WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      410,803
COMMITMENTS
 111,145  128,227  114,323  154,918  132,455  380,386  375,005   30,417   35,798

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:     12,259)
   2,739    6,107      469    8,709    4,679   11,917   11,255      342    1,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     31.2     27.8     37.7     32.2     92.6     91.3      7.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     106      108      118      105      113      282      278                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      251,787
COMMITMENTS
  61,005   56,885   63,077  110,676  109,091  234,758  229,053   17,029   22,734

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:      9,465)
    -425    1,398    1,412    8,890    5,723    9,877    8,533     -412      932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     22.6     25.1     44.0     43.3     93.2     91.0      6.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      60       68       63       80       82      180      176                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,643,455
COMMITMENTS
 377,721  359,881  368,499  761,456  734,981  1507676  1463361  135,779  180,094

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:     88,784)
  44,582   21,590   -1,181   39,649   69,292   83,050   89,701    5,734     -917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     21.9     22.4     46.3     44.7     91.7     89.0      8.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      781)
     157      141      174      327      349      582      596                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      942,741
COMMITMENTS
 157,837  236,132  180,562  550,065  452,013  888,464  868,707   54,277   74,034

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:     -5,487)
   3,082   15,998    5,455  -19,825  -23,727  -11,288   -2,274    5,801   -3,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     25.0     19.2     58.3     47.9     94.2     92.1      5.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      599)
     127      160      177      230      244      475      487                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      527,956
COMMITMENTS
 149,472   80,440   94,659  249,916  328,396  494,047  503,495   33,909   24,461

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:     20,739)
   6,694   -9,533    8,833    2,479   23,182   18,006   22,482    2,733   -1,743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     15.2     17.9     47.3     62.2     93.6     95.4      6.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     116       57       93      111       97      266      215                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,770,150
COMMITMENTS
 390,276  464,113   24,198  1131940  1150446  1546414  1638757  223,736  131,393

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:    -12,021)
   2,118   15,777    7,961  -16,317  -27,884   -6,238   -4,146   -5,783   -7,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     26.2      1.4     63.9     65.0     87.4     92.6     12.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      27       44       24      114      113      157      165                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,754,903
COMMITMENTS
 168,092  510,395   23,868  1376875  1036791  1568835  1571054  186,068  183,849

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:     27,600)
   3,810   24,887   20,991   -7,918  -29,460   16,883   16,418   10,717   11,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     29.1      1.4     78.5     59.1     89.4     89.5     10.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      14       24        9      109       85      128      113                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      575,493
COMMITMENTS
 151,196   82,728  120,078  250,687  342,545  521,961  545,351   53,532   30,142

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:     11,713)
   4,088   -2,495   -2,914   11,336   14,372   12,510    8,963     -797    2,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     14.4     20.9     43.6     59.5     90.7     94.8      9.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     101       64       96      129      115      280      236                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,510
COMMITMENTS
   2,857    1,514      325    4,740    6,531    7,922    8,370    1,588    1,140

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:        245)
      11      360      -42      174     -140      143      178      102       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     15.9      3.4     49.8     68.7     83.3     88.0     16.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      17       10        7       21       13       42       28                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,544,942
COMMITMENTS
 579,281  1960191   77,653  3616885  2414241  4273819  4452085  271,123   92,857

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:     83,853)
  21,566   60,216  -13,514   81,228   41,559   89,280   88,261   -5,427   -4,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     43.1      1.7     79.6     53.1     94.0     98.0      6.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      476)
     103       43       30      268      164      385      223                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,660,932
COMMITMENTS
 478,831  1327022  114,297  3609161  2866888  4202289  4308207  458,643  352,725

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:    -43,656)
     901  -15,973   29,700  -74,859  -69,771  -44,258  -56,044      602   12,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     28.5      2.5     77.4     61.5     90.2     92.4      9.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
      63       63       45      211      171      296      257                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,163,065
COMMITMENTS
 370,366  434,088   15,256  1566612  1427745  1952234  1877089  210,831  285,976

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:    -28,445)
  14,494    3,168   -5,921  -43,566  -31,015  -34,993  -33,768    6,548    5,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     20.1      0.7     72.4     66.0     90.3     86.8      9.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      26       28       14      101      122      136      155                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        4,587
COMMITMENTS
   2,329    1,377      737      817        0    3,883    2,114      704    2,473

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:        697)
    -508       38      335      701        0      528      373      169      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.8     30.0     16.1     17.8      0.0     84.7     46.1     15.3     53.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5       22        4        2        0        8       25                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,237,556
COMMITMENTS
 485,990  2126977   81,746  5234176  3776095  5801912  5984818  435,644  252,738

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:      7,593)
  33,401   44,364  -10,052  -14,313  -10,514    9,036   23,798   -1,443  -16,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     34.1      1.3     83.9     60.5     93.0     95.9      7.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
      62       48       31      244      195      320      260                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,196,168
COMMITMENTS
 430,292  294,077  508,291  1224628  1339193  2163211  2141561   32,957   54,607

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:    164,668)
   7,749   -1,701   40,713  115,032  125,062  163,494  164,074    1,174      594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     13.4     23.1     55.8     61.0     98.5     97.5      1.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      25       36       47       83       90      138      145                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       91,035
COMMITMENTS
  24,760   12,524    2,624   48,586   62,979   75,970   78,127   15,065   12,908

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:        -82)
     778    1,141    1,182   -1,272   -2,609      688     -285     -770      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     13.8      2.9     53.4     69.2     83.5     85.8     16.5     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      27       17       15       26       28       58       55                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       91,035
COMMITMENTS
  24,760   12,524    2,624   48,586   62,979   75,970   78,127   15,065   12,908

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:      1,658)
   1,346    1,826    1,233   -1,272   -2,544    1,307      515      351    1,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     13.8      2.9     53.4     69.2     83.5     85.8     16.5     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      27       17       15       26       28       58       55                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       68,650
COMMITMENTS
   1,164    2,607        0   64,174   65,347   65,338   67,954    3,312      696

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:       -594)
       2       83        0     -487     -509     -485     -426     -109     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      3.8      0.0     93.5     95.2     95.2     99.0      4.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        5        0       33       13       35       18                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      176,711
COMMITMENTS
  17,976   32,456      905  157,380  143,200  176,261  176,561      450      150

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:     -4,284)
  -4,291   -4,358       37      -19        0   -4,273   -4,321      -11       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     18.4      0.5     89.1     81.0     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      28       16        3        8        2       38       19                  
 
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-342603
FUTURES ONLY POSITIONS AS OF 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       30,772
COMMITMENTS
  22,582   16,969    8,180        0    5,599   30,762   30,748       10       24

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:         11)
      11     -796        0        0      807       11       11        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.4     55.1     26.6      0.0     18.2    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 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:      136,144
COMMITMENTS
  88,540   88,525   47,584        0        0  136,124  136,109       20       35

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:      5,701)
   5,701    5,701        0        0        0    5,701    5,701        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.0     65.0     35.0      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 10/22/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:      100,119
COMMITMENTS
  88,330   83,142   11,770        0    5,110  100,100  100,022       19       97

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:      8,154)
   8,249    8,230      -95        0        0    8,154    8,135        0       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.2     83.0     11.8      0.0      5.1    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      16       18        3        0        2       18       21                  



Updated October 25, 2024