WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      515,075
COMMITMENTS
 117,528  137,060  199,128  164,686  135,945  481,343  472,133   33,732   42,942

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:     23,063)
  -2,126    5,749   20,045    2,359   -4,739   20,278   21,054    2,785    2,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8     26.6     38.7     32.0     26.4     93.5     91.7      6.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     113      111      142      107      116      303      296                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      273,573
COMMITMENTS
  56,673   65,834   84,361  115,390   98,998  256,425  249,193   17,148   24,380

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:      6,165)
   1,959    3,580    1,387    2,293     -921    5,640    4,047      526    2,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7     24.1     30.8     42.2     36.2     93.7     91.1      6.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      65       57       70       84       89      189      178                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,993,404
COMMITMENTS
 308,348  363,649  715,867  776,824  679,464  1801039  1758980  192,365  234,424

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:     19,600)
  -7,404   35,040    5,873   20,335  -19,481   18,804   21,432      796   -1,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     18.2     35.9     39.0     34.1     90.3     88.2      9.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      791)
     186      150      228      372      365      666      653                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,006,051
COMMITMENTS
 113,096  153,320  322,050  507,064  448,237  942,210  923,607   63,842   82,445

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:     39,915)
   8,257  -12,266   18,376   11,924   33,062   38,557   39,172    1,358      743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     15.2     32.0     50.4     44.6     93.7     91.8      6.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      570)
     140      161      208      204      224      472      478                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,111
COMMITMENTS
   4,022    4,096    4,853      830    1,070    9,706   10,019      405       92

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:        190)
     107     -412      419     -303      233      223      240      -33      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.8     40.5     48.0      8.2     10.6     96.0     99.1      4.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3       11       10        6        5       17       18                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      588,606
COMMITMENTS
 105,849  146,147  145,442  302,638  269,252  553,928  560,841   34,678   27,765

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:     -2,413)
    -751  -15,250     -159   -2,021   14,349   -2,931   -1,060      519   -1,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     24.8     24.7     51.4     45.7     94.1     95.3      5.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      96       97      114      110      104      272      259                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,928,781
COMMITMENTS
 274,184  249,389  250,523  1178016  1249735  1702723  1749647  226,058  179,134

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:    114,173)
   6,291   -8,085   93,218   12,477   30,708  111,987  115,841    2,186   -1,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2     12.9     13.0     61.1     64.8     88.3     90.7     11.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      35       33       46      126      119      187      172                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,718,610
COMMITMENTS
 155,364  483,918   44,019  1340468  1029553  1539851  1557490  178,759  161,120

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:     57,102)
   9,039    7,254   33,629    7,957   16,488   50,625   57,372    6,477     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     28.2      2.6     78.0     59.9     89.6     90.6     10.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      17       27       24      108       99      140      135                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      529,615
COMMITMENTS
 152,947   55,138  128,106  191,530  316,723  472,582  499,967   57,032   29,648

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:     -4,915)
   3,090   -1,125   -4,860   -4,209      290   -5,979   -5,696    1,065      781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.9     10.4     24.2     36.2     59.8     89.2     94.4     10.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      97       77       98      127      133      277      263                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,321
COMMITMENTS
   3,449      440      726    4,126    8,079    8,301    9,245    2,020    1,075

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:        514)
      63       -7       53      243      440      358      486      156       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.4      4.3      7.0     40.0     78.3     80.4     89.6     19.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      19        7       10       19       19       44       30                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,204,447
COMMITMENTS
 549,666  1545504  142,558  3244195  2383586  3936420  4071649  268,027  132,798

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:     69,366)
  10,772   38,088   15,258   43,757   17,579   69,787   70,925     -421   -1,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     36.8      3.4     77.2     56.7     93.6     96.8      6.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      497)
     108       62       51      266      189      400      276                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,390,347
COMMITMENTS
 467,013  861,814  770,051  3716414  3332783  4953478  4964648  436,869  425,699

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:    -11,712)
 -26,851  -19,091   70,134  -48,794  -43,755   -5,511    7,287   -6,201  -18,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     16.0     14.3     68.9     61.8     91.9     92.1      8.1      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      430)
      68       72       80      241      225      352      334                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,249,358
COMMITMENTS
 266,967  505,038  114,913  1665620  1331782  2047501  1951734  201,857  297,624

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:     80,599)
  13,909  -24,474   68,485   10,589   25,500   92,984   69,512  -12,385   11,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     22.5      5.1     74.0     59.2     91.0     86.8      9.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      27       27       25      109      111      152      147                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        3,692
COMMITMENTS
   1,540    1,017    1,112        0      128    2,652    2,257    1,040    1,435

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:        382)
    -352      108      795        0     -670      443      233      -61      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.7     27.5     30.1      0.0      3.5     71.8     61.1     28.2     38.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5       16        2        0        1        6       19                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,753,292
COMMITMENTS
 403,014  1838004  412,608  5493663  4163093  6309285  6413705  444,007  339,587

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:    117,695)
 -22,834   45,638   76,946   45,608   -3,573   99,719  119,011   17,976   -1,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0     27.2      6.1     81.3     61.6     93.4     95.0      6.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      419)
      63       59       59      244      201      342      286                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,689,907
COMMITMENTS
 319,888  264,637  363,471  977,419  1021156  1660778  1649264   29,129   40,643

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:    113,269)
  -9,248   31,425   39,704   83,187   41,718  113,643  112,847     -374      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9     15.7     21.5     57.8     60.4     98.3     97.6      1.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      26       38       46       83       87      138      143                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,655
COMMITMENTS
  30,728   10,291    3,660   53,745   76,622   88,132   90,572   15,523   13,083

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:      4,407)
   5,989    1,325    1,000   -3,270      424    3,718    2,749      689    1,659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.6      9.9      3.5     51.8     73.9     85.0     87.4     15.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      39       20       15       33       28       76       59                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      101,375
COMMITMENTS
  30,672   10,563    2,425   53,745   76,418   86,842   89,406   14,533   11,969

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:      2,127)
   5,933    1,597     -235   -3,270      221    2,428    1,583     -301      545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.3     10.4      2.4     53.0     75.4     85.7     88.2     14.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      30       16       13       33       27       66       53                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       49,457
COMMITMENTS
       0    3,322        0   46,660   45,436   46,660   48,758    2,797      699

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:     -1,359)
       0   -1,099        0   -1,520       59   -1,520   -1,040      161     -319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.7      0.0     94.3     91.9     94.3     98.6      5.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        6        0       25       11       25       17                  
 
 
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE                   Code-124608
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX)                                  OPEN INTEREST:       22,802
COMMITMENTS
  12,700    9,420      202        0    2,039   12,902   11,661    9,900   11,141

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.7     41.3      0.9      0.0      8.9     56.6     51.1     43.4     48.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      13        7        4        0        2       15       11                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      102,555
COMMITMENTS
  21,058   26,591      953   80,132   74,911  102,143  102,455      412      100

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:      1,475)
     -51    1,452       13    1,480        0    1,442    1,465       33       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     25.9      0.9     78.1     73.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      26       14        2        6        2       33       17                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       91,639
COMMITMENTS
  41,422   41,433   50,200        0        0   91,622   91,633       17        6

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:      2,225)
   1,225    1,225    1,000        0        0    2,225    2,225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.2     45.2     54.8      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 05/21/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       41,089
COMMITMENTS
  36,047   28,077    5,002        0    7,942   41,049   41,021       40       68

CHANGES FROM 05/14/24 (CHANGE IN OPEN INTEREST:       -463)
     316     -547     -799        0      893     -483     -453       20      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    87.7     68.3     12.2      0.0     19.3     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      12       17        3        0        1       14       19                  



Updated May 24, 2024