WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      566,358
COMMITMENTS
 111,541  116,925  223,623  193,662  186,608  528,826  527,155   37,532   39,203

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:    -11,878)
   6,291   -2,575  -10,674   -7,802    4,275  -12,185   -8,975      306   -2,904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7     20.6     39.5     34.2     32.9     93.4     93.1      6.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      415)
     150      110      148      105      124      332      309                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      352,142
COMMITMENTS
  71,664   55,276  139,086  118,896  136,206  329,646  330,568   22,497   21,574

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:      6,601)
  -1,046   -3,102    9,726   -2,797    1,628    5,883    8,252      718   -1,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4     15.7     39.5     33.8     38.7     93.6     93.9      6.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      80       73       99       84      100      219      223                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,364,856
COMMITMENTS
 422,900  226,546  872,254  880,145  1031151  2175299  2129952  189,557  234,904

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:    -61,023)
   8,504  -66,054  -50,751  -18,037   51,224  -60,284  -65,581     -739    4,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9      9.6     36.9     37.2     43.6     92.0     90.1      8.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      864)
     211      144      225      395      417      712      691                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,239,392
COMMITMENTS
 251,828   66,799  398,809  532,256  694,728  1182893  1160336   56,500   79,056

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:    -60,982)
  19,246  -12,773  -36,967  -43,578   -8,706  -61,300  -58,446      318   -2,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3      5.4     32.2     42.9     56.1     95.4     93.6      4.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      659)
     210      107      194      219      296      513      525                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       27,833
COMMITMENTS
  22,322    1,762      284        7   12,099   22,613   14,145    5,220   13,688

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:        261)
     575      418      -80       -2      668      493    1,006     -232     -745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    80.2      6.3      1.0      0.0     43.5     81.2     50.8     18.8     49.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        7        5        1       21        9       32                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      738,946
COMMITMENTS
 154,233   44,784  209,635  336,800  457,077  700,668  711,496   38,278   27,450

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:    -40,267)
 -20,786    1,767  -16,431   -1,761  -23,899  -38,978  -38,563   -1,289   -1,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9      6.1     28.4     45.6     61.9     94.8     96.3      5.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
     130       64      117      109      109      293      247                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,060,434
COMMITMENTS
 200,236  415,702  125,150  1483869  1372823  1809255  1913675  251,179  146,759

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:    -40,911)
    -637   28,427  -32,214    7,643  -21,947  -25,208  -25,735  -15,703  -15,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7     20.2      6.1     72.0     66.6     87.8     92.9     12.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      39       44       47      138      123      206      185                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,465,076
COMMITMENTS
 127,171  447,862   22,987  2116277  1803702  2266435  2274551  198,641  190,526

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:     13,083)
     511      -40   -4,670   27,160    7,337   23,001    2,626   -9,917   10,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2     18.2      0.9     85.9     73.2     91.9     92.3      8.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      18       32       18      122      115      152      153                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      675,462
COMMITMENTS
 170,702   57,412  178,799  271,408  409,230  620,909  645,442   54,553   30,020

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:     -8,785)
  -1,525  -11,548    1,470   -8,565    1,612   -8,620   -8,467     -165     -318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.3      8.5     26.5     40.2     60.6     91.9     95.6      8.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
     117       56      102      135      118      296      243                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,433
COMMITMENTS
   4,219    3,725    1,686    5,145    7,869   11,050   13,280    3,383    1,153

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:        -77)
    -130      125      -77     -107     -113     -315      -65      238      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.2     25.8     11.7     35.6     54.5     76.6     92.0     23.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      26       14       10       20       21       50       41                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,593,631
COMMITMENTS
 571,867  1694801  358,320  3445382  2371156  4375569  4424276  218,062  169,355

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:    119,789)
  82,017   41,866    7,865   38,166   57,718  128,048  107,449   -8,259   12,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4     36.9      7.8     75.0     51.6     95.3     96.3      4.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      503)
      76       86       61      252      234      363      346                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,428,473
COMMITMENTS
 481,718  1345033  790,264  4748218  3873403  6020199  6008700  408,274  419,773

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:    -11,168)
  25,377   80,055  -55,535   21,660  -35,245   -8,498  -10,725   -2,670     -443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     20.9     12.3     73.9     60.3     93.6     93.5      6.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      438)
      69       81       81      245      208      361      323                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,490,493
COMMITMENTS
 226,007  342,743   35,499  2012471  1820896  2273977  2199138  216,516  291,355

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:     57,658)
  21,132      -18   -3,700   31,293   60,179   48,725   56,461    8,933    1,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     13.8      1.4     80.8     73.1     91.3     88.3      8.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      26       38       19      115      131      150      179                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,608,994
COMMITMENTS
 562,708  1695035  396,282  5249921  4130611  6208911  6221928  400,083  387,066

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:     15,467)
  40,908  -97,744   28,371  -46,710   98,270   22,569   28,897   -7,102  -13,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5     25.6      6.0     79.4     62.5     93.9     94.1      6.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      453)
      64       68       57      250      236      346      329                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,688,322
COMMITMENTS
 451,950  764,497  462,503  1718935  1431926  2633388  2658926   54,934   29,396

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:    282,185)
 143,259   63,504   36,630  103,683  192,236  283,572  292,370   -1,387  -10,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8     28.4     17.2     63.9     53.3     98.0     98.9      2.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      55       31       51      105       97      183      160                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       87,504
COMMITMENTS
  25,899    6,308    4,582   40,824   65,554   71,304   76,444   16,200   11,060

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:      5,437)
   1,355   -4,301    3,833     -334    2,793    4,854    2,325      583    3,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.6      7.2      5.2     46.7     74.9     81.5     87.4     18.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      31       17       13       29       28       66       52                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       83,081
COMMITMENTS
  25,463    9,096    1,242   40,662   63,362   67,367   73,700   15,714    9,381

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:      1,014)
     919   -1,513      493     -496      601      916     -419       98    1,433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.6     10.9      1.5     48.9     76.3     81.1     88.7     18.9     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      25       13        8       28       27       56       45                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       64,021
COMMITMENTS
   6,741    1,499       69   54,260   61,767   61,070   63,335    2,951      686

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:       -622)
   1,297      -45     -124   -1,926       -7     -753     -176      131     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5      2.3      0.1     84.8     96.5     95.4     98.9      4.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7        2        1       34       16       42       18                  
 
 
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE                   Code-124608
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX)                                  OPEN INTEREST:       44,234
COMMITMENTS
  37,520    5,282      236    1,623   21,920   39,379   27,438    4,855   16,796

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    84.8     11.9      0.5      3.7     49.6     89.0     62.0     11.0     38.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        7        4        2        2       14       11                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      197,081
COMMITMENTS
 105,115  135,522    1,035   90,532   60,487  196,682  197,044      399       37

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:      2,091)
   1,985    2,080        0      165        0    2,150    2,080      -59       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.3     68.8      0.5     45.9     30.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      47       14        4       15        2       63       19                  
 
 
BLOOMBERG HY CREDIT FUTURES - CHICAGO BOARD OF TRADE                 Code-221605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($150 X INDEX)                                       OPEN INTEREST:        4,906
COMMITMENTS
   4,228      729        0      635    4,134    4,863    4,863       43       43

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:        -27)
     316      -45        0     -305        0       11      -45      -38       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    86.2     14.9      0.0     12.9     84.3     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        7        0        2        3       12       10                  
 
 
BLOOMBERG IG CREDIT FUTURES - CHICAGO BOARD OF TRADE                 Code-221606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($30 X INDEX)                                        OPEN INTEREST:        6,995
COMMITMENTS
   6,237    6,765       37      639      121    6,913    6,923       82       72

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:        394)
     389      398        0        0        0      389      398        5       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    89.2     96.7      0.5      9.1      1.7     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8       10        1        3        1       12       11                  
 
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-342603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100,000 USD notional principal)                     OPEN INTEREST:      179,959
COMMITMENTS
 103,665   98,547   76,104      190    5,284  179,959  179,935        0       24

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:     44,283)
  25,928   28,117   18,355        0   -2,168   44,283   44,304        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.6     54.8     42.3      0.1      2.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      13       33        6        2        5       18       41                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100,000 USD notional principal)                     OPEN INTEREST:      264,759
COMMITMENTS
 127,524  176,993   57,366   79,868   30,351  264,759  264,711        0       48

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:     -2,595)
  -4,705   -5,399    2,610     -500      185   -2,595   -2,604        0        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.2     66.9     21.7     30.2     11.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      34       19        8        5        4       42       28                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100,000 USD notional principal)                     OPEN INTEREST:      166,046
COMMITMENTS
 108,525   93,768   29,896   27,590   42,295  166,011  165,959       34       86

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:       -187)
  -3,109   -3,988    4,372   -1,450     -571     -186     -186        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.4     56.5     18.0     16.6     25.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      24       38        8        4        8       31       51                  
 
 
3 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/26          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       90,142
COMMITMENTS
  39,098   20,613   46,534    4,500   22,989   90,132   90,136       10        6

CHANGES FROM 07/21/26 (CHANGE IN OPEN INTEREST:     11,516)
  -8,484   -8,489   20,000        0        0   11,516   11,511        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.4     22.9     51.6      5.0     25.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5       17        6        1        5        8       26                  



Updated July 31, 2026