WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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  :   483,853:   114,655    163,233    161,892    172,407    120,846    448,953    445,970:    34,900     37,883
Old  :   453,671:   115,446    161,723    147,190    157,927    110,797    420,563    419,710:    33,108     33,961
Other:    30,182:    12,307     14,608      1,604     14,480     10,048     28,391     26,260:     1,792      3,923
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :   -27,244:     2,060      2,390    -13,348    -17,193    -15,258    -28,481    -26,216:     1,237     -1,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       33.7       33.5       35.6       25.0       92.8       92.2:       7.2        7.8
Old  :     100.0:      25.4       35.6       32.4       34.8       24.4       92.7       92.5:       7.3        7.5
Other:     100.0:      40.8       48.4        5.3       48.0       33.3       94.1       87.0:       5.9       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       407:       108        134        147        132        122        327        326:
Old  :       406:       114        129        144        130        119        323        321:
Other:       158:        24         36         19         43         72         79        117:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       11.0       18.7       17.9        9.5        8.4       14.7       13.7
Old  :                 12.2       11.1       19.1       17.6        9.7        9.0       14.6       14.3
Other:                 38.6       31.0       53.5       41.7       38.5       31.0       53.4       41.7
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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  :   273,418:    62,145     85,706     68,253    122,733     95,434    253,131    249,393:    20,287     24,025
Old  :   262,982:    64,764     85,576     63,662    115,731     91,258    244,156    240,496:    18,826     22,486
Other:    10,436:     1,522      4,270        451      7,002      4,176      8,975      8,897:     1,461      1,539
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :    -5,965:     2,370      2,303     -3,454     -7,185     -5,443     -8,269     -6,594:     2,304        629
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       31.3       25.0       44.9       34.9       92.6       91.2:       7.4        8.8
Old  :     100.0:      24.6       32.5       24.2       44.0       34.7       92.8       91.4:       7.2        8.6
Other:     100.0:      14.6       40.9        4.3       67.1       40.0       86.0       85.3:      14.0       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        66         62         73         91         87        193        190:
Old  :       241:        66         62         73         91         86        192        189:
Other:        91:         9         19          9         33         42         50         62:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       13.0       22.0       23.0        9.7       12.4       17.9       20.4
Old  :                 13.4       13.5       22.6       23.9       10.4       12.9       18.9       21.2
Other:                 43.2       50.8       59.9       64.9       43.2       50.8       59.9       62.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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  : 2,039,692:   291,587    466,245    736,574    824,541    599,375  1,852,703  1,802,194:   186,989    237,498
Old  :   541,158:   136,617    210,427    134,829    210,810    163,139    482,256    508,395:    58,902     32,763
Other: 1,498,534:   356,949    457,796    399,766    613,731    436,236  1,370,447  1,293,799:   128,087    204,736
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :    22,907:    10,816     17,796     18,581     -6,616    -19,370     22,781     17,007:       126      5,900
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       22.9       36.1       40.4       29.4       90.8       88.4:       9.2       11.6
Old  :     100.0:      25.2       38.9       24.9       39.0       30.1       89.1       93.9:      10.9        6.1
Other:     100.0:      23.8       30.5       26.7       41.0       29.1       91.5       86.3:       8.5       13.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       808:       186        167        227        377        342        674        648:
Old  :       556:       105        105         83        259        195        397        351:
Other:       777:       179        167        190        321        325        594        597:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.6        9.2       15.4       16.2        5.7        7.1        9.4       11.3
Old  :                 12.3       18.4       20.6       26.4       11.5       16.7       16.8       22.6
Other:                  9.7        9.4       16.1       16.5        8.7        9.4       13.9       15.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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  :     5,194:       594      1,958        188      2,333      1,573      3,115      3,719:     2,079      1,475
Old  :     5,172:       614      1,958        168      2,319      1,573      3,101      3,699:     2,071      1,473
Other:        22:         0         20          0         14          0         14         20:         8          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :       169:        65        140         56        -48        -64         72        132:        96         37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       37.7        3.6       44.9       30.3       60.0       71.6:      40.0       28.4
Old  :     100.0:      11.9       37.9        3.2       44.8       30.4       60.0       71.5:      40.0       28.5
Other:     100.0:       0.0       90.9        0.0       63.6        0.0       63.6       90.9:      36.4        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         4          9          4         11          9         16         21:
Old  :        27:         4          9          4         11          9         16         21:
Other:         2:         0          1          0          1          0          1          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  :                 35.8       35.8       50.5       54.7       30.8       35.5       43.4       54.3
Old  :                 35.7       36.0       50.5       54.9       30.7       35.6       43.7       54.5
Other:                 63.6       90.9       63.6       90.9       63.6       90.9       63.6       90.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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  : 1,128,030:    96,515    267,735    409,144    573,184    376,508  1,078,842  1,053,387:    49,187     74,643
Old  : 1,104,697:    96,437    262,523    401,029    560,627    370,013  1,058,093  1,033,565:    46,603     71,132
Other:    23,333:     4,088      9,223      4,104     12,557      6,495     20,749     19,822:     2,584      3,511
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :    85,466:     4,532      5,873     60,508     20,370     14,219     85,410     80,600:        56      4,866
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       23.7       36.3       50.8       33.4       95.6       93.4:       4.4        6.6
Old  :     100.0:       8.7       23.8       36.3       50.7       33.5       95.8       93.6:       4.2        6.4
Other:     100.0:      17.5       39.5       17.6       53.8       27.8       88.9       85.0:      11.1       15.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       558:       133        172        194        206        199        456        461:
Old  :       557:       128        177        190        205        199        451        460:
Other:       151:        28         30         23         44         63         82        107:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       11.6       22.5       19.2        9.8        7.3       14.0       12.9
Old  :                 14.3       11.8       22.7       19.4       10.1        7.4       14.4       13.2
Other:                 22.4       36.7       37.9       51.6       22.3       36.4       36.1       47.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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  :   615,765:   109,447    170,252    154,549    320,728    263,343    584,724    588,145:    31,041     27,620
Old  :    97,423:    32,300     28,737     18,076     42,446     47,643     92,821     94,456:     4,602      2,968
Other:   518,341:    99,689    164,058    113,931    278,282    215,700    491,902    493,689:    26,439     24,652
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :    14,249:     5,211      5,915       -321     10,523      8,073     15,413     13,666:    -1,164        583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       27.6       25.1       52.1       42.8       95.0       95.5:       5.0        4.5
Old  :     100.0:      33.2       29.5       18.6       43.6       48.9       95.3       97.0:       4.7        3.0
Other:     100.0:      19.2       31.7       22.0       53.7       41.6       94.9       95.2:       5.1        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:        99         97        111        131        109        290        265:
Old  :       190:        47         39         26         72         64        128        120:
Other:       345:        85        109         98        118        100        268        247:
     :----------------------------------------------------------------------------------------------------
     :             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       15.9       17.1       26.6        7.8       13.6       13.5       21.3
Old  :                 20.2       34.8       32.5       44.3       18.4       33.6       29.5       40.0
Other:                 11.4       17.5       19.3       28.9        9.1       15.9       15.9       24.4
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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  : 1,934,481:   342,709    355,785    161,374  1,183,741  1,267,652  1,687,824  1,784,811:   246,657    149,670
Old  : 1,934,481:   342,709    355,785    161,374  1,183,741  1,267,652  1,687,824  1,784,811:   246,657    149,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :   -43,924:     4,239    -23,104      6,894    -54,135    -19,588    -43,003    -35,799:      -922     -8,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       18.4        8.3       61.2       65.5       87.2       92.3:      12.8        7.7
Old  :     100.0:      17.7       18.4        8.3       61.2       65.5       87.2       92.3:      12.8        7.7
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  :       226:        34         29         40        133        122        189        169:
Old  :       226:        34         29         40        133        122        189        169:
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  :                 20.2       26.1       31.3       39.2       19.3       23.1       30.3       35.1
Old  :                 20.2       26.1       31.3       39.2       19.3       23.1       30.3       35.1
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, August 13, 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  : 1,702,842:   157,102    506,001     47,733  1,315,000    996,403  1,519,834  1,550,137:   183,008    152,706
Old  : 1,702,842:   157,102    506,001     47,733  1,315,000    996,403  1,519,834  1,550,137:   183,008    152,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :    27,000:    -2,581    -30,175     38,011    -15,808     23,176     19,621     31,012:     7,379     -4,013
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       29.7        2.8       77.2       58.5       89.3       91.0:      10.7        9.0
Old  :     100.0:       9.2       29.7        2.8       77.2       58.5       89.3       91.0:      10.7        9.0
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  :       177:        14         25         16        113         92        137        123:
Old  :       177:        14         25         16        113         92        137        123:
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  :                 21.9       42.3       38.2       54.1       20.8       40.4       32.6       49.5
Old  :                 21.9       42.3       38.2       54.1       20.8       40.4       32.6       49.5
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, August 13, 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  :   602,441:   102,860    104,418    171,349    274,371    292,943    548,580    568,710:    53,862     33,732
Old  :   102,820:    28,768      9,170     26,068     40,118     61,839     94,953     97,077:     7,867      5,743
Other:   499,621:    92,897    114,052    126,477    234,253    231,104    453,627    471,633:    45,995     27,989
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :    28,641:   -18,129     24,715     11,927     31,894    -11,240     25,693     25,402:     2,948      3,239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       17.3       28.4       45.5       48.6       91.1       94.4:       8.9        5.6
Old  :     100.0:      28.0        8.9       25.4       39.0       60.1       92.3       94.4:       7.7        5.6
Other:     100.0:      18.6       22.8       25.3       46.9       46.3       90.8       94.4:       9.2        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:        76         90         96        141        118        271        262:
Old  :       198:        52         26         26         83         71        145        113:
Other:       321:        66         99         85        131        104        249        241:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.6       24.5       16.1       33.1        7.8       21.5       14.1       27.4
Old  :                 21.7       40.6       32.4       51.0       15.1       32.1       23.5       39.4
Other:                  9.5       23.5       17.5       32.3        9.1       20.8       16.4       28.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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  :    10,367:     2,013      2,144      1,186      5,520      5,769      8,719      9,100:     1,647      1,267
Old  :    10,367:     2,013      2,144      1,186      5,520      5,769      8,719      9,100:     1,647      1,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :       317:        51         27         86        145        168        283        282:        34         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       20.7       11.4       53.2       55.6       84.1       87.8:      15.9       12.2
Old  :     100.0:      19.4       20.7       11.4       53.2       55.6       84.1       87.8:      15.9       12.2
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  :        64:        20         11         10         22         17         48         35:
Old  :        64:        20         11         10         22         17         48         35:
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  :                 22.4       44.4       39.8       58.3       21.4       40.8       36.3       53.9
Old  :                 22.4       44.4       39.8       58.3       21.4       40.8       36.3       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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  : 4,535,097:   703,989  1,813,142    118,973  3,397,854  2,493,550  4,220,816  4,425,665:   314,281    109,432
Old  : 4,535,097:   703,989  1,813,142    118,973  3,397,854  2,493,550  4,220,816  4,425,665:   314,281    109,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :    36,635:    -7,929     -9,628     -6,660     34,651     68,607     20,063     52,319:    16,572    -15,685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       40.0        2.6       74.9       55.0       93.1       97.6:       6.9        2.4
Old  :     100.0:      15.5       40.0        2.6       74.9       55.0       93.1       97.6:       6.9        2.4
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  :       465:       105         38         46        265        177        386        245:
Old  :       465:       105         38         46        265        177        386        245:
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  :                 21.1       29.0       29.1       43.0       19.7       28.7       26.6       42.4
Old  :                 21.1       29.0       29.1       43.0       19.7       28.7       26.6       42.4
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, August 13, 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  : 6,117,524:   435,624  1,166,610    754,543  4,413,496  3,823,174  5,603,663  5,744,326:   513,861    373,198
Old  : 6,117,524:   435,624  1,166,610    754,543  4,413,496  3,823,174  5,603,663  5,744,326:   513,861    373,198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :   126,594:   -33,559     24,253     31,911    109,517     63,869    107,869    120,032:    18,725      6,562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       19.1       12.3       72.1       62.5       91.6       93.9:       8.4        6.1
Old  :     100.0:       7.1       19.1       12.3       72.1       62.5       91.6       93.9:       8.4        6.1
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  :       420:        66         61         76        256        219        361        317:
Old  :       420:        66         61         76        256        219        361        317:
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  :                 19.0       17.6       25.9       26.1       16.4       15.8       22.0       23.6
Old  :                 19.0       17.6       25.9       26.1       16.4       15.8       22.0       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, August 13, 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  : 2,176,971:   266,938    418,416     28,571  1,659,221  1,472,766  1,954,730  1,919,753:   222,241    257,218
Old  : 2,176,971:   266,938    418,416     28,571  1,659,221  1,472,766  1,954,730  1,919,753:   222,241    257,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :    53,485:     8,338     -4,573     -3,359     53,857     53,407     58,837     45,475:    -5,352      8,009
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       19.2        1.3       76.2       67.7       89.8       88.2:      10.2       11.8
Old  :     100.0:      12.3       19.2        1.3       76.2       67.7       89.8       88.2:      10.2       11.8
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  :       202:        25         24         17        109        115        142        148:
Old  :       202:        25         24         17        109        115        142        148:
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  :                 32.2       18.9       45.0       28.9       26.4       14.5       35.9       22.3
Old  :                 32.2       18.9       45.0       28.9       26.4       14.5       35.9       22.3
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, August 13, 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  :     3,316:     2,256      1,128        395          0        685      2,651      2,208:       665      1,108
Old  :     3,316:     2,256      1,128        395          0        685      2,651      2,208:       665      1,108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :       391:       139       -461        349          0        109        488         -3:       -97        394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.0       34.0       11.9        0.0       20.7       79.9       66.6:      20.1       33.4
Old  :     100.0:      68.0       34.0       11.9        0.0       20.7       79.9       66.6:      20.1       33.4
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  :        25:         8         16          3          0          1         10         18:
Old  :        25:         8         16          3          0          1         10         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  :                 74.5       45.8       79.0       55.3       64.0       37.0       68.0       45.1
Old  :                 74.5       45.8       79.0       55.3       64.0       37.0       68.0       45.1
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, August 13, 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  : 7,229,994:   585,041  2,272,429    367,312  5,778,538  4,340,529  6,730,892  6,980,270:   499,102    249,724
Old  : 7,229,994:   585,041  2,272,429    367,312  5,778,538  4,340,529  6,730,892  6,980,270:   499,102    249,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :   250,500:    22,120     46,728     40,107    188,436    158,810    250,662    245,644:      -163      4,855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       31.4        5.1       79.9       60.0       93.1       96.5:       6.9        3.5
Old  :     100.0:       8.1       31.4        5.1       79.9       60.0       93.1       96.5:       6.9        3.5
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  :       430:        73         50         54        245        208        347        283:
Old  :       430:        73         50         54        245        208        347        283:
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  :                 22.9       20.1       32.8       33.2       20.2       19.7       29.0       32.6
Old  :                 22.9       20.1       32.8       33.2       20.2       19.7       29.0       32.6
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, August 13, 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  : 1,675,924:   188,069    279,360    250,669  1,208,291  1,106,685  1,647,029  1,636,714:    28,895     39,210
Old  : 1,675,924:   188,069    279,360    250,669  1,208,291  1,106,685  1,647,029  1,636,714:    28,895     39,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :     2,327:    -3,978      6,469     -1,430      5,702     -3,435        294      1,604:     2,033        723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       16.7       15.0       72.1       66.0       98.3       97.7:       1.7        2.3
Old  :     100.0:      11.2       16.7       15.0       72.1       66.0       98.3       97.7:       1.7        2.3
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  :       176:        22         43         38         87         98        134        155:
Old  :       176:        22         43         38         87         98        134        155:
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  :                 31.6       20.8       45.0       36.6       23.8       13.8       29.5       24.0
Old  :                 31.6       20.8       45.0       36.6       23.8       13.8       29.5       24.0
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, August 13, 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  :    82,031:    18,043     16,792      1,632     48,797     52,589     68,471     71,013:    13,560     11,018
Old  :    82,031:    18,043     16,792      1,632     48,797     52,589     68,471     71,013:    13,560     11,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :    -2,727:    -3,293      2,789       -792        259     -3,296     -3,827     -1,300:     1,100     -1,427
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       20.5        2.0       59.5       64.1       83.5       86.6:      16.5       13.4
Old  :     100.0:      22.0       20.5        2.0       59.5       64.1       83.5       86.6:      16.5       13.4
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  :        89:        22         17         15         32         27         62         51:
Old  :        89:        22         17         15         32         27         62         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       34.9       57.4       55.8       46.1       34.0       56.7       54.1
Old  :                 46.8       34.9       57.4       55.8       46.1       34.0       56.7       54.1
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, August 13, 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  :    82,031:    18,043     16,792      1,632     48,797     52,589     68,471     71,013:    13,560     11,018
Old  :    82,031:    18,043     16,792      1,632     48,797     52,589     68,471     71,013:    13,560     11,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :    -2,727:    -3,293      2,789       -792        259     -3,296     -3,827     -1,300:     1,100     -1,427
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       20.5        2.0       59.5       64.1       83.5       86.6:      16.5       13.4
Old  :     100.0:      22.0       20.5        2.0       59.5       64.1       83.5       86.6:      16.5       13.4
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  :        89:        22         17         15         32         27         62         51:
Old  :        89:        22         17         15         32         27         62         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       34.9       57.4       55.8       46.1       34.0       56.7       54.1
Old  :                 46.8       34.9       57.4       55.8       46.1       34.0       56.7       54.1
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, August 13, 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  :    63,113:     3,434      2,388          0     56,382     60,036     59,816     62,424:     3,297        689
Old  :    63,113:     3,434      2,388          0     56,382     60,036     59,816     62,424:     3,297        689
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :     1,179:      -359        369          0      1,277        761        918      1,130:       261         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        3.8        0.0       89.3       95.1       94.8       98.9:       5.2        1.1
Old  :     100.0:       5.4        3.8        0.0       89.3       95.1       94.8       98.9:       5.2        1.1
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  :        40:         1          4          0         27         11         28         15:
Old  :        40:         1          4          0         27         11         28         15:
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  :                 49.5       76.9       68.7       93.4       48.2       76.9       67.3       93.4
Old  :                 49.5       76.9       68.7       93.4       48.2       76.9       67.3       93.4
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, August 13, 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  :   175,984:    21,433     30,284      1,039    153,122    144,586    175,594    175,909:       390         75
Old  :   175,984:    21,433     30,284      1,039    153,122    144,586    175,594    175,909:       390         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :    -6,054:    -6,855     -6,745        706          8         -4     -6,141     -6,043:        87        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       17.2        0.6       87.0       82.2       99.8      100.0:       0.2        0.0
Old  :     100.0:      12.2       17.2        0.6       87.0       82.2       99.8      100.0:       0.2        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  :        53:        27         17          5          7          2         36         22:
Old  :        53:        27         17          5          7          2         36         22:
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  :                 89.5       89.0       94.2       96.7       89.5       88.4       94.2       96.1
Old  :                 89.5       89.0       94.2       96.7       89.5       88.4       94.2       96.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                          Code-342603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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  :    25,321:    19,360     18,728      5,951          0        631     25,311     25,310:        10         11
Old  :    25,321:    19,360     18,728      5,951          0        631     25,311     25,310:        10         11
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :       287:     2,581      2,581     -2,294          0          0        287        287:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.5       74.0       23.5        0.0        2.5      100.0      100.0:       0.0        0.0
Old  :     100.0:      76.5       74.0       23.5        0.0        2.5      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  :        23:         6         16          2          0          1          7         18:
Old  :        23:         6         16          2          0          1          7         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  :                 97.3       68.8      100.0       90.4       75.1       49.2       76.5       69.3
Old  :                 97.3       68.8      100.0       90.4       75.1       49.2       76.5       69.3
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, August 13, 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  :   126,318:    79,240     79,235     47,058          0          0    126,298    126,293:        20         25
Old  :   126,318:    79,240     79,235     47,058          0          0    126,298    126,293:        20         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :     2,908:     2,908      5,400          0          0          0      2,908      5,400:         0     -2,492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.7       62.7       37.3        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      62.7       62.7       37.3        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  :        33:        20         13          4          0          0         23         14:
Old  :        33:        20         13          4          0          0         23         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  :                 64.7       95.2       86.9       99.6       45.0       61.7       56.3       62.4
Old  :                 64.7       95.2       86.9       99.6       45.0       61.7       56.3       62.4
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, August 13, 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  :    85,341:    76,983     69,032      8,339          0      7,890     85,322     85,261:        19         80
Old  :    85,341:    76,983     69,032      8,339          0      7,890     85,322     85,261:        19         80
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2024                       :
     :     1,669:     1,603      5,713         66          0     -4,110      1,669      1,669:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      90.2       80.9        9.8        0.0        9.2      100.0       99.9:       0.0        0.1
Old  :     100.0:      90.2       80.9        9.8        0.0        9.2      100.0       99.9:       0.0        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  :        35:        14         19          4          0          2         17         22:
Old  :        35:        14         19          4          0          2         17         22:
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  :                 81.6       80.2       94.7       93.0       80.4       71.9       87.9       84.4
Old  :                 81.6       80.2       94.7       93.0       80.4       71.9       87.9       84.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 16, 2024