WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      483,853
COMMITMENTS
 114,655  163,233  161,892  172,407  120,846  448,953  445,970   34,900   37,883

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:    -27,244)
   2,060    2,390  -13,348  -17,193  -15,258  -28,481  -26,216    1,237   -1,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     33.7     33.5     35.6     25.0     92.8     92.2      7.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     108      134      147      132      122      327      326                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      273,418
COMMITMENTS
  62,145   85,706   68,253  122,733   95,434  253,131  249,393   20,287   24,025

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:     -5,965)
   2,370    2,303   -3,454   -7,185   -5,443   -8,269   -6,594    2,304      629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.7     31.3     25.0     44.9     34.9     92.6     91.2      7.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      66       62       73       91       87      193      190                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,039,692
COMMITMENTS
 291,587  466,245  736,574  824,541  599,375  1852703  1802194  186,989  237,498

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:     22,907)
  10,816   17,796   18,581   -6,616  -19,370   22,781   17,007      126    5,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3     22.9     36.1     40.4     29.4     90.8     88.4      9.2     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      808)
     186      167      227      377      342      674      648                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,194
COMMITMENTS
     594    1,958      188    2,333    1,573    3,115    3,719    2,079    1,475

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:        169)
      65      140       56      -48      -64       72      132       96       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4     37.7      3.6     44.9     30.3     60.0     71.6     40.0     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        9        4       11        9       16       21                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,128,030
COMMITMENTS
  96,515  267,735  409,144  573,184  376,508  1078842  1053387   49,187   74,643

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:     85,466)
   4,532    5,873   60,508   20,370   14,219   85,410   80,600       56    4,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6     23.7     36.3     50.8     33.4     95.6     93.4      4.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      558)
     133      172      194      206      199      456      461                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      615,765
COMMITMENTS
 109,447  170,252  154,549  320,728  263,343  584,724  588,145   31,041   27,620

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:     14,249)
   5,211    5,915     -321   10,523    8,073   15,413   13,666   -1,164      583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8     27.6     25.1     52.1     42.8     95.0     95.5      5.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
      99       97      111      131      109      290      265                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,934,481
COMMITMENTS
 342,709  355,785  161,374  1183741  1267652  1687824  1784811  246,657  149,670

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:    -43,924)
   4,239  -23,104    6,894  -54,135  -19,588  -43,003  -35,799     -922   -8,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7     18.4      8.3     61.2     65.5     87.2     92.3     12.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      34       29       40      133      122      189      169                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,702,842
COMMITMENTS
 157,102  506,001   47,733  1315000  996,403  1519834  1550137  183,008  152,706

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:     27,000)
  -2,581  -30,175   38,011  -15,808   23,176   19,621   31,012    7,379   -4,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2     29.7      2.8     77.2     58.5     89.3     91.0     10.7      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      14       25       16      113       92      137      123                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      602,441
COMMITMENTS
 102,860  104,418  171,349  274,371  292,943  548,580  568,710   53,862   33,732

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:     28,641)
 -18,129   24,715   11,927   31,894  -11,240   25,693   25,402    2,948    3,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1     17.3     28.4     45.5     48.6     91.1     94.4      8.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
      76       90       96      141      118      271      262                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,367
COMMITMENTS
   2,013    2,144    1,186    5,520    5,769    8,719    9,100    1,647    1,267

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:        317)
      51       27       86      145      168      283      282       34       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     20.7     11.4     53.2     55.6     84.1     87.8     15.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      20       11       10       22       17       48       35                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,535,097
COMMITMENTS
 703,989  1813142  118,973  3397854  2493550  4220816  4425665  314,281  109,432

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:     36,635)
  -7,929   -9,628   -6,660   34,651   68,607   20,063   52,319   16,572  -15,685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     40.0      2.6     74.9     55.0     93.1     97.6      6.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      465)
     105       38       46      265      177      386      245                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,117,524
COMMITMENTS
 435,624  1166610  754,543  4413496  3823174  5603663  5744326  513,861  373,198

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:    126,594)
 -33,559   24,253   31,911  109,517   63,869  107,869  120,032   18,725    6,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1     19.1     12.3     72.1     62.5     91.6     93.9      8.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      420)
      66       61       76      256      219      361      317                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,176,971
COMMITMENTS
 266,938  418,416   28,571  1659221  1472766  1954730  1919753  222,241  257,218

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:     53,485)
   8,338   -4,573   -3,359   53,857   53,407   58,837   45,475   -5,352    8,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     19.2      1.3     76.2     67.7     89.8     88.2     10.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      25       24       17      109      115      142      148                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        3,316
COMMITMENTS
   2,256    1,128      395        0      685    2,651    2,208      665    1,108

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:        391)
     139     -461      349        0      109      488       -3      -97      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    68.0     34.0     11.9      0.0     20.7     79.9     66.6     20.1     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8       16        3        0        1       10       18                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    7,229,994
COMMITMENTS
 585,041  2272429  367,312  5778538  4340529  6730892  6980270  499,102  249,724

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:    250,500)
  22,120   46,728   40,107  188,436  158,810  250,662  245,644     -163    4,855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1     31.4      5.1     79.9     60.0     93.1     96.5      6.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      430)
      73       50       54      245      208      347      283                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,675,924
COMMITMENTS
 188,069  279,360  250,669  1208291  1106685  1647029  1636714   28,895   39,210

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:      2,327)
  -3,978    6,469   -1,430    5,702   -3,435      294    1,604    2,033      723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     16.7     15.0     72.1     66.0     98.3     97.7      1.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      22       43       38       87       98      134      155                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,031
COMMITMENTS
  18,043   16,792    1,632   48,797   52,589   68,471   71,013   13,560   11,018

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:     -2,727)
  -3,293    2,789     -792      259   -3,296   -3,827   -1,300    1,100   -1,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0     20.5      2.0     59.5     64.1     83.5     86.6     16.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      22       17       15       32       27       62       51                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,031
COMMITMENTS
  18,043   16,792    1,632   48,797   52,589   68,471   71,013   13,560   11,018

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:     -2,727)
  -3,293    2,789     -792      259   -3,296   -3,827   -1,300    1,100   -1,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0     20.5      2.0     59.5     64.1     83.5     86.6     16.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      22       17       15       32       27       62       51                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       63,113
COMMITMENTS
   3,434    2,388        0   56,382   60,036   59,816   62,424    3,297      689

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:      1,179)
    -359      369        0    1,277      761      918    1,130      261       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      3.8      0.0     89.3     95.1     94.8     98.9      5.2      1.1

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 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      175,984
COMMITMENTS
  21,433   30,284    1,039  153,122  144,586  175,594  175,909      390       75

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:     -6,054)
  -6,855   -6,745      706        8       -4   -6,141   -6,043       87      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2     17.2      0.6     87.0     82.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      27       17        5        7        2       36       22                  
 
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-342603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       25,321
COMMITMENTS
  19,360   18,728    5,951        0      631   25,311   25,310       10       11

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:        287)
   2,581    2,581   -2,294        0        0      287      287        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    76.5     74.0     23.5      0.0      2.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6       16        2        0        1        7       18                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:      126,318
COMMITMENTS
  79,240   79,235   47,058        0        0  126,298  126,293       20       25

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:      2,908)
   2,908    5,400        0        0        0    2,908    5,400        0   -2,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.7     62.7     37.3      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 08/13/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       85,341
COMMITMENTS
  76,983   69,032    8,339        0    7,890   85,322   85,261       19       80

CHANGES FROM 08/06/24 (CHANGE IN OPEN INTEREST:      1,669)
   1,603    5,713       66        0   -4,110    1,669    1,669        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    90.2     80.9      9.8      0.0      9.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      14       19        4        0        2       17       22                  



Updated August 16, 2024