WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      511,097
COMMITMENTS
 112,595  160,842  175,240  189,600  136,104  477,434  472,185   33,663   38,912

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:       -476)
  -3,892   -9,303   11,651   -7,547   -3,724      212   -1,377     -687      901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0     31.5     34.3     37.1     26.6     93.4     92.4      6.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
     104      134      140      136      126      321      329                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      279,383
COMMITMENTS
  59,775   83,403   71,707  129,918  100,877  261,400  255,987   17,983   23,396

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:     12,446)
     183   -2,288    4,440    6,854   10,547   11,477   12,699      969     -253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4     29.9     25.7     46.5     36.1     93.6     91.6      6.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      65       67       72       88       87      191      191                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,016,786
COMMITMENTS
 280,772  448,449  717,993  831,157  618,745  1829922  1785187  186,864  231,599

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:     -7,615)
   8,304  -53,613    8,627  -22,038   32,358   -5,106  -12,627   -2,509    5,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     22.2     35.6     41.2     30.7     90.7     88.5      9.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      787)
     174      170      221      369      336      658      631                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,025
COMMITMENTS
     530    1,818      132    2,381    1,637    3,042    3,587    1,983    1,438

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:       -275)
     -86      -77      -33      -76     -164     -196     -275      -79        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5     36.2      2.6     47.4     32.6     60.5     71.4     39.5     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        8        4       11        9       16       20                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,042,564
COMMITMENTS
  91,982  261,862  348,636  552,814  362,289  993,433  972,787   49,131   69,777

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:     20,559)
     -22  -11,946   14,368    8,078   16,770   22,423   19,191   -1,864    1,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8     25.1     33.4     53.0     34.7     95.3     93.3      4.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      549)
     135      165      200      199      195      456      455                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      601,516
COMMITMENTS
 104,235  164,337  154,871  310,205  255,271  569,311  574,479   32,205   27,037

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:     -6,549)
  -3,214   11,382    1,565   -4,962  -20,435   -6,611   -7,488       62      940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3     27.3     25.7     51.6     42.4     94.6     95.5      5.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
      95      103      104      133      108      290      261                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,978,405
COMMITMENTS
 338,470  378,889  154,480  1237876  1287240  1730826  1820610  247,579  157,795

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:    151,180)
  13,935   11,088   64,881   60,047   60,986  138,863  136,955   12,317   14,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1     19.2      7.8     62.6     65.1     87.5     92.0     12.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      36       30       40      130      118      187      167                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,675,843
COMMITMENTS
 159,683  536,176    9,722  1330809  973,227  1500213  1519124  175,629  156,718

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:     31,302)
  12,031  -28,358    3,012   18,847   55,193   33,890   29,848   -2,588    1,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5     32.0      0.6     79.4     58.1     89.5     90.6     10.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      13       27       16      108       92      132      124                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      573,801
COMMITMENTS
 120,989   79,703  159,422  242,476  304,182  522,887  543,308   50,913   30,493

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:      8,777)
  -1,215   -8,565    8,923   -1,218    9,342    6,490    9,700    2,287     -923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1     13.9     27.8     42.3     53.0     91.1     94.7      8.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      86       87      104      132      117      279      264                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,050
COMMITMENTS
   1,962    2,117    1,100    5,375    5,600    8,437    8,818    1,613    1,232

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:       -308)
    -273     -640      -13       28      313     -258     -341      -49       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     21.1     10.9     53.5     55.7     83.9     87.7     16.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      17       12       10       20       16       44       33                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,498,462
COMMITMENTS
 711,918  1822770  125,633  3363202  2424943  4200754  4373346  297,709  125,117

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:     47,242)
   2,431    2,055  -22,272   73,187   51,289   53,347   31,072   -6,105   16,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8     40.5      2.8     74.8     53.9     93.4     97.2      6.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      466)
     104       46       47      253      187      377      260                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,990,930
COMMITMENTS
 469,182  1142357  722,633  4303979  3759305  5495794  5624294  495,136  366,636

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:    516,021)
  14,858    5,553  293,987  203,109  249,957  511,954  549,497    4,067  -33,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8     19.1     12.1     71.8     62.7     91.7     93.9      8.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      423)
      64       66       78      253      223      360      324                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,123,486
COMMITMENTS
 258,600  422,989   31,929  1605364  1419359  1895893  1874278  227,593  249,208

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:     22,343)
  -3,844   49,554    1,922   23,207  -15,879   21,286   35,598    1,057  -13,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2     19.9      1.5     75.6     66.8     89.3     88.3     10.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      25       24       15      104      116      137      147                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        2,925
COMMITMENTS
   2,117    1,589       46        0      576    2,163    2,211      762      714

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.4     54.3      1.6      0.0     19.7     73.9     75.6     26.1     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      13       13        2        0        1       14       15                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,979,494
COMMITMENTS
 562,921  2225701  327,205  5590103  4181719  6480229  6734625  499,265  244,869

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:    144,928)
  20,683   24,099   75,288   50,569   52,502  146,540  151,890   -1,612   -6,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1     31.9      4.7     80.1     59.9     92.8     96.5      7.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      420)
      65       55       50      241      203      339      275                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,673,597
COMMITMENTS
 192,047  272,891  252,099  1202589  1110120  1646735  1635110   26,862   38,487

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:   -411,629)
 -87,801 -218,273  -91,624 -214,797 -103,028 -394,222 -412,925  -17,407    1,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5     16.3     15.1     71.9     66.3     98.4     97.7      1.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      25       43       43       86       98      138      158                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       84,758
COMMITMENTS
  21,336   14,003    2,424   48,537   55,885   72,298   72,313   12,460   12,445

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:     -7,528)
  -6,232      -19      228      424   -9,102   -5,580   -8,894   -1,948    1,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.2     16.5      2.9     57.3     65.9     85.3     85.3     14.7     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      21       19       16       31       24       58       53                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       84,758
COMMITMENTS
  21,336   14,003    2,424   48,537   55,885   72,298   72,313   12,460   12,445

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:     -7,528)
  -6,232      -19      228      424   -9,102   -5,580   -8,894   -1,948    1,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.2     16.5      2.9     57.3     65.9     85.3     85.3     14.7     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      21       19       16       31       24       58       53                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       61,934
COMMITMENTS
   3,793    2,019        0   55,105   59,275   58,898   61,294    3,036      640

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:     15,507)
   2,038    1,472        0   13,927   14,054   15,965   15,526     -458      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      3.3      0.0     89.0     95.7     95.1     99.0      4.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        4        0       27       11       28       15                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      182,038
COMMITMENTS
  28,288   37,029      333  153,114  144,590  181,735  181,952      303       86

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:      7,214)
   5,702    7,258        3    1,546        0    7,251    7,261      -37      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     20.3      0.2     84.1     79.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      29       16        4        7        3       37       22                  
 
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-342603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       25,034
COMMITMENTS
  16,779   16,147    8,245        0      631   25,024   25,023       10       11

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:     -1,589)
  -2,304   -2,304      715        0        0   -1,589   -1,589        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.0     64.5     32.9      0.0      2.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6       13        4        0        1        7       18                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:      123,410
COMMITMENTS
  76,332   73,835   47,058        0        0  123,390  120,893       20    2,517

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:      9,778)
   9,780    7,264        0        0        0    9,780    7,264       -2    2,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.9     59.8     38.1      0.0      0.0    100.0     98.0      0.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      19       12        4        0        0       22       13                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       83,672
COMMITMENTS
  75,380   63,319    8,273        0   12,000   83,653   83,592       19       80

CHANGES FROM 07/30/24 (CHANGE IN OPEN INTEREST:     11,310)
  11,355    8,314      -43        0    3,033   11,312   11,304       -2        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    90.1     75.7      9.9      0.0     14.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      13       19        4        0        2       16       22                  



Updated August 09, 2024