :
     :      -572:    -3,893     -4,105      3,321          0        212       -572       -572:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.1       60.5       18.9        0.0       20.4      100.0       99.8:       0.0        0.2
Old  :     100.0:      81.1       60.5       18.9        0.0       20.4      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  :        30:        12         17          3          0          1         14         19:
Old  :        30:        12         17          3          0          1         14         19:
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  :                 65.4       68.8       91.3       89.1       63.0       54.1       78.4       72.7
Old  :                 65.4       68.8       91.3       89.1       63.0       54.1       78.4       72.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 07, 2024