WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      391,304
COMMITMENTS
 118,774  181,671   99,709  141,027   79,441  359,510  360,821   31,794   30,483

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:     -7,052)
    -559    9,941  -10,446    3,978   -4,484   -7,027   -4,989      -25   -2,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     46.4     25.5     36.0     20.3     91.9     92.2      8.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      95      112      115       91       87      254      263                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      261,025
COMMITMENTS
  60,456  102,979   63,964  118,558   73,166  242,978  240,109   18,047   20,916

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:     -4,326)
  -2,787      280   -4,858    4,627    1,076   -3,018   -3,502   -1,308     -824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     39.5     24.5     45.4     28.0     93.1     92.0      6.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      62       74       70       69       66      173      170                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,520,896
COMMITMENTS
 278,571  483,428  396,320  688,963  474,793  1363854  1354541  157,042  166,355

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:    -36,684)
    -346   14,320  -41,649   10,967   -7,321  -31,028  -34,650   -5,656   -2,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     31.8     26.1     45.3     31.2     89.7     89.1     10.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      718)
     118      175      167      317      299      542      560                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,391
COMMITMENTS
     760    1,461       55    1,274    1,698    2,089    3,214    2,302    1,177

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:       -850)
      -7     -243     -184     -354     -141     -545     -568     -305     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     33.3      1.3     29.0     38.7     47.6     73.2     52.4     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        5        2        6        5       12       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      867,734
COMMITMENTS
  94,418  266,311  213,304  503,032  323,314  810,754  802,929   56,980   64,805

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:     35,693)
   3,453   16,869   13,964   18,180    4,114   35,597   34,947       96      746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     30.7     24.6     58.0     37.3     93.4     92.5      6.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      507)
     110      153      164      187      184      400      419                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      598,865
COMMITMENTS
 116,442  150,988  152,263  300,903  267,576  569,608  570,827   29,257   28,038

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:     19,807)
   4,196   28,110   -7,895   23,615     -818   19,916   19,397     -109      410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     25.2     25.4     50.2     44.7     95.1     95.3      4.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
      90       98       99      118      103      268      253                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,546,276
COMMITMENTS
 257,665  273,429   15,483  1077192  1101786  1350340  1390698  195,936  155,578

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:     19,126)
  29,008  -30,418   -1,050  -15,026   54,383   12,932   22,915    6,194   -3,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     17.7      1.0     69.7     71.3     87.3     89.9     12.7     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      32       39       21      104      113      149      160                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,608,471
COMMITMENTS
 138,661  433,461    3,005  1291687  998,607  1433353  1435073  175,118  173,398

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:      5,745)
     204     -851   -1,298    8,094   11,897    7,000    9,748   -1,255   -4,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     26.9      0.2     80.3     62.1     89.1     89.2     10.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      14       23        8       98       95      116      122                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      468,272
COMMITMENTS
 102,248  115,080   95,362  223,843  226,195  421,453  436,637   46,819   31,635

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:     -4,515)
  11,268    2,038  -12,811      511    5,809   -1,032   -4,964   -3,483      449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     24.6     20.4     47.8     48.3     90.0     93.2     10.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      78       72       91      141      115      273      242                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,361
COMMITMENTS
   2,428    1,556      238    3,893    5,366    6,559    7,160    1,802    1,201

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:       -661)
    -611   -1,104       57        7      614     -547     -433     -114     -228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     18.6      2.8     46.6     64.2     78.4     85.6     21.6     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      17        9        8       17       15       35       31                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,987,292
COMMITMENTS
 503,827  1450130   58,144  3161777  2346320  3723748  3854594  263,544  132,698

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:    127,750)
  23,019   23,032  -10,580  106,919  126,720  119,358  139,172    8,392  -11,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     36.4      1.5     79.3     58.8     93.4     96.7      6.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      481)
      99       62       30      252      173      366      250                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,435,697
COMMITMENTS
 533,604  895,643  126,269  3365808  3015802  4025681  4037714  410,016  397,983

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:     74,184)
  38,694 -106,152   30,052    3,076  152,431   71,822   76,331    2,362   -2,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     20.2      2.8     75.9     68.0     90.8     91.0      9.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
      62       76       47      196      198      282      297                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,062,118
COMMITMENTS
 267,202  480,801   31,243  1553846  1264582  1852291  1776626  209,827  285,492

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:     20,425)
 -20,127   34,049   -2,058   46,827  -10,260   24,642   21,731   -4,217   -1,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     23.3      1.5     75.4     61.3     89.8     86.2     10.2     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      31       28       17      104      114      144      150                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        4,298
COMMITMENTS
   2,919    1,388      178      170      535    3,267    2,101    1,031    2,197

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:       -664)
    -605      491      -51        0   -1,680     -656   -1,240       -8      576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.9     32.3      4.1      4.0     12.4     76.0     48.9     24.0     51.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5       25        3        1        1        8       28                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,016,477
COMMITMENTS
 461,614  1655836  122,540  5000703  3928190  5584857  5706566  431,620  309,911

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:    -53,913)
   7,878  -37,320  -10,248  -69,118   -6,494  -71,488  -54,062   17,575      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     27.5      2.0     83.1     65.3     92.8     94.8      7.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
      66       57       31      210      189      294      259                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,859,586
COMMITMENTS
 397,356  338,628  253,971  1164532  1226632  1815859  1819231   43,727   40,355

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:    -30,685)
  66,924  -22,500   -6,151  -98,135    3,752  -37,362  -24,899    6,677   -5,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     18.2     13.7     62.6     66.0     97.6     97.8      2.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      33       34       43       77       84      134      139                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       93,614
COMMITMENTS
  23,705   10,026    2,801   52,698   69,157   79,204   81,984   14,410   11,630

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:      1,130)
  -5,154   -1,872      702    5,406    3,467      954    2,297      176   -1,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     10.7      3.0     56.3     73.9     84.6     87.6     15.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      24       19        9       29       24       57       48                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       93,614
COMMITMENTS
  23,705   10,026    2,801   52,698   69,157   79,204   81,984   14,410   11,630

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:      1,130)
  -5,154   -1,872      702    5,406    3,467      954    2,297      176   -1,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     10.7      3.0     56.3     73.9     84.6     87.6     15.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      24       19        9       29       24       57       48                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       53,717
COMMITMENTS
     612    2,946        0   50,631   49,844   51,243   52,790    2,474      927

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:        -59)
     -25     -420        0      511      405      486      -15     -545      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      5.5      0.0     94.3     92.8     95.4     98.3      4.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        4        0       26       13       27       17                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       97,702
COMMITMENTS
  19,111   22,524      262   78,017   74,876   97,390   97,662      312       40

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:      1,762)
   2,028    1,751        0     -256        0    1,772    1,751      -10       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     23.1      0.3     79.9     76.6     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      27       10        2        6        1       35       11                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       68,560
COMMITMENTS
  20,587   20,598   47,956        0        0   68,543   68,554       17        6

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:       -715)
    -715     -715        0        0        0     -715     -715        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     30.0     69.9      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      14       10        4        0        0       17       11                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 04/16/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       39,621
COMMITMENTS
  28,799   21,944   10,802        0    6,793   39,601   39,539       20       82

CHANGES FROM 04/09/24 (CHANGE IN OPEN INTEREST:        992)
   1,064    1,966      -48        0     -926    1,016      992      -24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.7     55.4     27.3      0.0     17.1     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      12       14        3        0        1       13       17                  



Updated April 16, 2024