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