WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   451,363:   119,390    175,824    142,437    155,111     97,200    416,939    415,461:    34,424     35,901
Old  :   233,138:   126,106    113,469     47,343     39,973     54,520    213,422    215,332:    19,717     17,806
Other:   218,224:    52,366    121,437     36,013    115,138     42,680    203,517    200,129:    14,707     18,095
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :      -394:   -10,560     -1,076      8,802         46     -9,215     -1,712     -1,490:     1,318      1,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       39.0       31.6       34.4       21.5       92.4       92.0:       7.6        8.0
Old  :     100.0:      54.1       48.7       20.3       17.1       23.4       91.5       92.4:       8.5        7.6
Other:     100.0:      24.0       55.6       16.5       52.8       19.6       93.3       91.7:       6.7        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       347:        97        136        129         98         82        281        269:
Old  :       313:       114        101         65         73         66        210        209:
Other:       248:        59        100         73         74         58        185        180:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5       11.4       22.0       19.2       10.4        8.6       17.0       14.9
Old  :                 15.6       16.0       25.4       27.7       14.7       16.0       23.1       26.2
Other:                 21.0       19.8       32.7       28.7       20.7       19.0       32.3       27.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   288,594:    73,923    100,044     79,214    116,485     88,752    269,622    268,010:    18,973     20,585
Old  :   127,362:    68,335     62,450     13,729     37,119     39,779    119,183    115,959:     8,179     11,404
Other:   161,232:    31,918     63,924     39,154     79,366     48,973    150,438    152,051:    10,794      9,181
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :    12,424:     2,497       -680      3,890      6,436     10,331     12,823     13,541:      -399     -1,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       34.7       27.4       40.4       30.8       93.4       92.9:       6.6        7.1
Old  :     100.0:      53.7       49.0       10.8       29.1       31.2       93.6       91.0:       6.4        9.0
Other:     100.0:      19.8       39.6       24.3       49.2       30.4       93.3       94.3:       6.7        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        57         83         72         74         83        177        194:
Old  :       205:        63         58         30         45         57        122        131:
Other:       201:        50         57         47         69         76        145        156:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       15.0       25.5       25.5       11.6       12.4       19.7       20.2
Old  :                 17.2       25.9       30.3       40.9       17.0       25.8       29.3       40.3
Other:                 19.8       17.3       31.5       29.3       12.2       14.7       21.3       24.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,961,433:   278,436    488,113    707,971    768,749    554,898  1,755,156  1,750,983:   206,277    210,450
Old  : 1,454,716:   324,772    540,105    387,474    581,487    400,629  1,293,733  1,328,208:   160,983    126,508
Other:   506,716:   145,210    139,555    128,951    187,262    154,269    461,423    422,774:    45,294     83,942
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :    46,783:     1,956    -40,805     25,438     14,315     61,434     41,709     46,067:     5,074        717
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       24.9       36.1       39.2       28.3       89.5       89.3:      10.5       10.7
Old  :     100.0:      22.3       37.1       26.6       40.0       27.5       88.9       91.3:      11.1        8.7
Other:     100.0:      28.7       27.5       25.4       37.0       30.4       91.1       83.4:       8.9       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       755:       139        183        197        356        347        607        625:
Old  :       723:       136        168        175        336        307        571        558:
Other:       497:        78         93         79        185        266        298        403:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.5       10.3       16.8       17.9        7.4        7.2       12.1       11.2
Old  :                 11.3       12.7       18.6       20.0        9.7       11.4       15.7       17.5
Other:                 20.5       17.0       30.5       26.5       19.5       15.4       26.8       21.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   951,826:    92,700    266,930    305,196    494,111    308,934    892,007    881,059:    59,819     70,767
Old  :   710,151:    99,122    217,389    205,996    359,989    241,629    665,107    665,014:    45,044     45,137
Other:   241,675:    30,930     86,893     61,847    134,122     67,305    226,900    216,045:    14,775     25,630
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :    23,895:    -2,133    -22,668     14,642      9,564     29,880     22,073     21,854:     1,822      2,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       28.0       32.1       51.9       32.5       93.7       92.6:       6.3        7.4
Old  :     100.0:      14.0       30.6       29.0       50.7       34.0       93.7       93.6:       6.3        6.4
Other:     100.0:      12.8       36.0       25.6       55.5       27.8       93.9       89.4:       6.1       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       521:       113        168        199        193        195        436        445:
Old  :       506:       116        160        173        178        173        405        402:
Other:       344:        64        101         82        119        141        235        275:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.6       12.0       20.5       19.8       10.5        9.6       16.7       15.2
Old  :                 14.0       14.7       22.6       22.9       12.8       13.4       19.2       19.9
Other:                 15.8       17.5       26.2       27.6       12.9       14.6       20.8       20.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   595,795:   110,605    145,625    185,340    269,504    237,226    565,449    568,191:    30,346     27,604
Old  :   476,930:   136,762    145,787    117,639    198,191    188,999    452,592    452,425:    24,338     24,505
Other:   118,866:    23,559     49,554     17,986     71,312     48,226    112,857    115,766:     6,009      3,099
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :    12,861:     4,759    -13,377     14,539     -7,553     12,870     11,745     14,032:     1,116     -1,171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       24.4       31.1       45.2       39.8       94.9       95.4:       5.1        4.6
Old  :     100.0:      28.7       30.6       24.7       41.6       39.6       94.9       94.9:       5.1        5.1
Other:     100.0:      19.8       41.7       15.1       60.0       40.6       94.9       97.4:       5.1        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       333:        92         95        115        108        101        268        254:
Old  :       327:        99         88         97        105         99        254        240:
Other:       169:        42         49         32         56         37        116        103:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.0       17.7       18.3       27.4        8.2       15.5       14.2       23.2
Old  :                 10.7       19.3       19.6       30.0        9.7       17.0       17.2       26.4
Other:                 20.2       29.8       33.7       46.9       17.7       29.1       30.8       44.2
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,663,317:   230,429    283,263    127,636  1,096,025  1,100,592  1,454,089  1,511,491:   209,228    151,826
Old  : 1,663,317:   230,429    283,263    127,636  1,096,025  1,100,592  1,454,089  1,511,491:   209,228    151,826
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :    24,312:      -313      5,989    -16,381     49,310     42,012     32,617     31,621:    -8,304     -7,309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       17.0        7.7       65.9       66.2       87.4       90.9:      12.6        9.1
Old  :     100.0:      13.9       17.0        7.7       65.9       66.2       87.4       90.9:      12.6        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        29         34         43        127        123        181        175:
Old  :       221:        29         34         43        127        123        181        175:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       17.8       31.9       28.4       17.6       14.9       30.2       24.2
Old  :                 18.9       17.8       31.9       28.4       17.6       14.9       30.2       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                                                                 Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,590,631:   136,592    453,049      8,838  1,271,662    968,624  1,417,092  1,430,511:   173,539    160,120
Old  : 1,590,631:   136,592    453,049      8,838  1,271,662    968,624  1,417,092  1,430,511:   173,539    160,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :   -14,257:    -5,393    -10,190     -4,257     -3,728      2,380    -13,378    -12,066:      -880     -2,191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       28.5        0.6       79.9       60.9       89.1       89.9:      10.9       10.1
Old  :     100.0:       8.6       28.5        0.6       79.9       60.9       89.1       89.9:      10.9       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        13         22         14        104         92        126        119:
Old  :       170:        13         22         14        104         92        126        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       32.5       37.6       48.9       21.2       30.3       34.0       42.5
Old  :                 22.1       32.5       37.6       48.9       21.2       30.3       34.0       42.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   535,541:    78,791    139,286    151,569    254,863    213,199    485,223    504,054:    50,318     31,488
Old  :   449,647:    86,543    137,056    112,417    209,621    174,117    408,581    423,590:    41,067     26,058
Other:    85,894:    16,922     26,903     14,479     45,242     39,082     76,642     80,464:     9,252      5,430
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :    -5,380:    -4,529     -4,403      3,352     -4,852     -2,513     -6,030     -3,565:       650     -1,815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       26.0       28.3       47.6       39.8       90.6       94.1:       9.4        5.9
Old  :     100.0:      19.2       30.5       25.0       46.6       38.7       90.9       94.2:       9.1        5.8
Other:     100.0:      19.7       31.3       16.9       52.7       45.5       89.2       93.7:      10.8        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       354:        79         95        109        148        123        297        268:
Old  :       348:        86         90         99        145        112        288        248:
Other:       189:        34         49         34         87         51        145        111:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.6       17.8       16.1       27.1        6.8       16.6       11.9       24.7
Old  :                  9.6       17.2       16.6       26.6        7.8       16.4       13.3       25.1
Other:                 16.1       29.8       27.0       44.8       16.1       27.9       26.2       39.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    12,188:     5,532      1,309        699      3,242      9,266      9,474     11,274:     2,714        914
Old  :     9,680:     5,377      1,377        361      1,687      7,189      7,425      8,928:     2,255        752
Other:     2,508:       223          0        270      1,556      2,076      2,049      2,346:       459        162
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :      -445:      -841        245        115        579       -644       -147       -284:      -297       -161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4       10.7        5.7       26.6       76.0       77.7       92.5:      22.3        7.5
Old  :     100.0:      55.5       14.2        3.7       17.4       74.3       76.7       92.2:      23.3        7.8
Other:     100.0:       8.9        0.0       10.8       62.0       82.8       81.7       93.5:      18.3        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        31          5          8         19         21         53         31:
Old  :        63:        29          7          7         14         20         47         30:
Other:        23:         6          0          3         11         12         17         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       53.2       42.1       67.1       26.3       52.4       39.6       66.2
Old  :                 28.2       50.7       44.4       66.9       27.8       50.3       43.9       66.5
Other:                 62.2       74.5       74.8       88.1       57.4       73.7       65.8       78.8
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,703,993:   420,249  1,364,293     98,602  2,930,568  2,106,924  3,449,419  3,569,818:   254,574    134,175
Old  : 3,703,993:   420,249  1,364,293     98,602  2,930,568  2,106,924  3,449,419  3,569,818:   254,574    134,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :    39,992:    42,064    -20,336      9,623    -20,347     48,858     31,340     38,145:     8,652      1,847
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       36.8        2.7       79.1       56.9       93.1       96.4:       6.9        3.6
Old  :     100.0:      11.3       36.8        2.7       79.1       56.9       93.1       96.4:       6.9        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       464:        89         67         46        243        185        360        270:
Old  :       464:        89         67         46        243        185        360        270:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       26.3       27.8       40.5       17.2       25.6       24.8       38.7
Old  :                 18.4       26.3       27.8       40.5       17.2       25.6       24.8       38.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                                                   Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 5,015,594:   456,840    993,517    529,295  3,617,846  3,117,413  4,603,981  4,640,224:   411,614    375,370
Old  : 5,015,594:   456,840    993,517    529,295  3,617,846  3,117,413  4,603,981  4,640,224:   411,614    375,370
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :    41,685:    44,281    -58,352      2,961     27,435    132,910     74,677     77,518:   -32,992    -35,833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       19.8       10.6       72.1       62.2       91.8       92.5:       8.2        7.5
Old  :     100.0:       9.1       19.8       10.6       72.1       62.2       91.8       92.5:       8.2        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       415:        68         71         75        240        208        343        319:
Old  :       415:        68         71         75        240        208        343        319:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       18.2       28.2       28.0       16.3       17.3       23.6       25.5
Old  :                 19.2       18.2       28.2       28.0       16.3       17.3       23.6       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                                                                  Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,039,362:   291,142    424,736     36,906  1,505,313  1,299,220  1,833,362  1,760,862:   206,000    278,500
Old  : 2,039,362:   291,142    424,736     36,906  1,505,313  1,299,220  1,833,362  1,760,862:   206,000    278,500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :   -48,931:    15,319    -36,528     -4,855    -58,687     -6,744    -48,222    -48,126:      -709       -805
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       20.8        1.8       73.8       63.7       89.9       86.3:      10.1       13.7
Old  :     100.0:      14.3       20.8        1.8       73.8       63.7       89.9       86.3:      10.1       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        26         24         19        100        123        134        158:
Old  :       206:        26         24         19        100        123        134        158:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       25.2       46.5       37.5       29.8       22.8       40.1       32.1
Old  :                 32.3       25.2       46.5       37.5       29.8       22.8       40.1       32.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 6,160,976:   345,614  1,620,525    283,517  5,119,675  3,954,090  5,748,806  5,858,132:   412,170    302,845
Old  : 6,160,976:   345,614  1,620,525    283,517  5,119,675  3,954,090  5,748,806  5,858,132:   412,170    302,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :    26,195:     2,525    -36,928     26,958       -909     38,704     28,574     28,733:    -2,379     -2,538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       26.3        4.6       83.1       64.2       93.3       95.1:       6.7        4.9
Old  :     100.0:       5.6       26.3        4.6       83.1       64.2       93.3       95.1:       6.7        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       409:        66         51         56        231        201        324        281:
Old  :       409:        66         51         56        231        201        324        281:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       24.9       32.3       36.8       21.6       24.9       28.4       36.4
Old  :                 23.4       24.9       32.3       36.8       21.6       24.9       28.4       36.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FED FUNDS - CHICAGO BOARD OF TRADE                                                                      Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,795,770:   130,033    325,783    267,164  1,361,057  1,166,776  1,758,254  1,759,723:    37,516     36,047
Old  : 1,795,770:   130,033    325,783    267,164  1,361,057  1,166,776  1,758,254  1,759,723:    37,516     36,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :   170,675:    14,502     24,682     23,016    134,913    124,208    172,431    171,906:    -1,756     -1,231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       18.1       14.9       75.8       65.0       97.9       98.0:       2.1        2.0
Old  :     100.0:       7.2       18.1       14.9       75.8       65.0       97.9       98.0:       2.1        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        25         41         46         80         75        136        134:
Old  :       159:        25         41         46         80         75        136        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       21.8       44.0       34.3       13.0       10.0       18.7       16.6
Old  :                 29.2       21.8       44.0       34.3       13.0       10.0       18.7       16.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   115,089:    31,031     14,014     10,214     56,982     75,692     98,227     99,920:    16,862     15,169
Old  :   115,089:    31,031     14,014     10,214     56,982     75,692     98,227     99,920:    16,862     15,169
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :    13,720:       346     -1,227      8,566      3,505      4,264     12,416     11,602:     1,304      2,117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       12.2        8.9       49.5       65.8       85.3       86.8:      14.7       13.2
Old  :     100.0:      27.0       12.2        8.9       49.5       65.8       85.3       86.8:      14.7       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        39         29         22         34         32         88         69:
Old  :       118:        39         29         22         34         32         88         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       38.3       36.9       51.2       25.0       38.3       35.6       48.6
Old  :                 25.6       38.3       36.9       51.2       25.0       38.3       35.6       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                                                      Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   112,394:    30,251     14,576      9,111     56,895     74,704     96,257     98,391:    16,137     14,003
Old  :   112,394:    30,251     14,576      9,111     56,895     74,704     96,257     98,391:    16,137     14,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :    13,202:       808       -280      7,522      3,506      3,992     11,836     11,234:     1,366      1,968
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       13.0        8.1       50.6       66.5       85.6       87.5:      14.4       12.5
Old  :     100.0:      26.9       13.0        8.1       50.6       66.5       85.6       87.5:      14.4       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        31         24         17         31         30         74         60:
Old  :       102:        31         24         17         31         30         74         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       39.2       37.7       52.4       25.6       39.2       36.4       49.8
Old  :                 26.2       39.2       37.7       52.4       25.6       39.2       36.4       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    77,020:         0      6,964          0     73,897     68,810     73,897     75,774:     3,123      1,246
Old  :    77,020:         0      6,964          0     73,897     68,810     73,897     75,774:     3,123      1,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :    23,054:         0        922          0     22,463     21,814     22,463     22,736:       591        318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        9.0        0.0       95.9       89.3       95.9       98.4:       4.1        1.6
Old  :     100.0:       0.0        9.0        0.0       95.9       89.3       95.9       98.4:       4.1        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         0          5          0         27         16         27         21:
Old  :        39:         0          5          0         27         16         27         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       63.0       71.2       85.1       26.9       49.2       44.2       59.7
Old  :                 52.5       63.0       71.2       85.1       26.9       49.2       44.2       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE                                                      Code-124608
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($0.5 X DJIA INDEX)                                                        :
     :          :                                                                            :
All  :    26,953:    18,321      4,903        507        869      9,880     19,697     15,290:     7,256     11,663
Old  :    26,953:    18,321      4,903        507        869      9,880     19,697     15,290:     7,256     11,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :     5,174:     5,331        485        484        -13      2,712      5,802      3,681:      -628      1,493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.0       18.2        1.9        3.2       36.7       73.1       56.7:      26.9       43.3
Old  :     100.0:      68.0       18.2        1.9        3.2       36.7       73.1       56.7:      26.9       43.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        11          8          6          3          3         17         14:
Old  :        23:        11          8          6          3          3         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.5       46.0       66.0       53.3       54.9       46.0       65.1       52.7
Old  :                 55.5       46.0       66.0       53.3       54.9       46.0       65.1       52.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                                                                  Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    98,207:    11,457     19,549      2,036     84,379     76,557     97,872     98,142:       335         65
Old  :    98,207:    11,457     19,549      2,036     84,379     76,557     97,872     98,142:       335         65
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :     2,299:       129        280      1,995        181          0      2,305      2,275:        -6         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       19.9        2.1       85.9       78.0       99.7       99.9:       0.3        0.1
Old  :     100.0:      11.7       19.9        2.1       85.9       78.0       99.7       99.9:       0.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        20         12          4          6          1         27         16:
Old  :        39:        20         12          4          6          1         27         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.0       90.7       94.9       97.9       87.9       90.7       92.9       96.7
Old  :                 89.0       90.7       94.9       97.9       87.9       90.7       92.9       96.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                          Code-342603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    20,610:    15,830     14,142      4,774          0      1,693     20,604     20,609:         6          1
Old  :    20,610:    15,830     14,142      4,774          0      1,693     20,604     20,609:         6          1
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.8       68.6       23.2        0.0        8.2      100.0      100.0:       0.0        0.0
Old  :     100.0:      76.8       68.6       23.2        0.0        8.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6         13          2          0          1          6         16:
Old  :        20:         6         13          2          0          1          6         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 99.0       67.3      100.0       95.3       75.8       52.7       76.8       74.2
Old  :                 99.0       67.3      100.0       95.3       75.8       52.7       76.8       74.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                         Code-343603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    81,186:    28,736     28,728     52,437          0          0     81,173     81,165:        13         21
Old  :    81,186:    28,736     28,728     52,437          0          0     81,173     81,165:        13         21
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :       827:       564        558        263          0          0        827        821:         0          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       35.4       64.6        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      35.4       35.4       64.6        0.0        0.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        16         10          5          0          0         19         12:
Old  :        26:        16         10          5          0          0         19         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.6       98.6       88.3       99.7       20.9       34.9       32.4       35.3
Old  :                 69.6       98.6       88.3       99.7       20.9       34.9       32.4       35.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                          Code-344605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2024                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    41,407:    27,703     19,110     13,693          0      8,527     41,396     41,330:        11         77
Old  :    41,407:    27,703     19,110     13,693          0      8,527     41,396     41,330:        11         77
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2024                        :
     :       684:    -2,189         88      2,873          0     -2,277        684        684:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.9       46.2       33.1        0.0       20.6      100.0       99.8:       0.0        0.2
Old  :     100.0:      66.9       46.2       33.1        0.0       20.6      100.0       99.8:       0.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        12         16          5          0          1         15         19:
Old  :        29:        12         16          5          0          1         15         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.0       74.9       87.4       91.4       47.0       55.6       62.5       63.0
Old  :                 64.0       74.9       87.4       91.4       47.0       55.6       62.5       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 12, 2024