WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   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  :   424,000:   112,647     86,563    131,639    146,408    168,745    390,693    386,947:    33,307     37,053
Old  :   408,557:   109,107     92,081    123,588    145,018    159,045    377,713    374,714:    30,844     33,843
Other:    15,443:    10,122      1,064      1,469      1,390      9,700     12,980     12,233:     2,463      3,211
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :    -1,804:      -295     -1,977     -1,880     -2,498      1,053     -4,672     -2,804:     2,868      1,000
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       20.4       31.0       34.5       39.8       92.1       91.3:       7.9        8.7
Old  :     100.0:      26.7       22.5       30.2       35.5       38.9       92.5       91.7:       7.5        8.3
Other:     100.0:      65.5        6.9        9.5        9.0       62.8       84.1       79.2:      15.9       20.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:       123         84        126         98        126        287        275:
Old  :       353:       122         83        123         95        125        280        273:
Other:       110:        21         17         14         19         61         45         89:
     :----------------------------------------------------------------------------------------------------
     :             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       13.4       24.7       21.6       12.7        8.7       21.3       15.2
Old  :                 15.3       13.9       25.5       22.2       13.3        9.2       21.8       15.7
Other:                 44.4       31.1       61.5       42.7       43.6       30.6       58.2       40.1
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   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  :   197,589:    59,395     21,141     42,486     71,215    112,359    173,095    175,986:    24,494     21,603
Old  :   192,598:    58,512     21,892     40,335     70,340    110,269    169,186    172,495:    23,412     20,103
Other:     4,991:     1,835        202      1,199        875      2,090      3,909      3,491:     1,081      1,500
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :     3,789:    -1,250     -1,785      3,973       -377        780      2,347      2,968:     1,442        822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       10.7       21.5       36.0       56.9       87.6       89.1:      12.4       10.9
Old  :     100.0:      30.4       11.4       20.9       36.5       57.3       87.8       89.6:      12.2       10.4
Other:     100.0:      36.8        4.0       24.0       17.5       41.9       78.3       69.9:      21.7       30.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:        67         44         66         80         95        183        174:
Old  :       231:        67         46         64         78         95        179        174:
Other:        80:        14         10          9         15         48         31         66:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.4       20.1       23.8       30.1       12.7       17.8       20.0       25.4
Old  :                 15.7       20.4       24.1       30.6       13.1       18.1       20.5       25.7
Other:                 41.1       27.1       60.2       40.6       32.2       18.6       45.5       25.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,168,588:   513,217     77,900    653,207    801,384  1,190,649  1,967,808  1,921,756:   200,780    246,833
Old  : 1,143,586:   330,415    123,551    273,941    445,734    645,060  1,050,090  1,042,552:    93,495    101,033
Other: 1,025,003:   266,410     37,957    295,657    355,650    545,588    917,717    879,203:   107,285    145,799
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :    -4,310:   -24,828      6,396     29,881       -572    -38,443      4,482     -2,166:    -8,792     -2,144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7        3.6       30.1       37.0       54.9       90.7       88.6:       9.3       11.4
Old  :     100.0:      28.9       10.8       24.0       39.0       56.4       91.8       91.2:       8.2        8.8
Other:     100.0:      26.0        3.7       28.8       34.7       53.2       89.5       85.8:      10.5       14.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       913:       267        108        229        384        483        733        747:
Old  :       818:       195        121        167        308        433        581        647:
Other:       769:       198         77        141        302        430        541        610:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       12.9       22.8       20.9       10.1        8.2       15.5       12.8
Old  :                 13.5       11.7       23.3       19.8       12.0        9.1       19.4       14.9
Other:                 16.1       15.9       25.6       23.8       10.7        8.5       17.0       13.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   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  :   895,823:   191,470     50,252    241,103    404,197    516,937    836,771    808,293:    59,052     87,530
Old  :   440,727:   115,633     48,976    100,350    193,024    259,891    409,006    409,217:    31,721     31,510
Other:   455,096:   102,135     27,574    114,456    211,173    257,046    427,764    399,076:    27,331     56,020
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :     7,150:   -18,602      3,011     12,593     15,405     -8,385      9,395      7,219:    -2,245        -69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        5.6       26.9       45.1       57.7       93.4       90.2:       6.6        9.8
Old  :     100.0:      26.2       11.1       22.8       43.8       59.0       92.8       92.9:       7.2        7.1
Other:     100.0:      22.4        6.1       25.1       46.4       56.5       94.0       87.7:       6.0       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       614:       188        108        185        216        280        479        509:
Old  :       559:       169         94        110        165        238        365        413:
Other:       511:       124         98        114        166        246        347        410:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       14.6       20.9       23.8        8.5        8.5       13.5       12.5
Old  :                 15.3       19.7       27.2       28.8       13.8       13.5       22.4       19.4
Other:                 13.6       17.6       23.3       25.8       11.4       13.4       18.3       17.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    26,735:    17,392        600        149         71      9,535     17,612     10,284:     9,123     16,451
Old  :     4,437:     3,266         55         90         71        604      3,427        749:     1,010      3,688
Other:    22,298:    14,126        545         59          0      8,931     14,185      9,535:     8,113     12,763
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :       494:       669         12         18         -2         48        685         78:      -191        416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.1        2.2        0.6        0.3       35.7       65.9       38.5:      34.1       61.5
Old  :     100.0:      73.6        1.2        2.0        1.6       13.6       77.2       16.9:      22.8       83.1
Other:     100.0:      63.4        2.4        0.3        0.0       40.1       63.6       42.8:      36.4       57.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          2          2          2         20          6         24:
Old  :        24:         4          1          1          2         19          6         21:
Other:        26:         4          2          2          0         20          4         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 65.6       18.5       65.9       25.6       65.1       18.5       65.1       25.6
Old  :                 75.6        8.7       77.2       13.0       73.6        8.0       74.7       11.7
Other:                 63.6       20.9       63.6       28.7       63.4       20.9       63.4       28.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   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  :   437,582:   115,369     17,548     91,134    191,893    308,141    398,396    416,823:    39,186     20,759
Old  :   265,933:    87,858     28,665     48,105    103,539    174,134    239,502    250,903:    26,432     15,030
Other:   171,649:    42,604      3,976     27,936     88,354    134,008    158,894    165,920:    12,754      5,729
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :    12,397:     1,757       -887      6,125      3,209      9,900     11,091     15,138:     1,306     -2,741
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        4.0       20.8       43.9       70.4       91.0       95.3:       9.0        4.7
Old  :     100.0:      33.0       10.8       18.1       38.9       65.5       90.1       94.3:       9.9        5.7
Other:     100.0:      24.8        2.3       16.3       51.5       78.1       92.6       96.7:       7.4        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:       110         35         75         90        108        225        196:
Old  :       266:        93         49         55         80         99        199        177:
Other:       189:        64         22         37         69         73        148        119:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.0       28.3       20.6       40.7       10.0       25.2       15.4       33.8
Old  :                 11.8       24.5       20.2       34.9        9.1       21.0       15.9       27.9
Other:                 16.4       35.8       29.9       52.4       15.7       33.5       26.0       46.4
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,376,183:   131,241    102,658    143,007    933,309    948,347  1,207,557  1,194,012:   168,627    182,172
Old  : 1,376,183:   131,241    102,658    143,007    933,309    948,347  1,207,557  1,194,012:   168,627    182,172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :    51,476:       919        -35     26,843     20,193     28,680     47,955     55,488:     3,521     -4,012
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        7.5       10.4       67.8       68.9       87.7       86.8:      12.3       13.2
Old  :     100.0:       9.5        7.5       10.4       67.8       68.9       87.7       86.8:      12.3       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        27         30         31        114        117        157        162:
Old  :       194:        27         30         31        114        117        157        162:
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  :                 20.2       27.0       31.6       38.6       16.4       24.3       26.2       31.2
Old  :                 20.2       27.0       31.6       38.6       16.4       24.3       26.2       31.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                                                                 Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,265,847:    45,084    356,628      5,915  1,069,894    779,239  1,120,893  1,141,783:   144,954    124,065
Old  : 1,265,847:    45,084    356,628      5,915  1,069,894    779,239  1,120,893  1,141,783:   144,954    124,065
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :   -12,020:     1,567     -6,089     -5,014     -3,916      4,233     -7,363     -6,870:    -4,658     -5,151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       28.2        0.5       84.5       61.6       88.5       90.2:      11.5        9.8
Old  :     100.0:       3.6       28.2        0.5       84.5       61.6       88.5       90.2:      11.5        9.8
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  :       153:        14         20          7         96         88        115        110:
Old  :       153:        14         20          7         96         88        115        110:
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  :                 20.6       30.6       36.6       49.1       18.1       30.6       32.3       46.3
Old  :                 20.6       30.6       36.6       49.1       18.1       30.6       32.3       46.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   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  :   409,858:    97,254     26,771     73,506    188,599    285,719    359,359    385,996:    50,499     23,862
Old  :   240,475:    67,458     37,656     30,436    110,107    155,296    208,002    223,388:    32,473     17,087
Other:   169,383:    45,924      5,243     26,942     78,491    130,423    151,358    162,608:    18,026      6,775
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :      -423:   -12,910      5,991      6,928      4,653    -10,749     -1,329      2,170:       906     -2,593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7        6.5       17.9       46.0       69.7       87.7       94.2:      12.3        5.8
Old  :     100.0:      28.1       15.7       12.7       45.8       64.6       86.5       92.9:      13.5        7.1
Other:     100.0:      27.1        3.1       15.9       46.3       77.0       89.4       96.0:      10.6        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       269:        84         47         67        108        104        227        186:
Old  :       262:        80         48         47         98         95        199        169:
Other:       187:        49         31         35         85         70        158        113:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.1       30.6       19.5       41.9       10.5       28.6       17.1       37.9
Old  :                 11.6       26.1       19.7       36.9       10.4       24.7       18.1       34.6
Other:                 15.6       38.0       25.3       53.1       15.1       36.6       23.0       47.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   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  :    11,657:     2,548      1,441        967      5,281      8,449      8,796     10,857:     2,861        800
Old  :     8,282:     2,295      1,482        259      3,814      5,954      6,368      7,696:     1,914        586
Other:     3,375:       445        151        516      1,466      2,494      2,428      3,161:       947        214
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :      -208:       150        -60         -8       -134       -267          8       -336:      -216        128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       12.4        8.3       45.3       72.5       75.5       93.1:      24.5        6.9
Old  :     100.0:      27.7       17.9        3.1       46.1       71.9       76.9       92.9:      23.1        7.1
Other:     100.0:      13.2        4.5       15.3       43.5       73.9       71.9       93.7:      28.1        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        21          9          8         21         17         48         30:
Old  :        51:        18         11          5         12         13         33         26:
Other:        31:        10          2          4         15         11         26         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.8       53.5       42.6       67.7       30.0       51.5       38.1       63.1
Old  :                 42.3       53.5       53.4       71.4       42.3       52.2       52.7       69.3
Other:                 29.7       68.0       44.9       82.7       21.8       63.2       35.3       70.1
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,266,783:   275,199    401,026     98,756  1,751,846  1,550,888  2,125,801  2,050,669:   140,982    216,114
Old  : 2,266,783:   275,199    401,026     98,756  1,751,846  1,550,888  2,125,801  2,050,669:   140,982    216,114
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :    31,805:   -27,550    -29,517      9,375     43,011     86,959     24,837     66,817:     6,968    -35,012
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       17.7        4.4       77.3       68.4       93.8       90.5:       6.2        9.5
Old  :     100.0:      12.1       17.7        4.4       77.3       68.4       93.8       90.5:       6.2        9.5
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  :       370:        41         79         29        155        194        213        285:
Old  :       370:        41         79         29        155        194        213        285:
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  :                 28.1       19.8       39.8       28.4       23.7       15.8       30.4       21.3
Old  :                 28.1       19.8       39.8       28.4       23.7       15.8       30.4       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                                                   Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   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  : 4,588,758:   376,211    440,765    628,026  3,246,420  2,991,634  4,250,657  4,060,425:   338,102    528,334
Old  : 4,588,758:   376,211    440,765    628,026  3,246,420  2,991,634  4,250,657  4,060,425:   338,102    528,334
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :    89,268:   -15,351    -37,759    100,470     20,699     23,815    105,817     86,525:   -16,550      2,742
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        9.6       13.7       70.7       65.2       92.6       88.5:       7.4       11.5
Old  :     100.0:       8.2        9.6       13.7       70.7       65.2       92.6       88.5:       7.4       11.5
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  :       420:        61         82         77        229        212        338        323:
Old  :       420:        61         82         77        229        212        338        323:
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  :                 19.0       21.8       26.6       27.5       13.4       16.3       20.2       20.4
Old  :                 19.0       21.8       26.6       27.5       13.4       16.3       20.2       20.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                                                                  Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,248,046:    56,783    152,199     15,206  1,034,570    827,318  1,106,559    994,723:   141,487    253,323
Old  : 1,248,046:    56,783    152,199     15,206  1,034,570    827,318  1,106,559    994,723:   141,487    253,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :   -24,852:    -4,201    -19,507        271    -25,508     -7,422    -29,438    -26,658:     4,586      1,806
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       12.2        1.2       82.9       66.3       88.7       79.7:      11.3       20.3
Old  :     100.0:       4.5       12.2        1.2       82.9       66.3       88.7       79.7:      11.3       20.3
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  :       142:        13         20          9         85         92        104        115:
Old  :       142:        13         20          9         85         92        104        115:
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       16.8       43.9       28.1       29.1       13.4       41.0       22.5
Old  :                 29.5       16.8       43.9       28.1       29.1       13.4       41.0       22.5
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 with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   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  :     4,519:     1,168      3,016      1,159      1,074          0      3,401      4,175:     1,118        344
Old  :     4,519:     1,168      3,016      1,159      1,074          0      3,401      4,175:     1,118        344
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       66.7       25.6       23.8        0.0       75.3       92.4:      24.7        7.6
Old  :     100.0:      25.8       66.7       25.6       23.8        0.0       75.3       92.4:      24.7        7.6
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  :        21:        15          5          1          1          0         17          5:
Old  :        21:        15          5          1          1          0         17          5:
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  :                 59.6       91.7       67.5       92.4       36.7       66.0       43.1       66.7
Old  :                 59.6       91.7       67.5       92.4       36.7       66.0       43.1       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   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  : 4,232,696:   277,631    560,995    347,492  3,324,034  2,865,546  3,949,156  3,774,033:   283,540    458,663
Old  : 4,232,696:   277,631    560,995    347,492  3,324,034  2,865,546  3,949,156  3,774,033:   283,540    458,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :    -6,235:   -15,541    -17,957      8,160     -7,707     10,875    -15,087      1,079:     8,853     -7,313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       13.3        8.2       78.5       67.7       93.3       89.2:       6.7       10.8
Old  :     100.0:       6.6       13.3        8.2       78.5       67.7       93.3       89.2:       6.7       10.8
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  :       357:        48         63         52        188        194        262        283:
Old  :       357:        48         63         52        188        194        262        283:
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  :                 30.2       18.5       39.4       26.5       23.4       14.6       29.6       19.9
Old  :                 30.2       18.5       39.4       26.5       23.4       14.6       29.6       19.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FED FUNDS - CHICAGO BOARD OF TRADE                                                                      Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,750,404:   103,238     54,076    291,392  1,316,147  1,365,413  1,710,777  1,710,881:    39,627     39,523
Old  : 1,750,404:   103,238     54,076    291,392  1,316,147  1,365,413  1,710,777  1,710,881:    39,627     39,523
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :    88,335:    78,630    -25,785     19,362    -16,560     93,238     81,432     86,815:     6,903      1,520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        3.1       16.6       75.2       78.0       97.7       97.7:       2.3        2.3
Old  :     100.0:       5.9        3.1       16.6       75.2       78.0       97.7       97.7:       2.3        2.3
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  :       118:        25         14         31         73         74        109        108:
Old  :       118:        25         14         31         73         74        109        108:
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  :                 34.1       33.2       50.9       48.4       15.3       14.9       21.1       19.1
Old  :                 34.1       33.2       50.9       48.4       15.3       14.9       21.1       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    41,661:     6,629     18,159        126     27,976     16,243     34,731     34,528:     6,930      7,134
Old  :    41,661:     6,629     18,159        126     27,976     16,243     34,731     34,528:     6,930      7,134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :     1,776:        92      2,057       -525      1,677       -564      1,244        969:       532        808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       43.6        0.3       67.2       39.0       83.4       82.9:      16.6       17.1
Old  :     100.0:      15.9       43.6        0.3       67.2       39.0       83.4       82.9:      16.6       17.1
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  :        94:        19         26          7         29         28         50         59:
Old  :        94:        19         26          7         29         28         50         59:
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  :                 40.9       38.7       54.4       51.6       40.8       38.7       54.3       51.6
Old  :                 40.9       38.7       54.4       51.6       40.8       38.7       54.3       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                                                      Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   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  :    83,323:    13,259     36,318        252     55,952     32,486     69,462     69,056:    13,860     14,267
Old  :    83,323:    13,259     36,318        252     55,952     32,486     69,462     69,056:    13,860     14,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :     3,553:       184      4,114     -1,050      3,354     -1,128      2,488      1,937:     1,064      1,616
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       43.6        0.3       67.2       39.0       83.4       82.9:      16.6       17.1
Old  :     100.0:      15.9       43.6        0.3       67.2       39.0       83.4       82.9:      16.6       17.1
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  :        94:        19         26          7         29         28         50         59:
Old  :        94:        19         26          7         29         28         50         59:
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  :                 40.9       38.7       54.4       51.6       40.8       38.7       54.3       51.6
Old  :                 40.9       38.7       54.4       51.6       40.8       38.7       54.3       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   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  :    40,068:     3,473        425          0     32,979     38,393     36,452     38,818:     3,616      1,250
Old  :    40,068:     3,473        425          0     32,979     38,393     36,452     38,818:     3,616      1,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :     1,033:      -869          0        -13      2,129        777      1,247        764:      -214        269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        1.1        0.0       82.3       95.8       91.0       96.9:       9.0        3.1
Old  :     100.0:       8.7        1.1        0.0       82.3       95.8       91.0       96.9:       9.0        3.1
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  :        30:         5          1          0         18          9         23         10:
Old  :        30:         5          1          0         18          9         23         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       86.4       69.7       95.7       52.8       84.7       69.4       94.0
Old  :                 52.8       86.4       69.7       95.7       52.8       84.7       69.4       94.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                                                                  Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    34,464:    19,888     33,151      1,229     12,644          0     33,761     34,380:       703         84
Old  :    34,464:    19,888     33,151      1,229     12,644          0     33,761     34,380:       703         84
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :      -676:      -570       -661        -45        -21          0       -636       -706:       -40         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.7       96.2        3.6       36.7        0.0       98.0       99.8:       2.0        0.2
Old  :     100.0:      57.7       96.2        3.6       36.7        0.0       98.0       99.8:       2.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        27         13          3          5          0         34         14:
Old  :        45:        27         13          3          5          0         34         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  :                 60.6       72.9       80.9       93.3       60.5       72.9       78.2       92.6
Old  :                 60.6       72.9       80.9       93.3       60.5       72.9       78.2       92.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                                                               Code-342601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2022                              
-------------------------------------------------------------------------------------------------------------------
     :   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  :   151,991:   104,316     56,390     47,675          0     47,911    151,991    151,976:         0         15
Old  :   151,991:   104,316     56,390     47,675          0     47,911    151,991    151,976:         0         15
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2022                          :
     :       648:       188      1,159        460          0       -971        648        648:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.6       37.1       31.4        0.0       31.5      100.0      100.0:       0.0        0.0
Old  :     100.0:      68.6       37.1       31.4        0.0       31.5      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  :        21:         5         14          4          0          2          5         20:
Old  :        21:         5         14          4          0          2          5         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  :                 96.6       78.8      100.0       92.4       65.2       60.9       68.6       67.6
Old  :                 96.6       78.8      100.0       92.4       65.2       60.9       68.6       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 13, 2022