WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      380,526
COMMITMENTS
 134,551  162,293   81,177  134,830  101,431  350,558  344,901   29,968   35,625

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:    -13,350)
  -4,974   -9,913   -2,059   -3,645   -1,130  -10,678  -13,102   -2,672     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     42.6     21.3     35.4     26.7     92.1     90.6      7.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
     102      114      108      100      103      263      271                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      243,056
COMMITMENTS
  69,930   86,201   51,276  104,613   84,967  225,819  222,444   17,237   20,612

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:       -878)
     886   -3,313     -725   -2,098    2,311   -1,937   -1,727    1,059      849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     35.5     21.1     43.0     35.0     92.9     91.5      7.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      64       73       56       81       77      176      176                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,359,772
COMMITMENTS
 335,231  425,714  287,634  605,741  482,835  1228606  1196183  131,166  163,589

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:    -93,197)
  17,579  -40,472  -60,486  -39,035   13,074  -81,942  -87,884  -11,255   -5,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     31.3     21.2     44.5     35.5     90.4     88.0      9.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      735)
     144      145      157      291      292      533      523                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,247
COMMITMENTS
     802    1,595      134    1,567    1,373    2,503    3,102    1,744    1,145

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:       -563)
      84     -279        6     -436       40     -346     -233     -217     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     37.6      3.2     36.9     32.3     58.9     73.0     41.1     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      10        9        3        9        8       20       19                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      828,616
COMMITMENTS
 111,107  273,132  139,198  538,620  354,044  788,925  766,374   39,691   62,242

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:     12,974)
   2,335  -19,906    1,490   18,012   32,383   21,837   13,967   -8,863     -993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     33.0     16.8     65.0     42.7     95.2     92.5      4.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      537)
     115      159      145      191      202      395      427                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      534,393
COMMITMENTS
 133,596  141,901   89,901  283,945  277,033  507,442  508,835   26,951   25,558

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:     -6,491)
   4,228  -17,260   -2,898   -4,561   14,718   -3,231   -5,440   -3,260   -1,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     26.6     16.8     53.1     51.8     95.0     95.2      5.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
      88       92       97      118       96      260      238                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,732,923
COMMITMENTS
 350,527  383,571   45,869  1092273  1177805  1488669  1607245  244,254  125,678

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:    -49,715)
   3,357   22,167   -2,055  -39,947  -37,286  -38,645  -17,174  -11,070  -32,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     22.1      2.6     63.0     68.0     85.9     92.7     14.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      26       38       18      109      108      145      154                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,684,223
COMMITMENTS
 159,543  399,745   17,521  1320086  1107256  1497150  1524522  187,073  159,701

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:   -131,749)
   1,616  -27,880   -7,202 -111,177  -70,338 -116,763 -105,420  -14,986  -26,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     23.7      1.0     78.4     65.7     88.9     90.5     11.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      15       18       12      105       87      127      110                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      522,847
COMMITMENTS
 122,853   93,838  108,626  242,812  293,472  474,291  495,936   48,556   26,911

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:     -8,427)
   4,676   -7,290  -11,019   -1,570   11,476   -7,913   -6,833     -514   -1,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     17.9     20.8     46.4     56.1     90.7     94.9      9.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      87       78       96      129      115      271      252                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,398
COMMITMENTS
   2,412    2,801      240    5,658    5,116    8,310    8,157    1,088    1,241

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:        553)
     190      313       76      550       31      816      420     -263      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     29.8      2.6     60.2     54.4     88.4     86.8     11.6     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      21       15        3       22       14       45       32                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,224,887
COMMITMENTS
 614,392  1596854   76,369  3261747  2447059  3952508  4120282  272,379  104,605

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:   -100,198)
  10,103  -36,545  -37,675  -35,060   -2,738  -62,632  -76,958  -37,566  -23,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     37.8      1.8     77.2     57.9     93.6     97.5      6.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      465)
     109       42       34      251      168      375      229                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,805,543
COMMITMENTS
 430,206  1433033   97,921  3782720  2935881  4310847  4466835  494,696  338,708

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:   -645,888)
   8,399   96,789 -339,433 -179,258 -270,901 -510,292 -513,545 -135,596 -132,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     29.8      2.0     78.7     61.1     89.7     93.0     10.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
      55       59       36      212      180      289      253                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,113,485
COMMITMENTS
 287,562  371,321   21,144  1588757  1460886  1897463  1853351  216,022  260,134

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:    -84,564)
  -9,833  -33,865  -52,396   -8,412    8,096  -70,641  -78,165  -13,923   -6,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     17.6      1.0     75.2     69.1     89.8     87.7     10.2     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      23       29       18      108      117      142      153                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,440,182
COMMITMENTS
 548,634  2267330   64,742  5348029  3872890  5961405  6204962  478,777  235,220

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:   -454,675)
   3,319   65,758 -179,549 -233,125 -252,636 -409,355 -366,427  -45,320  -88,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     35.2      1.0     83.0     60.1     92.6     96.3      7.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
      62       48       28      227      193      305      253                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,654,890
COMMITMENTS
 226,762  317,496  238,248  1163911  1057739  1628921  1613483   25,969   41,407

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:   -402,310)
  15,717  -80,214  -91,728 -317,891 -227,328 -393,902 -399,270   -8,408   -3,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     19.2     14.4     70.3     63.9     98.4     97.5      1.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      24       35       36       81       90      129      138                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       85,167
COMMITMENTS
  19,772   12,636    1,747   50,054   57,250   71,573   71,633   13,594   13,534

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:     -7,239)
  -2,227   -2,439     -608   -1,110   -4,350   -3,945   -7,396   -3,294      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     14.8      2.1     58.8     67.2     84.0     84.1     16.0     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21       19       11       32       27       59       51                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       85,167
COMMITMENTS
  19,772   12,636    1,747   50,054   57,250   71,573   71,633   13,594   13,534

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:     -4,492)
  -2,418   -1,185     -133   -1,085   -4,350   -3,636   -5,668     -856    1,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     14.8      2.1     58.8     67.2     84.0     84.1     16.0     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21       19       11       32       27       59       51                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       65,094
COMMITMENTS
   2,915    1,569        0   59,000   63,078   61,915   64,647    3,179      447

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:       -891)
    -830     -713        0     -158      168     -988     -545       97     -346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      2.4      0.0     90.6     96.9     95.1     99.3      4.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        4        0       30       11       34       15                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      183,529
COMMITMENTS
  26,466   35,170    3,595  153,032  144,586  183,093  183,351      436      178

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:      5,663)
   3,096    2,968    2,615      -92        0    5,619    5,583       44       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     19.2      2.0     83.4     78.8     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      29       18        4        7        2       38       22                  
 
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-342603
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       26,341
COMMITMENTS
  18,086   17,447    8,245        0      631   26,331   26,323       10       18

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:      1,175)
   1,175    1,175        0        0        0    1,175    1,175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.7     66.2     31.3      0.0      2.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6       15        3        0        1        6       19                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:      128,893
COMMITMENTS
  81,803   81,810   47,058        0        0  128,861  128,868       32       25

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:        385)
     385      385        0        0        0      385      385        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.5     63.5     36.5      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      21       11        4        0        0       24       12                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 09/03/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       86,634
COMMITMENTS
  78,144   71,147    8,461        0    6,940   86,605   86,548       29       86

CHANGES FROM 08/27/24 (CHANGE IN OPEN INTEREST:        545)
     389    1,962      146        0   -1,561      535      547       10       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    90.2     82.1      9.8      0.0      8.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15       19        3        0        2       17       22                  



Updated September 06, 2024