WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      451,363
COMMITMENTS
 119,390  175,824  142,437  155,111   97,200  416,939  415,461   34,424   35,901

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:       -394)
 -10,560   -1,076    8,802       46   -9,215   -1,712   -1,490    1,318    1,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5     39.0     31.6     34.4     21.5     92.4     92.0      7.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
      97      136      129       98       82      281      269                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      288,594
COMMITMENTS
  73,923  100,044   79,214  116,485   88,752  269,622  268,010   18,973   20,585

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     12,424)
   2,497     -680    3,890    6,436   10,331   12,823   13,541     -399   -1,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.6     34.7     27.4     40.4     30.8     93.4     92.9      6.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      57       83       72       74       83      177      194                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,961,433
COMMITMENTS
 278,436  488,113  707,971  768,749  554,898  1755156  1750983  206,277  210,450

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     46,783)
   1,956  -40,805   25,438   14,315   61,434   41,709   46,067    5,074      717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2     24.9     36.1     39.2     28.3     89.5     89.3     10.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      755)
     139      183      197      356      347      607      625                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      951,826
COMMITMENTS
  92,700  266,930  305,196  494,111  308,934  892,007  881,059   59,819   70,767

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     23,895)
  -2,133  -22,668   14,642    9,564   29,880   22,073   21,854    1,822    2,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7     28.0     32.1     51.9     32.5     93.7     92.6      6.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      521)
     113      168      199      193      195      436      445                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      595,795
COMMITMENTS
 110,605  145,625  185,340  269,504  237,226  565,449  568,191   30,346   27,604

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     12,861)
   4,759  -13,377   14,539   -7,553   12,870   11,745   14,032    1,116   -1,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6     24.4     31.1     45.2     39.8     94.9     95.4      5.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
      92       95      115      108      101      268      254                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,663,317
COMMITMENTS
 230,429  283,263  127,636  1096025  1100592  1454089  1511491  209,228  151,826

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     24,312)
    -313    5,989  -16,381   49,310   42,012   32,617   31,621   -8,304   -7,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     17.0      7.7     65.9     66.2     87.4     90.9     12.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      29       34       43      127      123      181      175                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,590,631
COMMITMENTS
 136,592  453,049    8,838  1271662  968,624  1417092  1430511  173,539  160,120

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:    -14,257)
  -5,393  -10,190   -4,257   -3,728    2,380  -13,378  -12,066     -880   -2,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6     28.5      0.6     79.9     60.9     89.1     89.9     10.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      13       22       14      104       92      126      119                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      535,541
COMMITMENTS
  78,791  139,286  151,569  254,863  213,199  485,223  504,054   50,318   31,488

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     -5,380)
  -4,529   -4,403    3,352   -4,852   -2,513   -6,030   -3,565      650   -1,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     26.0     28.3     47.6     39.8     90.6     94.1      9.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
      79       95      109      148      123      297      268                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,188
COMMITMENTS
   5,532    1,309      699    3,242    9,266    9,474   11,274    2,714      914

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:       -445)
    -841      245      115      579     -644     -147     -284     -297     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.4     10.7      5.7     26.6     76.0     77.7     92.5     22.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      31        5        8       19       21       53       31                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    3,703,993
COMMITMENTS
 420,249  1364293   98,602  2930568  2106924  3449419  3569818  254,574  134,175

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     39,992)
  42,064  -20,336    9,623  -20,347   48,858   31,340   38,145    8,652    1,847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3     36.8      2.7     79.1     56.9     93.1     96.4      6.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      464)
      89       67       46      243      185      360      270                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,015,594
COMMITMENTS
 456,840  993,517  529,295  3617846  3117413  4603981  4640224  411,614  375,370

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     41,685)
  44,281  -58,352    2,961   27,435  132,910   74,677   77,518  -32,992  -35,833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     19.8     10.6     72.1     62.2     91.8     92.5      8.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      415)
      68       71       75      240      208      343      319                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,039,362
COMMITMENTS
 291,142  424,736   36,906  1505313  1299220  1833362  1760862  206,000  278,500

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:    -48,931)
  15,319  -36,528   -4,855  -58,687   -6,744  -48,222  -48,126     -709     -805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3     20.8      1.8     73.8     63.7     89.9     86.3     10.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      26       24       19      100      123      134      158                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,160,976
COMMITMENTS
 345,614  1620525  283,517  5119675  3954090  5748806  5858132  412,170  302,845

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     26,195)
   2,525  -36,928   26,958     -909   38,704   28,574   28,733   -2,379   -2,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6     26.3      4.6     83.1     64.2     93.3     95.1      6.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
      66       51       56      231      201      324      281                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,795,770
COMMITMENTS
 130,033  325,783  267,164  1361057  1166776  1758254  1759723   37,516   36,047

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:    170,675)
  14,502   24,682   23,016  134,913  124,208  172,431  171,906   -1,756   -1,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2     18.1     14.9     75.8     65.0     97.9     98.0      2.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      25       41       46       80       75      136      134                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      115,089
COMMITMENTS
  31,031   14,014   10,214   56,982   75,692   98,227   99,920   16,862   15,169

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     13,720)
     346   -1,227    8,566    3,505    4,264   12,416   11,602    1,304    2,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0     12.2      8.9     49.5     65.8     85.3     86.8     14.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      39       29       22       34       32       88       69                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      112,394
COMMITMENTS
  30,251   14,576    9,111   56,895   74,704   96,257   98,391   16,137   14,003

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     13,202)
     808     -280    7,522    3,506    3,992   11,836   11,234    1,366    1,968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     13.0      8.1     50.6     66.5     85.6     87.5     14.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      31       24       17       31       30       74       60                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       77,020
COMMITMENTS
       0    6,964        0   73,897   68,810   73,897   75,774    3,123    1,246

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:     23,054)
       0      922        0   22,463   21,814   22,463   22,736      591      318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.0      0.0     95.9     89.3     95.9     98.4      4.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        5        0       27       16       27       21                  
 
 
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE                   Code-124608
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX)                                  OPEN INTEREST:       26,953
COMMITMENTS
  18,321    4,903      507      869    9,880   19,697   15,290    7,256   11,663

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:      5,174)
   5,331      485      484      -13    2,712    5,802    3,681     -628    1,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    68.0     18.2      1.9      3.2     36.7     73.1     56.7     26.9     43.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      11        8        6        3        3       17       14                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       98,207
COMMITMENTS
  11,457   19,549    2,036   84,379   76,557   97,872   98,142      335       65

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:      2,299)
     129      280    1,995      181        0    2,305    2,275       -6       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     19.9      2.1     85.9     78.0     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      20       12        4        6        1       27       16                  
 
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-342603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       20,610
COMMITMENTS
  15,830   14,142    4,774        0    1,693   20,604   20,609        6        1

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    76.8     68.6     23.2      0.0      8.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6       13        2        0        1        6       16                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       81,186
COMMITMENTS
  28,736   28,728   52,437        0        0   81,173   81,165       13       21

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:        827)
     564      558      263        0        0      827      821        0        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.4     35.4     64.6      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      16       10        5        0        0       19       12                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       41,407
COMMITMENTS
  27,703   19,110   13,693        0    8,527   41,396   41,330       11       77

CHANGES FROM 03/05/24 (CHANGE IN OPEN INTEREST:        684)
  -2,189       88    2,873        0   -2,277      684      684        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.9     46.2     33.1      0.0     20.6    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      12       16        5        0        1       15       19                  



Updated March 12, 2024