WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      506,230
COMMITMENTS
 112,975  164,232  167,997  188,938  133,511  469,910  465,740   36,320   40,490

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:     20,695)
  -5,675   -1,374   13,917   12,089    7,346   20,330   19,889      364      806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3     32.4     33.2     37.3     26.4     92.8     92.0      7.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
     115      119      133      128      119      313      309                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      258,571
COMMITMENTS
  57,904   87,807   61,416  121,647   87,000  240,968  236,223   17,603   22,348

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:      4,651)
  -1,559   -2,312    6,567      308    1,772    5,316    6,026     -665   -1,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4     34.0     23.8     47.0     33.6     93.2     91.4      6.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      65       74       75       91       81      198      191                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,074,692
COMMITMENTS
 266,270  539,705  754,329  857,843  559,538  1878442  1853572  196,250  221,120

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:     36,526)
    -525   -4,650   15,669   19,700   27,114   34,844   38,133    1,681   -1,608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     26.0     36.4     41.3     27.0     90.5     89.3      9.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      827)
     197      175      242      382      347      698      669                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,534
COMMITMENTS
     739    2,007      170    2,268    1,944    3,177    4,120    2,357    1,414

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:        151)
     114      247       80      167     -135      362      193     -210      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     36.3      3.1     41.0     35.1     57.4     74.4     42.6     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6       10        4        9       10       16       23                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,104,005
COMMITMENTS
 101,533  294,031  358,589  587,089  376,553  1047210  1029173   56,795   74,832

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:     60,086)
  -1,998   12,847   47,450   13,988   -2,805   59,441   57,492      645    2,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2     26.6     32.5     53.2     34.1     94.9     93.2      5.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      555)
     142      164      188      208      198      465      452                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      611,256
COMMITMENTS
 105,066  110,530  169,757  304,040  304,022  578,863  584,309   32,393   26,947

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:     17,032)
  -3,613    3,207    8,717   10,143    4,930   15,248   16,854    1,785      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2     18.1     27.8     49.7     49.7     94.7     95.6      5.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      99       77      104      117      105      270      238                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,868,327
COMMITMENTS
 304,914  347,474  108,321  1219968  1247520  1633203  1703316  235,124  165,011

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:     28,790)
   1,730   12,348      321   18,521   10,656   20,572   23,325    8,218    5,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3     18.6      5.8     65.3     66.8     87.4     91.2     12.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      35       38       46      129      126      190      184                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,691,113
COMMITMENTS
 145,037  563,617   11,123  1357808  952,674  1513967  1527414  177,146  163,700

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:     25,203)
     503   13,403    4,748   15,491    8,980   20,742   27,130    4,461   -1,928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6     33.3      0.7     80.3     56.3     89.5     90.3     10.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      15       28       18      107      100      131      137                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      596,222
COMMITMENTS
 123,330   98,776  178,112  242,479  285,977  543,921  562,865   52,300   33,356

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:     16,689)
 -14,229   21,942   13,875   14,111  -22,907   13,757   12,910    2,932    3,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7     16.6     29.9     40.7     48.0     91.2     94.4      8.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
      85       91      110      121      109      268      262                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,001
COMMITMENTS
   2,172    2,627      874    5,109    5,315    8,156    8,816    1,845    1,185

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:        627)
      63      671      193      490     -273      747      590     -120       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7     26.3      8.7     51.1     53.1     81.5     88.1     18.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      16       14        8       21       16       42       33                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,493,997
COMMITMENTS
 687,283  1878440  139,900  3368867  2352839  4196051  4371179  297,946  122,818

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:    134,897)
  61,088   11,798  -14,027   71,074  135,729  118,136  133,500   16,761    1,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     41.8      3.1     75.0     52.4     93.4     97.3      6.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      502)
     112       60       46      269      186      404      269                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,389,872
COMMITMENTS
 400,100  1008540  511,349  3985996  3480825  4897446  5000714  492,427  389,158

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:    168,010)
 -66,405   63,038    4,599  195,925  103,087  134,120  170,725   33,890   -2,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4     18.7      9.5     74.0     64.6     90.9     92.8      9.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      420)
      56       72       76      244      227      349      326                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,087,539
COMMITMENTS
 257,837  384,328   31,903  1593710  1401164  1883450  1817395  204,089  270,144

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:     11,877)
   7,040     -143    4,251   -2,768    2,478    8,523    6,586    3,354    5,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4     18.4      1.5     76.3     67.1     90.2     87.1      9.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      29       20       20      111      114      150      144                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        3,438
COMMITMENTS
   1,205      807    1,362        0       87    2,567    2,256      871    1,182

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:        505)
    -526     -119      939      -75     -163      338      657      167     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.0     23.5     39.6      0.0      2.5     74.7     65.6     25.3     34.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4       16        3        0        1        5       20                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,832,099
COMMITMENTS
 479,010  2067375  293,025  5601338  4172108  6373372  6532508  458,727  299,591

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:    198,214)
  47,946   48,066   19,616  120,907  117,815  188,469  185,496    9,745   12,717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0     30.3      4.3     82.0     61.1     93.3     95.6      6.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      428)
      66       57       55      248      204      344      286                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,862,962
COMMITMENTS
 277,410  362,824  303,507  1240805  1163500  1821722  1829831   41,240   33,131

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:    119,454)
  26,416  -21,724    4,447   89,861  141,247  120,724  123,970   -1,270   -4,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     19.5     16.3     66.6     62.5     97.8     98.2      2.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      28       44       49       97       97      157      160                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       99,683
COMMITMENTS
  30,568   15,320    3,926   50,246   67,905   84,741   87,151   14,942   12,532

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:     11,350)
   8,241      798      195    1,508    8,096    9,943    9,089    1,407    2,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.7     15.4      3.9     50.4     68.1     85.0     87.4     15.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      26       24       15       35       29       69       60                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       99,683
COMMITMENTS
  30,568   15,320    3,926   50,246   67,905   84,741   87,151   14,942   12,532

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:     11,350)
   8,241      798      195    1,508    8,096    9,943    9,089    1,407    2,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.7     15.4      3.9     50.4     68.1     85.0     87.4     15.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      26       24       15       35       29       69       60                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       48,448
COMMITMENTS
     310    1,017        0   45,027   45,924   45,337   46,941    3,111    1,507

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:      1,450)
      81     -203        0    1,083      910    1,164      707      286      743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      2.1      0.0     92.9     94.8     93.6     96.9      6.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        0       28       12       29       14                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      170,724
COMMITMENTS
  18,220   25,426      591  151,576  144,590  170,387  170,607      337      117

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:      2,149)
   2,275    2,244     -110        2        0    2,167    2,134      -18       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7     14.9      0.3     88.8     84.7     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      27       15        2        7        3       35       19                  
 
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-342603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       25,696
COMMITMENTS
  18,507   17,875    7,179        0      631   25,686   25,685       10       11

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.0     69.6     27.9      0.0      2.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5       14        2        0        1        6       16                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:      113,233
COMMITMENTS
  66,153   66,172   47,058        0        0  113,211  113,230       22        3

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:      5,407)
   5,402    5,428        0        0        0    5,402    5,428        5      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.4     58.4     41.6      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      20       13        4        0        0       23       14                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       70,837
COMMITMENTS
  62,023   54,353    8,793        0    7,619   70,816   70,765       21       72

CHANGES FROM 07/09/24 (CHANGE IN OPEN INTEREST:        791)
     860      572      -70        0      285      790      787        1        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    87.6     76.7     12.4      0.0     10.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      13       19        3        0        2       15       22                  



Updated July 19, 2024