WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 361,387 COMMITMENTS 121,819 133,909 79,610 128,935 111,781 330,364 325,300 31,023 36,087 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: 10,344) -2,345 -4,444 6,708 4,326 7,551 8,689 9,815 1,655 529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 37.1 22.0 35.7 30.9 91.4 90.0 8.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351) 103 104 109 97 105 265 261 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 241,237 COMMITMENTS 69,190 78,256 50,432 102,164 92,413 221,786 221,101 19,451 20,136 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: 8,680) -614 2,464 3,445 3,434 2,498 6,265 8,407 2,415 273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 32.4 20.9 42.4 38.3 91.9 91.7 8.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 69 62 58 81 86 182 179 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,467,170 COMMITMENTS 326,166 390,388 364,510 639,476 537,283 1330152 1292181 137,018 174,989 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: 45,263) -11,668 -13,741 39,190 16,038 17,934 43,560 43,383 1,703 1,880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 26.6 24.8 43.6 36.6 90.7 88.1 9.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 745) 157 137 167 309 305 560 537 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,630 COMMITMENTS 1,125 388 90 936 2,367 2,151 2,845 1,479 785 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: 267) 355 124 18 -28 225 345 367 -78 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 10.7 2.5 25.8 65.2 59.3 78.4 40.7 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 3 1 7 7 17 10 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 857,319 COMMITMENTS 118,946 212,377 171,349 522,610 407,211 812,905 790,937 44,414 66,382 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: 11,316) 7,573 -33,634 5,331 -3,437 36,802 9,467 8,499 1,849 2,817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 24.8 20.0 61.0 47.5 94.8 92.3 5.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557) 115 153 161 204 227 428 449 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 18,571 COMMITMENTS 14,884 854 652 33 4,956 15,569 6,462 3,002 12,109 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.1 4.6 3.5 0.2 26.7 83.8 34.8 16.2 65.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 3 4 3 8 12 15 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 537,905 COMMITMENTS 142,191 123,793 99,201 267,030 289,446 508,422 512,440 29,483 25,465 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: -17,403) 299 -26,996 -7,214 -10,746 18,338 -17,661 -15,872 258 -1,531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 23.0 18.4 49.6 53.8 94.5 95.3 5.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328) 101 79 103 112 103 263 243 UST BOND - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,755,961 COMMITMENTS 353,820 506,402 7,394 1143670 1103824 1504884 1617620 251,077 138,341 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: -1,689) -4,497 38,374 -1,750 1,390 -41,398 -4,857 -4,774 3,168 3,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 28.8 0.4 65.1 62.9 85.7 92.1 14.3 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 26 35 20 108 110 146 153 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,710,877 COMMITMENTS 178,425 444,804 8,084 1337926 1098979 1524435 1551867 186,442 159,010 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: -14,272) 1,969 -5,955 -4,475 2,203 -8,016 -303 -18,446 -13,969 4,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 26.0 0.5 78.2 64.2 89.1 90.7 10.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 16 21 9 114 93 134 119 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 527,234 COMMITMENTS 135,949 73,070 109,447 232,533 318,930 477,929 501,447 49,305 25,787 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: 5,728) 12,083 -7,508 4,665 -13,967 10,751 2,781 7,908 2,947 -2,180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 13.9 20.8 44.1 60.5 90.6 95.1 9.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 87 66 95 133 121 271 246 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,526 COMMITMENTS 2,604 1,312 334 5,220 6,712 8,158 8,358 1,368 1,168 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: 296) 468 -727 -27 -137 1,120 304 366 -8 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 13.8 3.5 54.8 70.5 85.6 87.7 14.4 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 20 11 6 27 16 52 30 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,473,020 COMMITMENTS 730,128 1776688 78,477 3375823 2515549 4184428 4370714 288,592 102,306 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: 158,679) 92,964 113,104 1,762 54,660 62,258 149,386 177,124 9,293 -18,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 39.7 1.8 75.5 56.2 93.5 97.7 6.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 463) 107 41 30 257 164 374 225 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,942,174 COMMITMENTS 467,828 1493106 72,739 3925429 3020784 4465996 4586629 476,178 355,545 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: 42,829) 36,789 -31,959 -5,496 14,720 53,929 46,013 16,474 -3,184 26,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 30.2 1.5 79.4 61.1 90.4 92.8 9.6 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394) 59 62 35 210 174 287 253 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,121,928 COMMITMENTS 333,430 371,109 12,729 1551322 1455562 1897481 1839400 224,447 282,528 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: 9,822) 7,467 -494 -1,110 -8,379 1,858 -2,022 254 11,844 9,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 17.5 0.6 73.1 68.6 89.4 86.7 10.6 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 21 28 14 98 120 128 153 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 4,286 COMMITMENTS 1,681 1,057 1,797 50 0 3,528 2,854 758 1,432 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: 644) -183 -1,333 1,715 -662 0 870 382 -226 262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 24.7 41.9 1.2 0.0 82.3 66.6 17.7 33.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 16 2 1 0 10 17 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,425,290 COMMITMENTS 587,823 2142255 67,612 5292601 3981190 5948036 6191057 477,254 234,233 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: 29,197) -19,717 -59,145 -5,207 32,372 112,288 7,448 47,936 21,749 -18,739 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 33.3 1.1 82.4 62.0 92.6 96.4 7.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411) 64 47 28 229 187 306 249 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 2,285,187 COMMITMENTS 506,691 290,831 564,873 1182918 1379762 2254482 2235466 30,705 49,721 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: 16,726) -58,010 -95,063 117,048 -32,981 8,026 26,057 30,011 -9,331 -13,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 12.7 24.7 51.8 60.4 98.7 97.8 1.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 31 35 41 86 99 141 151 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 87,645 COMMITMENTS 23,223 7,787 1,306 48,223 67,076 72,752 76,169 14,893 11,476 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: -13,889) 292 -2,091 -2,707 -7,558 -4,661 -9,973 -9,459 -3,916 -4,429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 8.9 1.5 55.0 76.5 83.0 86.9 17.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 27 14 11 31 25 60 48 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 87,645 COMMITMENTS 23,223 7,787 1,306 48,223 67,076 72,752 76,169 14,893 11,476 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: -10,486) 635 -187 -2,286 -7,533 -4,661 -9,184 -7,134 -1,302 -3,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 8.9 1.5 55.0 76.5 83.0 86.9 17.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 27 14 11 31 25 60 48 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 63,960 COMMITMENTS 1,602 2,244 0 58,855 60,992 60,457 63,236 3,503 724 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: -16,946) -159 -396 -182 -11,380 -14,088 -11,721 -14,666 -5,225 -2,280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 3.5 0.0 92.0 95.4 94.5 98.9 5.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 4 0 31 14 34 18 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 172,367 COMMITMENTS 17,373 28,985 39 154,575 143,200 171,987 172,224 380 143 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: -21,577) -9,652 -6,456 -11,799 -144 -3,302 -21,595 -21,557 18 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 16.8 0.0 89.7 83.1 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 26 20 1 7 2 34 22 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-342603 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 27,443 COMMITMENTS 19,253 17,871 8,180 0 1,348 27,433 27,399 10 44 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: -546) 1,531 163 -2,077 0 1,348 -546 -566 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.2 65.1 29.8 0.0 4.9 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 14 2 0 1 5 17 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 129,105 COMMITMENTS 81,484 81,479 47,601 0 0 129,085 129,080 20 25 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: -7,675) -1,639 -1,639 -6,036 0 0 -7,675 -7,675 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.1 63.1 36.9 0.0 0.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 22 11 5 0 0 26 12 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605 FUTURES ONLY POSITIONS AS OF 09/24/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 92,116 COMMITMENTS 80,581 73,262 11,516 0 7,263 92,097 92,041 19 75 CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST: -1,237) 1,564 985 -2,801 0 584 -1,237 -1,232 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 87.5 79.5 12.5 0.0 7.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 16 19 3 0 2 18 22
Updated September 27, 2024