WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      398,544
COMMITMENTS
 108,406  122,120  113,854  146,209  127,776  368,469  363,750   30,075   34,794

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:      4,197)
  -3,354   -3,138    1,421    6,727    8,038    4,794    6,321     -597   -2,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     30.6     28.6     36.7     32.1     92.5     91.3      7.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
     108      100      121      102      113      283      272                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      242,322
COMMITMENTS
  61,430   55,487   61,665  101,786  103,368  224,881  220,520   17,441   21,802

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:     13,388)
  -1,264   -2,297    9,831    4,392    5,795   12,959   13,329      429       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     22.9     25.4     42.0     42.7     92.8     91.0      7.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      61       66       61       81       81      180      175                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,554,671
COMMITMENTS
 333,139  338,291  369,680  721,807  665,689  1424626  1373660  130,045  181,011

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:     60,005)
   9,499   50,722   -3,488   51,183   15,293   57,194   62,527    2,811   -2,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     21.8     23.8     46.4     42.8     91.6     88.4      8.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      759)
     162      131      173      312      337      564      578                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      948,228
COMMITMENTS
 154,755  220,134  175,107  569,890  475,740  899,752  870,981   48,476   77,247

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:     66,159)
  10,394   24,587   12,085   41,693   31,458   64,172   68,130    1,987   -1,971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     23.2     18.5     60.1     50.2     94.9     91.9      5.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      588)
     119      149      176      223      249      461      486                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       23,424
COMMITMENTS
  18,519      621    1,055      433    4,737   20,007    6,413    3,417   17,011

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:      1,086)
     319     -439      300      370     -652      989     -791       97    1,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.1      2.7      4.5      1.8     20.2     85.4     27.4     14.6     72.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        2        4        4        8       13       14                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      507,217
COMMITMENTS
 142,778   89,973   85,826  247,437  305,214  476,041  481,013   31,176   26,204

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:    -12,187)
  -7,980     -526   -2,255   -2,725   -6,991  -12,960   -9,772      773   -2,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     17.7     16.9     48.8     60.2     93.9     94.8      6.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     101       65       87      107       90      251      204                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,782,171
COMMITMENTS
 388,158  448,336   16,237  1148257  1178330  1552652  1642903  229,519  139,268

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:     18,107)
  25,618    9,621      979     -412    4,275   26,185   14,875   -8,078    3,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     25.2      0.9     64.4     66.1     87.1     92.2     12.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      26       39       19      112      112      149      159                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,727,303
COMMITMENTS
 164,282  485,508    2,877  1384793  1066251  1551952  1554636  175,351  172,667

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:     21,054)
  -8,574   30,401    1,313   33,738  -18,878   26,477   12,836   -5,423    8,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     28.1      0.2     80.2     61.7     89.8     90.0     10.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      12       24       11      111       91      130      119                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      563,780
COMMITMENTS
 147,108   85,223  122,992  239,351  328,173  509,451  536,388   54,329   27,392

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:      6,637)
 -13,883   24,079    9,216   11,468  -27,507    6,801    5,788     -164      849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     15.1     21.8     42.5     58.2     90.4     95.1      9.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
      87       76       92      122      110      262      237                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,265
COMMITMENTS
   2,846    1,154      367    4,566    6,671    7,779    8,192    1,486    1,073

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:       -393)
     198      -27      -91     -348     -424     -241     -542     -152      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     12.5      4.0     49.3     72.0     84.0     88.4     16.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      21        7        9       21       16       45       31                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,461,089
COMMITMENTS
 557,715  1899975   91,167  3535657  2372682  4184539  4363824  276,550   97,265

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:     20,060)
 -77,539   39,685   23,915   89,473  -38,606   35,849   24,994  -15,789   -4,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     42.6      2.0     79.3     53.2     93.8     97.8      6.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      472)
      99       45       34      268      164      382      228                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,704,588
COMMITMENTS
 477,930  1342995   84,597  3684020  2936659  4246547  4364251  458,041  340,337

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:   -125,407)
 -11,675 -106,739  -34,324  -62,009   -3,781 -108,008 -144,844  -17,399   19,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     28.5      1.8     78.3     62.4     90.3     92.8      9.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
      64       60       40      208      174      293      253                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,191,510
COMMITMENTS
 355,872  430,920   21,177  1610178  1458760  1987227  1910857  204,283  280,653

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:    -14,084)
   3,699   -3,720    9,075  -19,855  -15,825   -7,081  -10,470   -7,003   -3,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     19.7      1.0     73.5     66.6     90.7     87.2      9.3     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      22       29       13      105      126      136      159                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        3,890
COMMITMENTS
   2,837    1,339      402      116        0    3,355    1,741      535    2,149

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:        639)
     510      267      134       -4        0      640      401       -1      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.9     34.4     10.3      3.0      0.0     86.2     44.8     13.8     55.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8       18        2        2        0       10       20                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,229,963
COMMITMENTS
 452,589  2082613   91,798  5248489  3786609  5792876  5961020  437,087  268,943

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:    -31,541)
 -36,007   -6,308    5,850   25,117  -31,927   -5,040  -32,385  -26,501      844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     33.4      1.5     84.2     60.8     93.0     95.7      7.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      411)
      58       46       26      244      189      316      247                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,031,500
COMMITMENTS
 422,543  295,778  467,578  1109596  1214131  1999717  1977487   31,783   54,013

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:    -51,725)
 -58,588    6,118    9,470   49,989  -24,573      871   -8,985  -52,596  -42,740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     14.6     23.0     54.6     59.8     98.4     97.3      1.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      23       37       47       84       91      137      146                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       91,117
COMMITMENTS
  23,983   11,383    1,442   49,858   65,588   75,282   78,412   15,835   12,705

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:      6,386)
   3,398    5,084     -229    1,145    1,032    4,313    5,886    2,073      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     12.5      1.6     54.7     72.0     82.6     86.1     17.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      38       23       18       25       27       70       61                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       89,377
COMMITMENTS
  23,414   10,698    1,391   49,858   65,523   74,663   77,612   14,714   11,765

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:      4,646)
   2,829    4,399     -280    1,145      967    3,694    5,086      952     -440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     12.0      1.6     55.8     73.3     83.5     86.8     16.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      29       16       14       25       27       58       53                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       69,244
COMMITMENTS
   1,162    2,524        0   64,661   65,856   65,823   68,380    3,421      864

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:     -1,206)
    -629     -735        0     -607     -299   -1,236   -1,034       30     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      3.6      0.0     93.4     95.1     95.1     98.8      4.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        5        0       33       13       35       18                  
 
 
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE                   Code-124608
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX)                                  OPEN INTEREST:       17,404
COMMITMENTS
   5,685    6,846      507        0      649    6,192    8,002   11,212    9,402

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     39.3      2.9      0.0      3.7     35.6     46.0     64.4     54.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10       10        5        0        1       14       12                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      180,995
COMMITMENTS
  22,267   36,814      868  157,399  143,200  180,534  180,882      461      113

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:     -7,244)
  -6,343   -6,582     -626     -303        0   -7,272   -7,208       28      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     20.3      0.5     87.0     79.1     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      28       18        2        8        2       37       21                  
 
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-342603
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       30,761
COMMITMENTS
  22,571   17,765    8,180        0    4,792   30,751   30,737       10       24

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:      4,243)
   4,243      799        0        0    3,444    4,243    4,243        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.4     57.8     26.6      0.0     15.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5       15        2        0        1        5       18                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:      130,443
COMMITMENTS
  82,839   82,824   47,584        0        0  130,423  130,408       20       35

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:     -1,345)
  -1,511   -1,521      166        0        0   -1,345   -1,355        0       10

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)
      23        9        5        0        0       26       11                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 10/15/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       91,965
COMMITMENTS
  80,081   74,912   11,865        0    5,110   91,946   91,887       19       78

CHANGES FROM 10/08/24 (CHANGE IN OPEN INTEREST:         45)
      -5    3,140       50        0   -3,145       45       45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.1     81.5     12.9      0.0      5.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      15       20        4        0        2       18       23                  



Updated October 18, 2024