WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      470,814
COMMITMENTS
 109,572  161,881  137,800  184,148  130,826  431,520  430,507   39,295   40,307

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:    -33,946)
  10,453   21,137  -36,411   -9,656  -16,302  -35,615  -31,577    1,668   -2,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.3     34.4     29.3     39.1     27.8     91.7     91.4      8.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
     113      117      137      119      111      309      294                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      242,346
COMMITMENTS
  57,030   89,612   49,900  118,443   78,450  225,373  217,962   16,973   24,384

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:    -15,134)
   7,464   14,437  -14,609   -4,426  -15,253  -11,571  -15,426   -3,563      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     37.0     20.6     48.9     32.4     93.0     89.9      7.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      60       67       67       94       86      194      183                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,922,363
COMMITMENTS
 313,940  512,721  632,327  786,420  547,420  1732687  1692468  189,676  229,895

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:   -126,232)
 -20,915   64,906  -74,675  -32,202 -112,905 -127,791 -122,674    1,559   -3,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3     26.7     32.9     40.9     28.5     90.1     88.0      9.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      776)
     184      163      220      365      342      657      636                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,073
COMMITMENTS
     778    1,285       98    1,816    2,313    2,691    3,696    2,381    1,377

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:        458)
      10      531       69      141     -196      220      404      238       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     25.3      1.9     35.8     45.6     53.1     72.9     46.9     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        9        2        6        8       13       18                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      937,412
COMMITMENTS
 107,590  243,539  265,088  505,044  357,614  877,722  866,241   59,691   71,171

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:   -129,676)
  -1,690   27,325  -80,171  -49,246  -71,354 -131,106 -124,200    1,429   -5,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5     26.0     28.3     53.9     38.1     93.6     92.4      6.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      551)
     135      167      185      212      209      461      458                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      618,910
COMMITMENTS
 111,491  196,129  138,381  335,460  252,187  585,332  586,696   33,579   32,214

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:    -12,410)
  -2,073   21,169  -13,997    3,780  -24,875  -12,290  -17,703     -120    5,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     31.7     22.4     54.2     40.7     94.6     94.8      5.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
      92       98      102      121      102      270      255                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,794,641
COMMITMENTS
 282,097  328,825   92,242  1190400  1217846  1564740  1638914  229,902  155,727

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:    -61,001)
  -8,302    4,578  -33,811  -25,901  -27,284  -68,014  -56,517    7,013   -4,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     18.3      5.1     66.3     67.9     87.2     91.3     12.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      34       31       40      126      118      182      167                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,691,557
COMMITMENTS
 139,489  507,344   22,254  1347678  999,727  1509421  1529325  182,136  162,232

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:     -3,121)
  -4,879    9,964     -284   -6,386   -5,922  -11,549    3,759    8,428   -6,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2     30.0      1.3     79.7     59.1     89.2     90.4     10.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      14       26       16      108       97      130      131                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      542,155
COMMITMENTS
 145,670   55,309  145,730  205,094  308,051  496,495  509,089   45,660   33,065

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:    -42,257)
     368   10,621  -28,458   -8,509  -25,669  -36,599  -43,506   -5,658    1,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     10.2     26.9     37.8     56.8     91.6     93.9      8.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
      97       70       99      116      128      264      256                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,408
COMMITMENTS
   2,313    1,110      547    3,900    5,832    6,761    7,489    1,648      919

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:       -657)
     145     -227     -204     -327     -103     -386     -534     -270     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.5     13.2      6.5     46.4     69.4     80.4     89.1     19.6     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      16        9        5       22       20       41       31                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,188,237
COMMITMENTS
 599,947  1867362   66,871  3246361  2131767  3913178  4065999  275,058  122,237

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:     31,679)
  43,154   45,287  -23,462   12,460   18,126   32,151   39,952     -472   -8,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3     44.6      1.6     77.5     50.9     93.4     97.1      6.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      495)
     112       58       45      263      179      398      259                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,003,950
COMMITMENTS
 403,984  743,654  482,705  3677238  3376446  4563927  4602805  440,024  401,146

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:   -231,491)
 -22,189    5,634 -143,615  -57,612  -79,329 -223,416 -217,310   -8,076  -14,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1     14.9      9.6     73.5     67.5     91.2     92.0      8.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
      62       62       69      236      219      335      313                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,055,030
COMMITMENTS
 251,270  404,972   24,582  1577988  1361735  1853840  1791289  201,190  263,741

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:       -116)
 -19,629  -25,194   -3,731   35,329   35,806   11,969    6,880  -12,085   -6,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2     19.7      1.2     76.8     66.3     90.2     87.2      9.8     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      24       22       17      112      117      144      148                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        4,117
COMMITMENTS
   1,961      670    1,245        0    1,164    3,206    3,079      911    1,038

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:       -579)
    -503     -580      -53        0      -71     -556     -704      -23      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.6     16.3     30.2      0.0     28.3     77.9     74.8     22.1     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9       12        3        0        1       11       15                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,433,375
COMMITMENTS
 413,668  1915815  215,312  5334885  4005967  5963864  6137094  469,510  296,281

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:    -93,633)
    -276   52,097  -40,474  -75,003 -122,560 -115,752 -110,936   22,119   17,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4     29.8      3.3     82.9     62.3     92.7     95.4      7.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
      65       54       49      230      200      321      277                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,681,287
COMMITMENTS
 150,656  290,789  309,739  1177839  1042912  1638234  1643440   43,053   37,847

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:     26,333)
   6,261   -4,044   -7,175   23,019   40,706   22,105   29,487    4,228   -3,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     17.3     18.4     70.1     62.0     97.4     97.7      2.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      26       43       46       84       86      138      147                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       84,876
COMMITMENTS
  16,194   16,681    3,663   51,417   52,796   71,274   73,140   13,602   11,736

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:    -29,497)
  -1,003    1,055   -6,695  -21,263  -23,350  -28,961  -28,990     -536     -507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1     19.7      4.3     60.6     62.2     84.0     86.2     16.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      18       23       13       31       21       58       48                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       84,876
COMMITMENTS
  16,194   16,681    3,663   51,417   52,796   71,274   73,140   13,602   11,736

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:    -29,497)
  -1,003    1,055   -6,695  -21,263  -23,350  -28,961  -28,990     -536     -507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1     19.7      4.3     60.6     62.2     84.0     86.2     16.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      18       23       13       31       21       58       48                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       43,898
COMMITMENTS
     225    1,973        0   41,259   40,898   41,484   42,871    2,414    1,027

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:    -22,184)
      21   -1,697      -38  -20,939  -19,655  -20,956  -21,390   -1,228     -794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      4.5      0.0     94.0     93.2     94.5     97.7      5.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        5        0       26       12       27       17                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      113,534
COMMITMENTS
  19,764   28,142      700   92,695   84,590  113,159  113,432      375      102

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:      3,346)
  -1,313    1,847   -8,212   12,931    9,710    3,406    3,345      -60        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     24.8      0.6     81.6     74.5     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      24       15        2        6        2       32       17                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       99,866
COMMITMENTS
  52,791   52,784   47,058        0        0   99,849   99,842       17       24

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:      1,753)
   1,795    1,795      -42        0        0    1,753    1,753        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.9     52.9     47.1      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      19       13        4        0        0       22       14                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       68,161
COMMITMENTS
  59,400   52,331    8,727        0    7,035   68,127   68,093       34       68

CHANGES FROM 06/18/24 (CHANGE IN OPEN INTEREST:       -512)
     975    3,281   -1,501        0   -2,292     -526     -512       14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    87.1     76.8     12.8      0.0     10.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      12       19        4        0        2       15       22                  



Updated June 28, 2024