WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      504,760
COMMITMENTS
  99,119  140,744  174,211  193,804  147,128  467,134  462,084   37,626   42,677

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:     14,924)
     519    7,880   -2,189   16,615    7,964   14,945   13,655      -20    1,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6     27.9     34.5     38.4     29.1     92.5     91.5      7.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      375)
     117      108      138      120      121      313      298                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      257,480
COMMITMENTS
  49,566   75,175   64,509  122,869   93,703  236,944  233,388   20,536   24,092

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:     -3,255)
  -8,908    4,296   -5,689    9,207      141   -5,390   -1,252    2,135   -2,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3     29.2     25.1     47.7     36.4     92.0     90.6      8.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      59       66       76       89       82      197      177                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,048,596
COMMITMENTS
 334,855  447,815  707,002  818,622  660,326  1860478  1815142  188,117  233,453

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:     -8,915)
  11,492  -10,299  -15,255   -5,781   15,979   -9,544   -9,575      630      661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3     21.9     34.5     40.0     32.2     90.8     88.6      9.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      789)
     198      154      231      367      363      669      659                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,615
COMMITMENTS
     768      754       29    1,675    2,509    2,472    3,292    2,143    1,323

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     16.3      0.6     36.3     54.4     53.6     71.3     46.4     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        5        2        7        8       13       14                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,067,089
COMMITMENTS
 109,279  216,213  345,259  554,290  428,968  1008828  990,440   58,261   76,648

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:     10,517)
  -4,290   21,561    7,680    6,448  -16,319    9,838   12,923      679   -2,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2     20.3     32.4     51.9     40.2     94.5     92.8      5.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      576)
     142      166      201      227      222      488      485                  
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,562
COMMITMENTS
   3,378    2,409    3,456      423    1,697    7,257    7,561      306        1

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:       -475)
    -243     -758      -90     -120      494     -453     -355      -21     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.7     31.9     45.7      5.6     22.4     96.0    100.0      4.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2       10        8        7        6       16       17                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      631,320
COMMITMENTS
 113,563  174,959  152,378  331,680  277,061  597,622  604,399   33,698   26,921

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:     16,366)
   7,540    9,127   -1,087    9,713    8,953   16,166   16,994      199     -628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     27.7     24.1     52.5     43.9     94.7     95.7      5.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
      99       93      110      125      110      283      263                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,855,642
COMMITMENTS
 290,399  324,248  126,053  1216301  1245130  1632753  1695431  222,889  160,211

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:     28,054)
  13,043   31,679   -1,416   11,283    4,519   22,910   34,782    5,144   -6,728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     17.5      6.8     65.5     67.1     88.0     91.4     12.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      36       33       44      129      124      191      175                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,694,678
COMMITMENTS
 144,368  497,380   22,537  1354065  1005649  1520970  1525566  173,708  169,112

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:    -21,322)
  -1,405    7,673  -11,389   -7,283  -15,079  -20,077  -18,795   -1,245   -2,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5     29.3      1.3     79.9     59.3     89.7     90.0     10.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      15       25       17      109       97      132      131                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      584,411
COMMITMENTS
 145,303   44,688  174,187  213,603  333,720  533,093  552,595   51,318   31,817

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:     37,954)
   6,879   -1,325   26,623    4,428   11,393   37,929   36,691       25    1,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9      7.6     29.8     36.6     57.1     91.2     94.6      8.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
      92       69      102      125      136      270      270                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,065
COMMITMENTS
   2,168    1,336      752    4,227    5,936    7,147    8,024    1,918    1,041

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:       -210)
      28     -114       77     -180     -193      -75     -230     -136       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9     14.7      8.3     46.6     65.5     78.8     88.5     21.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      16       11        7       22       21       41       36                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,156,557
COMMITMENTS
 556,793  1822074   90,333  3233901  2113641  3881027  4026048  275,530  130,510

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:    124,960)
  -4,449  123,049   15,374  107,602  -15,181  118,527  123,242    6,433    1,719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     43.8      2.2     77.8     50.9     93.4     96.9      6.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      489)
     111       57       45      261      172      390      256                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,235,442
COMMITMENTS
 426,173  738,020  626,319  3734850  3455774  4787342  4820114  448,100  415,327

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:    139,587)
 -37,967  -23,673   54,013  102,371   97,406  118,417  127,746   21,170   11,841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1     14.1     12.0     71.3     66.0     91.4     92.1      8.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
      61       68       70      244      224      346      321                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,055,146
COMMITMENTS
 270,899  430,166   28,313  1542659  1325929  1841871  1784409  213,275  270,737

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:     29,785)
  29,637     -778   -3,653  -13,295   30,046   12,689   25,615   17,096    4,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2     20.9      1.4     75.1     64.5     89.6     86.8     10.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      25       24       17      105      111      139      143                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        4,696
COMMITMENTS
   2,464    1,250    1,298        0    1,235    3,762    3,783      934      913

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:        271)
    -155      411      261        0     -115      106      557      165     -286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.5     26.6     27.6      0.0     26.3     80.1     80.6     19.9     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9       15        3        0        1       11       18                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,527,008
COMMITMENTS
 413,943  1863717  255,786  5409887  4128526  6079616  6248030  447,392  278,978

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:    -42,135)
  13,345  -36,458  -14,530  -48,270   37,109  -49,455  -13,878    7,320  -28,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3     28.6      3.9     82.9     63.3     93.1     95.7      6.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      424)
      63       60       56      237      206      332      290                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,654,954
COMMITMENTS
 144,395  294,833  316,914  1154820  1002206  1616129  1613953   38,825   41,001

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:    170,699)
 -46,453   23,782   20,360  196,202  128,178  170,109  172,320      590   -1,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     17.8     19.1     69.8     60.6     97.7     97.5      2.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      23       42       47       83       83      136      142                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      114,373
COMMITMENTS
  17,197   15,626   10,358   72,680   76,146  100,236  102,130   14,138   12,243

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:      6,212)
  -2,634   -1,729    2,410    6,378    5,351    6,154    6,031       58      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     13.7      9.1     63.5     66.6     87.6     89.3     12.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      22       19       21       31       33       65       62                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      114,373
COMMITMENTS
  17,197   15,626   10,358   72,680   76,146  100,236  102,130   14,138   12,243

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:      8,595)
  -3,073   -1,381    3,634    6,480    5,373    7,042    7,626    1,554      969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     13.7      9.1     63.5     66.6     87.6     89.3     12.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      22       19       21       31       33       65       62                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       66,082
COMMITMENTS
     204    3,670       38   62,198   60,553   62,440   64,261    3,642    1,821

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:      9,993)
     204      565       38    8,731    8,382    8,973    8,985    1,020    1,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      5.6      0.1     94.1     91.6     94.5     97.2      5.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        5        2       29       14       32       19                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      110,188
COMMITMENTS
  21,077   26,295    8,912   79,764   74,880  109,753  110,087      435      101

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:      7,329)
    -178     -211    7,527       -2        0    7,347    7,316      -18       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1     23.9      8.1     72.4     68.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      26       13        5        6        2       36       17                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       98,113
COMMITMENTS
  50,996   50,989   47,100        0        0   98,096   98,089       17       24

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:      9,091)
  11,250   11,250   -2,159        0        0    9,091    9,091        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.0     52.0     48.0      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      18       12        4        0        0       21       13                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       68,673
COMMITMENTS
  58,425   49,050   10,228        0    9,327   68,653   68,605       20       68

CHANGES FROM 06/11/24 (CHANGE IN OPEN INTEREST:     13,183)
  23,601   22,846  -10,418        0      755   13,183   13,183        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    85.1     71.4     14.9      0.0     13.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      12       18        4        0        2       15       21                  



Updated June 24, 2024