WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      492,012
COMMITMENTS
 119,655  131,311  179,084  162,327  140,684  461,065  451,078   30,947   40,933

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:     43,281)
   5,831   -5,135   24,411    9,949   20,954   40,191   40,230    3,090    3,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     26.7     36.4     33.0     28.6     93.7     91.7      6.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
     105      109      131       96      111      278      280                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      267,408
COMMITMENTS
  54,714   62,254   82,974  113,097   99,919  250,785  245,146   16,623   22,261

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:      8,515)
   2,999   -4,619    6,025     -656    8,326    8,367    9,731      148   -1,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     23.3     31.0     42.3     37.4     93.8     91.7      6.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      60       64       73       89       92      195      187                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,973,804
COMMITMENTS
 315,752  328,609  709,994  756,489  698,945  1782235  1737548  191,570  236,257

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:     78,722)
  20,963  -14,942   43,693   15,474   33,902   80,129   62,653   -1,407   16,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0     16.6     36.0     38.3     35.4     90.3     88.0      9.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      781)
     172      150      220      365      369      646      649                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,490
COMMITMENTS
   1,361      196       54      859    3,445    2,274    3,695    2,216      795

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.3      4.4      1.2     19.1     76.7     50.6     82.3     49.4     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        1        2        6        8       17       10                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      966,137
COMMITMENTS
 104,839  165,586  303,674  495,140  415,175  903,653  884,435   62,484   81,702

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:     11,863)
 -12,255   -5,698     -293   21,357   12,354    8,809    6,363    3,054    5,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9     17.1     31.4     51.2     43.0     93.5     91.5      6.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      543)
     120      165      193      210      220      454      460                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,921
COMMITMENTS
   3,915    4,508    4,435    1,133      837    9,483    9,780      438      141

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:        759)
     173      616      331      214     -136      718      811       41      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.5     45.4     44.7     11.4      8.4     95.6     98.6      4.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3       10        7        6        5       14       17                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      591,019
COMMITMENTS
 106,600  161,398  145,601  304,659  254,902  556,860  561,901   34,159   29,118

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:       -913)
  -2,234   -4,181    2,758   -3,371      996   -2,847     -427    1,934     -486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     27.3     24.6     51.5     43.1     94.2     95.1      5.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
      92      104      113      111      104      271      265                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,814,608
COMMITMENTS
 267,892  257,474  157,305  1165539  1219027  1590736  1633806  223,873  180,802

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:     63,744)
   4,254  -14,062   44,636   11,132   34,641   60,022   65,214    3,722   -1,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8     14.2      8.7     64.2     67.2     87.7     90.0     12.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      32       37       45      127      121      187      175                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,661,508
COMMITMENTS
 146,325  476,663   10,390  1332511  1013065  1489226  1500118  172,282  161,390

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:     13,224)
  -1,324   13,721     -496   20,214    6,033   18,395   19,258   -5,171   -6,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8     28.7      0.6     80.2     61.0     89.6     90.3     10.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      16       25       18      100       96      125      130                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      534,529
COMMITMENTS
 149,856   56,263  132,966  195,739  316,434  478,562  505,663   55,968   28,867

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:      8,149)
  11,075    1,589   -1,246   -5,913    8,298    3,916    8,641    4,233     -491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0     10.5     24.9     36.6     59.2     89.5     94.6     10.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      93       86       99      127      136      278      266                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,807
COMMITMENTS
   3,387      447      673    3,883    7,639    7,943    8,759    1,863    1,047

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:        -44)
    -247     -156       25      335      125      113       -7     -157      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.5      4.6      6.9     39.6     77.9     81.0     89.3     19.0     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      19        6        8       20       19       44       28                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,135,081
COMMITMENTS
 538,894  1507416  127,300  3200438  2366007  3866632  4000724  268,448  134,357

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:    -35,243)
  27,944  -32,959   -8,070  -51,123    1,174  -31,249  -39,855   -3,995    4,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     36.5      3.1     77.4     57.2     93.5     96.8      6.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      497)
     111       60       51      262      194      394      284                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,402,059
COMMITMENTS
 493,864  880,905  699,917  3765208  3376538  4958989  4957360  443,070  444,699

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:    195,093)
  52,195  -60,600  151,054   -5,613   79,138  197,636  169,592   -2,544   25,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     16.3     13.0     69.7     62.5     91.8     91.8      8.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      428)
      63       73       78      242      226      352      330                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,168,759
COMMITMENTS
 253,058  529,512   46,428  1655031  1306282  1954517  1882222  214,242  286,537

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:     23,879)
 -15,027   47,149   11,869   19,715  -24,696   16,557   34,322    7,322  -10,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     24.4      2.1     76.3     60.2     90.1     86.8      9.9     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      30       27       18      106      109      146      144                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        3,310
COMMITMENTS
   1,892      909      317        0      798    2,209    2,024    1,101    1,286

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:        640)
     365     -181      264        0      548      629      631       11        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.2     27.5      9.6      0.0     24.1     66.7     61.1     33.3     38.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6       15        1        0        1        6       17                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,635,597
COMMITMENTS
 425,848  1792366  335,662  5448056  4166666  6209566  6294694  426,031  340,903

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:    192,425)
 -20,423  145,823  -26,025  252,534   66,750  206,087  186,549  -13,662    5,876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4     27.0      5.1     82.1     62.8     93.6     94.9      6.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      429)
      65       62       56      251      206      351      289                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,576,638
COMMITMENTS
 329,136  233,212  323,767  894,232  979,438  1547135  1536417   29,503   40,221

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:     56,807)
 -27,316   13,725   23,693   61,058   19,230   57,435   56,648     -628      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9     14.8     20.5     56.7     62.1     98.1     97.4      1.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      28       38       46       80       83      136      140                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       99,248
COMMITMENTS
  24,739    8,966    2,660   57,016   76,197   84,415   87,823   14,834   11,425

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:      6,349)
   5,509   -1,663      -87     -121    8,288    5,301    6,539    1,048     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9      9.0      2.7     57.4     76.8     85.1     88.5     14.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      26       18       12       31       27       62       52                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       99,248
COMMITMENTS
  24,739    8,966    2,660   57,016   76,197   84,415   87,823   14,834   11,425

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:      6,349)
   5,509   -1,663      -87     -121    8,288    5,301    6,539    1,048     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9      9.0      2.7     57.4     76.8     85.1     88.5     14.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      26       18       12       31       27       62       52                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       50,816
COMMITMENTS
       0    4,421        0   48,180   45,377   48,180   49,798    2,636    1,018

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:     -2,093)
       0      257        0   -1,861   -2,237   -1,861   -1,980     -232     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.7      0.0     94.8     89.3     94.8     98.0      5.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        5        0       26       11       26       16                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      101,080
COMMITMENTS
  21,109   25,139      940   78,652   74,911  100,701  100,990      379       90

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:        114)
       7       47       77        0        0       84      124       30      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9     24.9      0.9     77.8     74.1     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      25       14        1        5        2       31       16                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       89,414
COMMITMENTS
  40,197   40,208   49,200        0        0   89,397   89,408       17        6

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:      4,390)
   2,290    2,290    2,100        0        0    4,390    4,390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.0     45.0     55.0      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      16       13        5        0        0       20       14                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       41,552
COMMITMENTS
  35,731   28,624    5,801        0    7,049   41,532   41,474       20       78

CHANGES FROM 05/07/24 (CHANGE IN OPEN INTEREST:     -6,934)
  -1,926   -2,064   -5,008        0      138   -6,934   -6,934        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    86.0     68.9     14.0      0.0     17.0    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      12       16        3        0        1       14       18                  



Updated May 17, 2024