WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      511,022
COMMITMENTS
 114,627  164,635  174,547  185,882  131,172  475,056  470,354   35,966   40,668

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:      4,792)
   1,651      402    6,550   -3,056   -2,339    5,145    4,614     -354      177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4     32.2     34.2     36.4     25.7     93.0     92.0      7.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      400)
     110      125      138      132      122      318      318                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      258,121
COMMITMENTS
  56,632   84,519   62,511  122,082   89,478  241,224  236,507   16,897   21,613

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:       -451)
  -1,273   -3,288    1,094      434    2,477      256      284     -707     -734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9     32.7     24.2     47.3     34.7     93.5     91.6      6.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      63       74       75       96       84      202      191                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,106,746
COMMITMENTS
 273,020  528,963  771,169  867,089  586,023  1911278  1886155  195,468  220,591

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:     32,054)
   6,750  -10,742   16,841    9,246   26,485   32,836   32,584     -782     -529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     25.1     36.6     41.2     27.8     90.7     89.5      9.3     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      829)
     202      171      241      383      352      702      666                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,456
COMMITMENTS
     623    1,980      191    2,402    1,874    3,216    4,044    2,239    1,411

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:        -79)
    -116      -27       21      134      -70       39      -76     -118       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4     36.3      3.5     44.0     34.3     59.0     74.1     41.0     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        9        3       10       10       15       21                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,095,369
COMMITMENTS
 106,768  267,081  376,238  558,505  382,794  1041511  1026113   53,858   69,256

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:     -8,636)
   5,235  -26,950   17,649  -28,584    6,241   -5,700   -3,059   -2,936   -5,576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7     24.4     34.3     51.0     34.9     95.1     93.7      4.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      564)
     142      164      201      205      205      471      466                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      634,214
COMMITMENTS
 104,974  121,007  175,871  320,896  313,543  601,742  610,422   32,472   23,792

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:     22,958)
     -91   10,477    6,114   16,856    9,521   22,879   26,113       79   -3,155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     19.1     27.7     50.6     49.4     94.9     96.2      5.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     104       88      113      122      112      292      254                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,842,058
COMMITMENTS
 296,919  362,645  103,684  1200448  1217821  1601050  1684150  241,007  157,908

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:    -26,270)
  -7,995   15,171   -4,638  -19,520  -29,699  -32,153  -19,166    5,883   -7,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     19.7      5.6     65.2     66.1     86.9     91.4     13.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      31       37       39      132      127      187      179                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,661,799
COMMITMENTS
 144,785  556,110   10,706  1324643  934,580  1480133  1501396  181,666  160,403

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:    -29,314)
    -252   -7,507     -417  -33,165  -18,094  -33,834  -26,017    4,520   -3,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     33.5      0.6     79.7     56.2     89.1     90.3     10.9      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      15       30       16      104      100      128      137                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      595,364
COMMITMENTS
 117,230  100,923  174,633  250,465  286,528  542,329  562,084   53,035   33,280

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:       -858)
  -6,100    2,147   -3,479    7,986      551   -1,593     -781      735      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7     17.0     29.3     42.1     48.1     91.1     94.4      8.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      94       89      111      124      111      277      271                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,187
COMMITMENTS
   2,277    3,543    1,170    5,879    5,157    9,325    9,870    1,862    1,318

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:      1,186)
     104      916      295      770     -158    1,169    1,054       17      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4     31.7     10.5     52.5     46.1     83.4     88.2     16.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      19       15        8       20       15       41       36                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,498,711
COMMITMENTS
 697,957  1847904  167,665  3343540  2361048  4209161  4376617  289,550  122,095

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:      4,715)
  10,673  -30,536   27,765  -25,327    8,209   13,111    5,438   -8,396     -723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     41.1      3.7     74.3     52.5     93.6     97.3      6.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      502)
     119       53       49      270      184      412      263                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,345,261
COMMITMENTS
 365,960  1026571  469,110  4008608  3461606  4843678  4957287  501,583  387,974

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:    -44,611)
 -34,141   18,031  -42,239   22,612  -19,219  -53,768  -43,427    9,156   -1,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8     19.2      8.8     75.0     64.8     90.6     92.7      9.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
      59       68       75      246      216      349      315                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,088,756
COMMITMENTS
 253,746  369,178   30,456  1594724  1418755  1878926  1818389  209,830  270,367

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:      1,217)
  -4,091  -15,150   -1,447    1,014   17,591   -4,524      994    5,741      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     17.7      1.5     76.3     67.9     90.0     87.1     10.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      27       19       20      111      112      147      142                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        3,938
COMMITMENTS
     627      851    1,850      645        0    3,122    2,701      816    1,237

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:        500)
    -578       44      488      645      -87      555      445      -55       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     21.6     47.0     16.4      0.0     79.3     68.6     20.7     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4       17        3        1        0        6       20                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,740,500
COMMITMENTS
 489,197  2020492  263,040  5516073  4184588  6268310  6468120  472,190  272,380

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:    -91,599)
  10,187  -46,883  -29,985  -85,264   12,480 -105,062  -64,388   13,463  -27,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3     30.0      3.9     81.8     62.1     93.0     96.0      7.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      431)
      67       53       51      251      207      345      284                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,873,932
COMMITMENTS
 265,756  402,777  285,571  1278270  1147053  1829597  1835401   44,335   38,531

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:     10,970)
 -11,654   39,953  -17,936   37,465  -16,447    7,875    5,570    3,095    5,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2     21.5     15.2     68.2     61.2     97.6     97.9      2.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      27       43       48       97       96      155      157                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       91,111
COMMITMENTS
  25,941   14,565    1,870   49,117   63,755   76,928   80,189   14,184   10,922

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:     -8,571)
  -4,627     -755   -2,057   -1,129   -4,150   -7,813   -6,962     -758   -1,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5     16.0      2.1     53.9     70.0     84.4     88.0     15.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      21       19       16       32       27       63       53                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       91,111
COMMITMENTS
  25,941   14,565    1,870   49,117   63,755   76,928   80,189   14,184   10,922

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:     -8,571)
  -4,627     -755   -2,057   -1,129   -4,150   -7,813   -6,962     -758   -1,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5     16.0      2.1     53.9     70.0     84.4     88.0     15.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      21       19       16       32       27       63       53                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       46,993
COMMITMENTS
   1,692      737        0   41,592   45,623   43,284   46,360    3,709      633

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:     -1,455)
   1,382     -280        0   -3,435     -301   -2,053     -581      598     -874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      1.6      0.0     88.5     97.1     92.1     98.7      7.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        3        0       26       11       27       14                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      170,772
COMMITMENTS
  18,541   25,720      325  151,574  144,590  170,440  170,635      332      137

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:         48)
     321      294     -266       -2        0       53       28       -5       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9     15.1      0.2     88.8     84.7     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      26       16        3        7        3       34       21                  
 
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-342603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       26,057
COMMITMENTS
  19,085   18,453    6,962        0      631   26,047   26,046       10       11

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:        361)
     578      578     -217        0        0      361      361        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    73.2     70.8     26.7      0.0      2.4    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 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:      114,403
COMMITMENTS
  67,323   67,342   47,058        0        0  114,381  114,400       22        3

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:      1,170)
   1,170    1,170        0        0        0    1,170    1,170        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.8     58.9     41.1      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 07/23/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       71,708
COMMITMENTS
  62,894   55,028    8,793        0    7,815   71,687   71,636       21       72

CHANGES FROM 07/16/24 (CHANGE IN OPEN INTEREST:        871)
     871      675        0        0      196      871      871        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    87.7     76.7     12.3      0.0     10.9    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 26, 2024