WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      511,573
COMMITMENTS
 116,486  170,145  163,589  197,147  139,828  477,222  473,562   34,350   38,011

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        551)
   1,860    5,511  -10,958   11,265    8,655    2,167    3,208   -1,616   -2,657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8     33.3     32.0     38.5     27.3     93.3     92.6      6.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
     113      132      140      136      125      328      325                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      266,937
COMMITMENTS
  59,592   85,691   67,267  123,064   90,330  249,923  243,288   17,014   23,649

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      8,816)
   2,960    1,172    4,756      982      852    8,699    6,781      117    2,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3     32.1     25.2     46.1     33.8     93.6     91.1      6.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      74       65       76       90       84      200      191                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,024,400
COMMITMENTS
 272,467  502,062  709,366  853,195  586,387  1835028  1797814  189,373  226,586

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    -82,346)
    -553  -26,901  -61,804  -13,894      364  -76,251  -88,341   -6,095    5,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5     24.8     35.0     42.1     29.0     90.6     88.8      9.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      806)
     179      178      227      378      343      676      649                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,300
COMMITMENTS
     616    1,896      165    2,457    1,801    3,238    3,862    2,062    1,438

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:       -156)
      -7      -84      -26       55      -73       22     -183     -177       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6     35.8      3.1     46.4     34.0     61.1     72.9     38.9     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        9        3       10        9       15       20                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,022,005
COMMITMENTS
  92,005  273,808  334,269  544,736  345,519  971,010  953,596   50,996   68,409

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    -73,364)
 -14,763    6,727  -41,969  -13,769  -37,275  -70,501  -72,517   -2,863     -847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     26.8     32.7     53.3     33.8     95.0     93.3      5.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      548)
     132      163      194      200      202      449      459                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      608,064
COMMITMENTS
 107,449  152,955  153,306  315,167  275,706  575,922  581,967   32,142   26,097

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    -26,150)
   2,475   31,948  -22,566   -5,729  -37,837  -25,820  -28,455     -330    2,305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7     25.2     25.2     51.8     45.3     94.7     95.7      5.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
     104       99      113      124       97      296      249                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,827,225
COMMITMENTS
 324,535  367,801   89,599  1177829  1226255  1591963  1683655  235,262  143,570

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    -14,833)
  27,616    5,155  -14,085  -22,619    8,434   -9,087     -495   -5,745  -14,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8     20.1      4.9     64.5     67.1     87.1     92.1     12.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      35       37       44      126      122      188      176                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,644,541
COMMITMENTS
 147,652  564,533    6,710  1311962  918,034  1466324  1489277  178,217  155,264

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    -17,258)
   2,867    8,423   -3,996  -12,681  -16,547  -13,810  -12,119   -3,448   -5,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     34.3      0.4     79.8     55.8     89.2     90.6     10.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      15       28       13      105       98      127      132                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      565,024
COMMITMENTS
 122,204   88,269  150,499  243,694  294,841  516,397  533,608   48,627   31,416

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    -30,340)
   4,973  -12,654  -24,135   -6,771    8,313  -25,932  -28,476   -4,408   -1,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     15.6     26.6     43.1     52.2     91.4     94.4      8.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      91       85      105      128      116      276      267                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,358
COMMITMENTS
   2,235    2,757    1,114    5,347    5,288    8,695    9,158    1,663    1,199

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:       -829)
     -42     -786      -56     -532      131     -630     -711     -200     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     26.6     10.8     51.6     51.1     83.9     88.4     16.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      21       12        9       19       16       44       34                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,451,221
COMMITMENTS
 709,487  1820715  147,905  3290015  2373653  4147407  4342273  303,814  108,948

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    -47,490)
  11,530  -27,189  -19,760  -53,525   12,605  -61,754  -34,343   14,264  -13,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     40.9      3.3     73.9     53.3     93.2     97.6      6.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      495)
     112       50       49      269      185      406      259                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,474,909
COMMITMENTS
 454,324  1136804  428,646  4100870  3509348  4983840  5074797  491,069  400,112

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    129,648)
  88,364  110,233  -40,465   92,262   47,742  140,162  117,510  -10,514   12,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3     20.8      7.8     74.9     64.1     91.0     92.7      9.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
      65       70       76      240      207      350      308                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,101,143
COMMITMENTS
 262,444  373,435   30,007  1582156  1435238  1874607  1838680  226,535  262,463

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:     12,386)
   8,698    4,257     -449  -12,567   16,483   -4,319   20,291   16,705   -7,904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5     17.8      1.4     75.3     68.3     89.2     87.5     10.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      25       20       17      107      118      138      149                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,834,566
COMMITMENTS
 542,238  2201602  251,917  5539533  4129216  6333689  6582736  500,877  251,830

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:     94,066)
  53,042  181,110  -11,123   23,460  -55,372   65,379  114,616   28,688  -20,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9     32.2      3.7     81.1     60.4     92.7     96.3      7.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      432)
      69       60       56      242      204      346      285                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,085,226
COMMITMENTS
 279,848  491,164  343,723  1417386  1213148  2040957  2048035   44,269   37,191

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:    211,294)
  14,092   88,387   58,152  139,116   66,095  211,360  212,634      -66   -1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     23.6     16.5     68.0     58.2     97.9     98.2      2.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      25       46       48      101      101      159      163                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       92,286
COMMITMENTS
  27,568   14,022    2,197   48,113   64,988   77,877   81,206   14,409   11,080

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,175)
   1,627     -542      327   -1,004    1,232      950    1,017      225      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.9     15.2      2.4     52.1     70.4     84.4     88.0     15.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      25       18       16       30       24       65       49                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       92,286
COMMITMENTS
  27,568   14,022    2,197   48,113   64,988   77,877   81,206   14,409   11,080

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      1,175)
   1,627     -542      327   -1,004    1,232      950    1,017      225      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.9     15.2      2.4     52.1     70.4     84.4     88.0     15.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      25       18       16       30       24       65       49                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       46,427
COMMITMENTS
   1,755      547        0   41,178   45,221   42,933   45,768    3,494      659

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:       -566)
      63     -190        0     -414     -402     -351     -592     -215       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      1.2      0.0     88.7     97.4     92.5     98.6      7.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        0       25       11       26       13                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      174,824
COMMITMENTS
  22,586   29,771      330  151,568  144,590  174,484  174,691      340      133

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:      4,052)
   4,045    4,051        5       -6        0    4,044    4,056        8       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9     17.0      0.2     86.7     82.7     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      30       19        3        7        3       38       24                  
 
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-342603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       26,623
COMMITMENTS
  19,083   18,451    7,530        0      631   26,613   26,612       10       11

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        566)
      -2       -2      568        0        0      566      566        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    71.7     69.3     28.3      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 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:      113,632
COMMITMENTS
  66,552   66,571   47,058        0        0  113,610  113,629       22        3

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:       -771)
    -771     -771        0        0        0     -771     -771        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.6     58.6     41.4      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 07/30/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       72,362
COMMITMENTS
  64,025   55,005    8,316        0    8,967   72,341   72,288       21       74

CHANGES FROM 07/23/24 (CHANGE IN OPEN INTEREST:        654)
   1,131      -23     -477        0    1,152      654      652        0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    88.5     76.0     11.5      0.0     12.4    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 August 02, 2024