WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      460,438
COMMITMENTS
 132,043  219,309  118,479  174,426   89,468  424,948  427,256   35,490   33,182

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:     16,200)
   5,075   13,001    7,332      492   -3,521   12,899   16,812    3,301     -612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     47.6     25.7     37.9     19.4     92.3     92.8      7.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
     115      116      109      112       94      291      262                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      280,571
COMMITMENTS
  78,276   95,957   68,924  115,290   96,976  262,490  261,857   18,081   18,714

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:      7,018)
   4,716    6,279    1,174      951     -530    6,841    6,923      177       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     34.2     24.6     41.1     34.6     93.6     93.3      6.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      74       60       62       78       70      180      169                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,623,692
COMMITMENTS
 461,845  236,170  290,819  752,930  920,273  1505594  1447262  118,098  176,430

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:      6,860)
   7,210    3,383   -4,882    7,693    4,358   10,021    2,859   -3,161    4,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     14.5     17.9     46.4     56.7     92.7     89.1      7.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      796)
     148      150      141      296      380      525      607                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      858,415
COMMITMENTS
 159,460  264,378  166,706  485,851  363,566  812,017  794,650   46,398   63,765

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:    -57,865)
   3,426     -985  -22,964  -32,412  -29,665  -51,950  -53,614   -5,915   -4,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     30.8     19.4     56.6     42.4     94.6     92.6      5.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      541)
     108      175      155      196      203      410      444                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      543,349
COMMITMENTS
 138,610  122,853   85,506  289,206  306,439  513,322  514,798   30,027   28,551

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:    -23,779)
  -3,651   13,942   -8,306  -10,383  -27,716  -22,340  -22,080   -1,439   -1,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     22.6     15.7     53.2     56.4     94.5     94.7      5.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     103       85       98      119       95      277      234                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,879,994
COMMITMENTS
 418,272  444,614   13,633  1245258  1272639  1677163  1730886  202,831  149,108

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:     17,766)
  10,501   -9,460   -3,085   20,850   14,034   28,266    1,489  -10,500   16,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     23.6      0.7     66.2     67.7     89.2     92.1     10.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      32       34       16      122      112      162      154                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,794,310
COMMITMENTS
 140,696  344,988   29,854  1443006  1234263  1613556  1609105  180,754  185,205

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:        854)
  -4,256  -19,268   -2,177   10,566      467    4,133  -20,978   -3,279   21,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     19.2      1.7     80.4     68.8     89.9     89.7     10.1     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      12       19        9      111       96      127      120                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      604,437
COMMITMENTS
 124,940  171,735  150,534  276,599  250,768  552,073  573,037   52,364   31,400

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:    -33,799)
  -5,416   -3,465   -9,773  -13,907  -18,260  -29,096  -31,498   -4,703   -2,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     28.4     24.9     45.8     41.5     91.3     94.8      8.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      88       75       93      135      113      271      243                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,391
COMMITMENTS
   2,271    4,406      476    6,891    4,642    9,638    9,524    1,753    1,867

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:      1,598)
     252    1,962     -143      990     -836    1,099      983      499      615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     38.7      4.2     60.5     40.8     84.6     83.6     15.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      18       25        6       21       14       40       44                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,248,741
COMMITMENTS
 511,206  1764181  198,799  3287878  2165032  3997883  4128012  250,858  120,729

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:     33,752)
  23,867   17,569   16,700   -9,226   -2,352   31,341   31,917    2,411    1,835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     41.5      4.7     77.4     51.0     94.1     97.2      5.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      458)
      94       53       28      250      165      356      234                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,475,673
COMMITMENTS
 521,369  1112743  105,790  3415309  2905015  4042468  4123548  433,205  352,125

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:      8,161)
  28,840 -112,703   10,113  -32,769  108,696    6,184    6,106    1,977    2,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     24.9      2.4     76.3     64.9     90.3     92.1      9.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
      58       61       35      194      177      270      255                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,147,934
COMMITMENTS
 304,382  447,740   16,079  1598079  1417033  1918540  1880852  229,394  267,082

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:    -23,752)
 -28,218    2,655   -3,783   15,920  -20,111  -16,081  -21,239   -7,671   -2,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     20.8      0.7     74.4     66.0     89.3     87.6     10.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      21       28       15      107      124      137      158                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1000 x Index Points)                                OPEN INTEREST:        5,199
COMMITMENTS
   2,647    2,060      425    1,550       45    4,622    2,530      577    2,669

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:        864)
     474      491      -91      427       45      810      445       54      419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.9     39.6      8.2     29.8      0.9     88.9     48.7     11.1     51.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11       24        1        2        1       13       26                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,150,090
COMMITMENTS
 477,098  2237520  115,761  5162871  3510904  5755730  5864185  394,360  285,905

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:     86,899)
  41,679   39,784   23,284   23,106   41,183   88,069  104,251   -1,170  -17,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     36.4      1.9     83.9     57.1     93.6     95.4      6.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      429)
      64       47       29      234      213      313      274                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,824,075
COMMITMENTS
 295,708  326,633  269,416  1223742  1189240  1788866  1785289   35,209   38,786

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:     34,582)
  29,131   24,499    9,378   -3,165    1,596   35,344   35,473     -762     -891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     17.9     14.8     67.1     65.2     98.1     97.9      1.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      36       26       43       76       80      135      129                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,150
COMMITMENTS
  18,570   12,595    2,051   46,633   57,644   67,254   72,290   14,896    9,860

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:    -26,810)
  -1,919   -2,295   -5,105  -12,376  -14,660  -19,400  -22,061   -7,410   -4,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     15.3      2.5     56.8     70.2     81.9     88.0     18.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      25       10        9       25       19       54       34                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,150
COMMITMENTS
  18,570   12,595    2,051   46,633   57,644   67,254   72,290   14,896    9,860

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:    -23,273)
  -2,210     -664   -3,911  -12,376  -14,510  -18,497  -19,085   -4,776   -4,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     15.3      2.5     56.8     70.2     81.9     88.0     18.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      25       10        9       25       19       54       34                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       52,014
COMMITMENTS
     879      734        0   47,601   50,232   48,480   50,966    3,534    1,048

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:    -49,212)
  -1,909   -2,515     -340  -39,066  -43,571  -41,315  -46,426   -7,897   -2,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.4      0.0     91.5     96.6     93.2     98.0      6.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        0       28       12       30       13                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      176,301
COMMITMENTS
  21,509   23,892    1,302  153,140  150,971  175,951  176,165      350      136

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:    -22,884)
 -10,766  -18,725  -11,941     -130    7,771  -22,837  -22,895      -47       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     13.6      0.7     86.9     85.6     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      26       16        2        8        2       35       19                  
 
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-342603
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100,000 USD notional principal)                     OPEN INTEREST:       44,322
COMMITMENTS
  35,670   21,588    8,652        0   14,038   44,322   44,278        0       44

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:     -2,830)
   2,134    1,165   -4,964        0      963   -2,830   -2,836        0        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.5     48.7     19.5      0.0     31.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7       15        2        0        1        7       18                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100,000 USD notional principal)                     OPEN INTEREST:      134,196
COMMITMENTS
  90,626   90,606   43,559        0        0  134,185  134,165       11       31

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:     -2,379)
    -138     -618   -1,741        0        0   -1,879   -2,359     -500      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.5     67.5     32.5      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      22       10        4        0        0       25       11                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
FUTURES ONLY POSITIONS AS OF 12/24/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(100,000 USD notional principal)                     OPEN INTEREST:       98,948
COMMITMENTS
  90,840   88,516    8,098        0    2,257   98,938   98,871       10       77

CHANGES FROM 12/17/24 (CHANGE IN OPEN INTEREST:        478)
   3,304    3,304   -2,826        0        0      478      478        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    91.8     89.5      8.2      0.0      2.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      16       18        4        0        2       19       21                  



Updated December 30, 2024