WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, July 23, 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  :   421,227:   130,610    165,225     98,216    160,205    119,369    389,031    382,810:    32,196     38,417
Old  :   396,877:   129,114    164,451     86,943    150,121    111,279    366,178    362,673:    30,699     34,204
Other:    24,350:    11,737     11,015      1,032     10,084      8,090     22,853     20,137:     1,497      4,213
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :     7,342:     2,860      1,408      6,876     -2,656     -1,177      7,080      7,107:       262        235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       39.2       23.3       38.0       28.3       92.4       90.9:       7.6        9.1
Old  :     100.0:      32.5       41.4       21.9       37.8       28.0       92.3       91.4:       7.7        8.6
Other:     100.0:      48.2       45.2        4.2       41.4       33.2       93.9       82.7:       6.1       17.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       380:       106        111        112        119        108        288        280:
Old  :       379:       108        113        108        115        105        282        274:
Other:       140:        22         33         11         34         60         64         98:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       11.1       19.3       18.4        9.5        9.7       15.7       16.0
Old  :                 11.4       11.7       19.6       19.1       10.0       10.5       15.8       16.8
Other:                 48.3       27.9       63.6       37.7       48.3       27.9       63.5       37.7
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, July 23, 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  :   243,019:    58,753     84,516     50,930    118,040     87,181    227,723    222,627:    15,296     20,392
Old  :   235,580:    59,844     84,643     48,124    113,421     83,630    221,389    216,397:    14,191     19,183
Other:     7,439:     1,502      2,466        213      4,619      3,551      6,334      6,230:     1,105      1,209
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :       263:    -1,848     -3,737      2,209        574      2,459        935        931:      -672       -668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       34.8       21.0       48.6       35.9       93.7       91.6:       6.3        8.4
Old  :     100.0:      25.4       35.9       20.4       48.1       35.5       94.0       91.9:       6.0        8.1
Other:     100.0:      20.2       33.1        2.9       62.1       47.7       85.1       83.7:      14.9       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        60         74         68         86         81        184        186:
Old  :       244:        61         72         67         85         80        181        185:
Other:        84:        10         12          6         28         41         40         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       14.0       25.2       23.6       13.0       13.3       22.3       22.0
Old  :                 15.1       14.4       25.3       24.1       13.3       13.7       23.2       22.7
Other:                 53.6       57.8       65.1       67.5       53.6       57.8       63.9       66.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 23, 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  : 1,597,184:   322,869    544,821    394,967    727,399    495,169  1,445,235  1,434,957:   151,949    162,227
Old  :   585,918:   238,790    322,066     36,240    246,580    186,256    521,610    544,562:    64,308     41,356
Other: 1,011,266:   328,292    466,968    114,514    480,819    308,913    923,625    890,395:    87,641    120,871
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :    23,860:    15,085     -1,779     -1,894     10,834     24,827     24,025     21,154:      -165      2,706
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       34.1       24.7       45.5       31.0       90.5       89.8:       9.5       10.2
Old  :     100.0:      40.8       55.0        6.2       42.1       31.8       89.0       92.9:      11.0        7.1
Other:     100.0:      32.5       46.2       11.3       47.5       30.5       91.3       88.0:       8.7       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       760:       167        155        184        332        294        600        562:
Old  :       600:       111        135         29        232        174        358        323:
Other:       675:       160        134        120        237        263        457        464:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.3       11.7       15.4       19.0        7.7       10.4       12.8       16.4
Old  :                 12.3       16.1       20.9       23.9       11.8       15.4       20.0       22.9
Other:                 11.1       14.2       19.0       24.4       11.1       14.1       18.6       24.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 23, 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  :     5,392:       623      1,966        180      2,375      1,863      3,178      4,009:     2,214      1,383
Old  :     5,370:       643      1,966        160      2,361      1,863      3,164      3,989:     2,206      1,381
Other:        22:         0         20          0         14          0         14         20:         8          2
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :       -86:      -109        -26         17        130        -74         38        -83:      -124         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       36.5        3.3       44.0       34.6       58.9       74.4:      41.1       25.6
Old  :     100.0:      12.0       36.6        3.0       44.0       34.7       58.9       74.3:      41.1       25.7
Other:     100.0:       0.0       90.9        0.0       63.6        0.0       63.6       90.9:      36.4        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          8          2          9          9         13         19:
Old  :        24:         4          8          2          9          9         13         19:
Other:         2:         0          1          0          1          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.2       36.5       52.3       55.5       27.9       33.4       37.4       50.8
Old  :                 39.1       36.7       52.3       55.8       28.0       33.5       37.6       51.0
Other:                 63.6       90.9       63.6       90.9       63.6       90.9       63.6       90.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 23, 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  :   834,895:   141,415    279,838    162,967    484,008    334,772    788,390    777,577:    46,505     57,318
Old  :    64,760:    32,918     17,674        395     23,666     42,282     56,979     60,351:     7,781      4,409
Other:   770,135:   123,860    277,527    147,209    460,342    292,490    731,411    717,226:    38,724     52,909
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :    -1,398:     6,163    -16,917      7,318    -12,302     11,872      1,179      2,273:    -2,577     -3,671
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       33.5       19.5       58.0       40.1       94.4       93.1:       5.6        6.9
Old  :     100.0:      50.8       27.3        0.6       36.5       65.3       88.0       93.2:      12.0        6.8
Other:     100.0:      16.1       36.0       19.1       59.8       38.0       95.0       93.1:       5.0        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       528:       122        144        159        189        192        414        420:
Old  :       253:        59         45          7         84         83        147        131:
Other:       520:       122        146        143        175        182        387        401:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       13.7       22.6       22.8       14.5       13.4       20.7       21.8
Old  :                 27.3       42.0       40.1       52.9       27.3       42.0       39.4       51.3
Other:                 15.9       12.3       23.2       22.1       15.1       12.0       21.2       21.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 23, 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  :   578,968:   114,147    121,122    129,709    304,721    305,696    548,577    556,527:    30,391     22,441
Old  :   135,800:    58,617     42,715      3,559     66,712     84,325    128,888    130,599:     6,912      5,201
Other:   443,168:    98,761    121,638     82,919    238,009    221,371    419,689    425,928:    23,479     17,240
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :    23,910:     1,435     10,441      6,748     15,698      9,744     23,881     26,933:        29     -3,023
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       20.9       22.4       52.6       52.8       94.8       96.1:       5.2        3.9
Old  :     100.0:      43.2       31.5        2.6       49.1       62.1       94.9       96.2:       5.1        3.8
Other:     100.0:      22.3       27.4       18.7       53.7       50.0       94.7       96.1:       5.3        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:       108         79        100        115        100        279        233:
Old  :       208:        64         35         23         72         68        145        119:
Other:       313:        94         87         79         98         80        248        193:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       23.4       22.2       36.5        8.9       18.8       15.4       26.9
Old  :                 24.8       39.5       40.4       49.9       22.7       34.8       35.9       45.2
Other:                 13.3       24.4       23.5       39.4       11.4       21.2       19.6       29.7
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders - Futures Only, July 23, 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  : 1,687,887:   301,464    365,623     18,546  1,139,587  1,159,190  1,459,597  1,543,359:   228,290    144,528
Old  : 1,687,887:   301,464    365,623     18,546  1,139,587  1,159,190  1,459,597  1,543,359:   228,290    144,528
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :   -10,921:    -6,110     10,899      4,398    -14,181    -20,044    -15,893     -4,747:     4,972     -6,174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       21.7        1.1       67.5       68.7       86.5       91.4:      13.5        8.6
Old  :     100.0:      17.9       21.7        1.1       67.5       68.7       86.5       91.4:      13.5        8.6
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  :       228:        27         39         21        111        116        153        161:
Old  :       228:        27         39         21        111        116        153        161:
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  :                 22.5       25.8       36.8       39.0       21.7       23.9       35.8       36.6
Old  :                 22.5       25.8       36.8       39.0       21.7       23.9       35.8       36.6
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 - Futures Only, July 23, 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  : 1,659,463:   145,537    556,734      8,382  1,324,375    934,382  1,478,294  1,499,498:   181,169    159,965
Old  : 1,659,463:   145,537    556,734      8,382  1,324,375    934,382  1,478,294  1,499,498:   181,169    159,965
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :   -26,948:    -1,066     -9,267      2,582    -33,120    -17,478    -31,604    -24,163:     4,656     -2,785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       33.5        0.5       79.8       56.3       89.1       90.4:      10.9        9.6
Old  :     100.0:       8.8       33.5        0.5       79.8       56.3       89.1       90.4:      10.9        9.6
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  :       187:        15         30         12        104         99        125        135:
Old  :       187:        15         30         12        104         99        125        135:
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  :                 22.4       38.3       37.9       51.2       20.9       38.2       32.7       47.5
Old  :                 22.4       38.3       37.9       51.2       20.9       38.2       32.7       47.5
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 - Futures Only, July 23, 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  :   534,537:   125,500    101,600    130,091    229,711    271,247    485,302    502,938:    49,235     31,599
Old  :   117,141:    61,037     26,195      5,286     37,430     76,059    103,753    107,540:    13,388      9,601
Other:   417,396:   114,914    125,856     74,354    192,281    195,188    381,549    395,398:    35,847     21,998
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :     1,468:    -5,694      4,030     -2,430      8,822       -344        698      1,256:       770        212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       19.0       24.3       43.0       50.7       90.8       94.1:       9.2        5.9
Old  :     100.0:      52.1       22.4        4.5       32.0       64.9       88.6       91.8:      11.4        8.2
Other:     100.0:      27.5       30.2       17.8       46.1       46.8       91.4       94.7:       8.6        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       333:        93         79        103        123        103        271        252:
Old  :       218:        57         42         28         77         81        141        144:
Other:       313:        90         89         86        111         79        246        213:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       24.3       18.8       35.6        8.8       23.2       15.6       31.8
Old  :                 27.9       25.7       35.7       36.0       27.1       25.5       34.8       35.7
Other:                 11.1       24.9       19.7       38.0       10.8       24.4       18.8       36.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 23, 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  :    10,032:     3,070      3,533        215      4,920      5,027      8,205      8,775:     1,827      1,257
Old  :    10,032:     3,070      3,533        215      4,920      5,027      8,205      8,775:     1,827      1,257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :       950:       252        948         86        577       -224        915        810:        35        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       35.2        2.1       49.0       50.1       81.8       87.5:      18.2       12.5
Old  :     100.0:      30.6       35.2        2.1       49.0       50.1       81.8       87.5:      18.2       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  :        61:        19         14          6         17         12         38         31:
Old  :        61:        19         14          6         17         12         38         31:
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  :                 24.6       45.1       43.6       61.3       24.6       44.0       42.6       60.2
Old  :                 24.6       45.1       43.6       61.3       24.6       44.0       42.6       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders - Futures Only, July 23, 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  : 4,438,782:   701,144  1,842,537    122,067  3,330,726  2,353,933  4,153,937  4,318,537:   284,845    120,245
Old  : 4,438,782:   701,144  1,842,537    122,067  3,330,726  2,353,933  4,153,937  4,318,537:   284,845    120,245
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :     4,874:     8,045    -35,549     31,055    -25,060      9,349     14,040      4,855:    -9,166         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       41.5        2.8       75.0       53.0       93.6       97.3:       6.4        2.7
Old  :     100.0:      15.8       41.5        2.8       75.0       53.0       93.6       97.3:       6.4        2.7
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  :       499:       116         54         32        263        177        396        246:
Old  :       499:       116         54         32        263        177        396        246:
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  :                 19.8       29.2       27.1       43.6       18.1       29.1       24.5       43.4
Old  :                 19.8       29.2       27.1       43.6       18.1       29.1       24.5       43.4
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 - Futures Only, July 23, 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  : 4,585,511:   387,445  1,029,374     92,890  3,630,777  3,103,217  4,111,112  4,225,481:   474,399    360,030
Old  : 4,585,511:   387,445  1,029,374     92,890  3,630,777  3,103,217  4,111,112  4,225,481:   474,399    360,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :    29,028:     8,914     13,357     -7,978     15,863     25,950     16,799     31,329:    12,229     -2,301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       22.4        2.0       79.2       67.7       89.7       92.1:      10.3        7.9
Old  :     100.0:       8.4       22.4        2.0       79.2       67.7       89.7       92.1:      10.3        7.9
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  :       404:        58         66         40        218        185        299        268:
Old  :       404:        58         66         40        218        185        299        268:
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  :                 21.9       21.3       31.4       30.8       19.4       20.6       26.9       29.7
Old  :                 21.9       21.3       31.4       30.8       19.4       20.6       26.9       29.7
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 - Futures Only, July 23, 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  : 2,085,826:   253,564    369,013     29,399  1,593,669  1,418,074  1,876,632  1,816,486:   209,194    269,340
Old  : 2,085,826:   253,564    369,013     29,399  1,593,669  1,418,074  1,876,632  1,816,486:   209,194    269,340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :       933:    -4,562    -15,693     -1,025      1,013     17,306     -4,574        588:     5,507        345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       17.7        1.4       76.4       68.0       90.0       87.1:      10.0       12.9
Old  :     100.0:      12.2       17.7        1.4       76.4       68.0       90.0       87.1:      10.0       12.9
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  :       196:        27         19         17        109        112        143        141:
Old  :       196:        27         19         17        109        112        143        141:
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  :                 31.7       21.8       45.8       33.4       25.4       16.8       35.6       25.6
Old  :                 31.7       21.8       45.8       33.4       25.4       16.8       35.6       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                                                            Code-04360Y
Commitments of Traders - Futures Only, July 23, 2024                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 x Index Points                                                        :
     :          :                                                                            :
All  :     3,938:       627        851      1,850        645          0      3,122      2,701:       816      1,237
Old  :     3,938:       627        851      1,850        645          0      3,122      2,701:       816      1,237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :       500:      -578         44        488        645        -87        555        445:       -55         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       21.6       47.0       16.4        0.0       79.3       68.6:      20.7       31.4
Old  :     100.0:      15.9       21.6       47.0       16.4        0.0       79.3       68.6:      20.7       31.4
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:         4         17          3          1          0          6         20:
Old  :        23:         4         17          3          1          0          6         20:
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  :                 77.3       51.4       79.3       56.8       31.3        8.3       32.3       13.4
Old  :                 77.3       51.4       79.3       56.8       31.3        8.3       32.3       13.4
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 - Futures Only, July 23, 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  : 6,455,578:   498,393  2,021,654     97,946  5,399,400  4,071,986  5,995,739  6,191,586:   459,839    263,992
Old  : 6,455,578:   498,393  2,021,654     97,946  5,399,400  4,071,986  5,995,739  6,191,586:   459,839    263,992
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :   -47,470:     3,520    -49,393     -1,316    -64,762     27,941    -62,558    -22,768:    15,088    -24,702
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       31.3        1.5       83.6       63.1       92.9       95.9:       7.1        4.1
Old  :     100.0:       7.7       31.3        1.5       83.6       63.1       92.9       95.9:       7.1        4.1
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  :       427:        67         52         30        238        191        320        258:
Old  :       427:        67         52         30        238        191        320        258:
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  :                 23.1       21.5       33.1       35.1       19.6       21.4       28.5       35.0
Old  :                 23.1       21.5       33.1       35.1       19.6       21.4       28.5       35.0
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 - Futures Only, July 23, 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  : 1,873,932:   265,756    402,777    285,571  1,278,270  1,147,053  1,829,597  1,835,401:    44,335     38,531
Old  : 1,873,932:   265,756    402,777    285,571  1,278,270  1,147,053  1,829,597  1,835,401:    44,335     38,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :    10,970:   -11,654     39,953    -17,936     37,465    -16,447      7,875      5,570:     3,095      5,400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       21.5       15.2       68.2       61.2       97.6       97.9:       2.4        2.1
Old  :     100.0:      14.2       21.5       15.2       68.2       61.2       97.6       97.9:       2.4        2.1
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  :       185:        27         43         48         97         96        155        157:
Old  :       185:        27         43         48         97         96        155        157:
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  :                 29.5       21.1       41.2       32.6       24.2       15.6       32.2       22.9
Old  :                 29.5       21.1       41.2       32.6       24.2       15.6       32.2       22.9
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 - Futures Only, July 23, 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  :    91,047:    25,941     14,575      1,827     49,115     63,755     76,883     80,157:    14,164     10,890
Old  :    91,047:    25,941     14,575      1,827     49,115     63,755     76,883     80,157:    14,164     10,890
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :    -8,605:    -4,627       -752     -2,088     -1,129     -4,150     -7,844     -6,990:      -761     -1,615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       16.0        2.0       53.9       70.0       84.4       88.0:      15.6       12.0
Old  :     100.0:      28.5       16.0        2.0       53.9       70.0       84.4       88.0:      15.6       12.0
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  :        90:        21         19         15         32         26         62         52:
Old  :        90:        21         19         15         32         26         62         52:
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  :                 41.1       41.4       52.7       59.2       40.8       40.7       52.3       58.5
Old  :                 41.1       41.4       52.7       59.2       40.8       40.7       52.3       58.5
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 - Futures Only, July 23, 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  :    91,047:    25,941     14,575      1,827     49,115     63,755     76,883     80,157:    14,164     10,890
Old  :    91,047:    25,941     14,575      1,827     49,115     63,755     76,883     80,157:    14,164     10,890
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :    -8,605:    -4,627       -752     -2,088     -1,129     -4,150     -7,844     -6,990:      -761     -1,615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       16.0        2.0       53.9       70.0       84.4       88.0:      15.6       12.0
Old  :     100.0:      28.5       16.0        2.0       53.9       70.0       84.4       88.0:      15.6       12.0
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  :        90:        21         19         15         32         26         62         52:
Old  :        90:        21         19         15         32         26         62         52:
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  :                 41.1       41.4       52.7       59.2       40.8       40.7       52.3       58.5
Old  :                 41.1       41.4       52.7       59.2       40.8       40.7       52.3       58.5
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 - Futures Only, July 23, 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  :    46,993:     1,692        737          0     41,592     45,623     43,284     46,360:     3,709        633
Old  :    46,993:     1,692        737          0     41,592     45,623     43,284     46,360:     3,709        633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :    -1,455:     1,382       -280          0     -3,435       -301     -2,053       -581:       598       -874
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        1.6        0.0       88.5       97.1       92.1       98.7:       7.9        1.3
Old  :     100.0:       3.6        1.6        0.0       88.5       97.1       92.1       98.7:       7.9        1.3
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  :        38:         1          3          0         26         11         27         14:
Old  :        38:         1          3          0         26         11         27         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  :                 40.0       71.5       61.1       94.7       38.2       71.5       59.2       93.3
Old  :                 40.0       71.5       61.1       94.7       38.2       71.5       59.2       93.3
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 - Futures Only, July 23, 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  :   170,772:    18,541     25,720        325    151,574    144,590    170,440    170,635:       332        137
Old  :   170,772:    18,541     25,720        325    151,574    144,590    170,440    170,635:       332        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :        48:       321        294       -266         -2          0         53         28:        -5         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       15.1        0.2       88.8       84.7       99.8       99.9:       0.2        0.1
Old  :     100.0:      10.9       15.1        0.2       88.8       84.7       99.8       99.9:       0.2        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  :        51:        26         16          3          7          3         34         21:
Old  :        51:        26         16          3          7          3         34         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  :                 91.1       90.8       94.7       98.0       91.1       90.8       94.7       97.8
Old  :                 91.1       90.8       94.7       98.0       91.1       90.8       94.7       97.8
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 - Futures Only, July 23, 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  :    26,057:    19,085     18,453      6,962          0        631     26,047     26,046:        10         11
Old  :    26,057:    19,085     18,453      6,962          0        631     26,047     26,046:        10         11
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :       361:       578        578       -217          0          0        361        361:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.2       70.8       26.7        0.0        2.4      100.0      100.0:       0.0        0.0
Old  :     100.0:      73.2       70.8       26.7        0.0        2.4      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:         5         14          2          0          1          6         16:
Old  :        20:         5         14          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  :                 99.6       74.7      100.0       94.5       73.1       54.2       73.2       69.3
Old  :                 99.6       74.7      100.0       94.5       73.1       54.2       73.2       69.3
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 - Futures Only, July 23, 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  :   114,403:    67,323     67,342     47,058          0          0    114,381    114,400:        22          3
Old  :   114,403:    67,323     67,342     47,058          0          0    114,381    114,400:        22          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :     1,170:     1,170      1,170          0          0          0      1,170      1,170:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.8       58.9       41.1        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      58.8       58.9       41.1        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  :        33:        20         13          4          0          0         23         14:
Old  :        33:        20         13          4          0          0         23         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  :                 66.3       98.0       86.7       99.6       40.6       57.7       53.0       58.6
Old  :                 66.3       98.0       86.7       99.6       40.6       57.7       53.0       58.6
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 - Futures Only, July 23, 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  :    71,708:    62,894     55,028      8,793          0      7,815     71,687     71,636:        21         72
Old  :    71,708:    62,894     55,028      8,793          0      7,815     71,687     71,636:        21         72
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2024                        :
     :       871:       871        675          0          0        196        871        871:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.7       76.7       12.3        0.0       10.9      100.0       99.9:       0.0        0.1
Old  :     100.0:      87.7       76.7       12.3        0.0       10.9      100.0       99.9:       0.0        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  :        34:        13         19          3          0          2         15         22:
Old  :        34:        13         19          3          0          2         15         22:
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  :                 77.0       79.4       92.0       92.1       74.4       68.9       84.8       81.2
Old  :                 77.0       79.4       92.0       92.1       74.4       68.9       84.8       81.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 23, 2024