WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   456,782:   110,633    126,253    154,880    157,413    136,573    422,925    417,706:    33,858     39,076
Old  :   413,301:   113,319    128,196    131,220    137,470    120,376    382,009    379,792:    31,292     33,509
Other:    43,481:    16,603     17,347      4,370     19,943     16,197     40,916     37,914:     2,565      5,567
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :    33,902:    -3,342     -5,438     26,835     10,611     11,726     34,105     33,123:      -203        778
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       27.6       33.9       34.5       29.9       92.6       91.4:       7.4        8.6
Old  :     100.0:      27.4       31.0       31.7       33.3       29.1       92.4       91.9:       7.6        8.1
Other:     100.0:      38.2       39.9       10.1       45.9       37.3       94.1       87.2:       5.9       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       374:       117        108        141        108        114        301        296:
Old  :       370:       119        109        131        104        111        291        287:
Other:       168:        33         42         33         44         69         95        127:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.8       12.4       18.4       19.8        8.7       10.4       14.0       15.9
Old  :                 11.6       13.4       19.0       21.0        8.7       11.3       14.0       17.1
Other:                 30.8       25.8       44.1       36.8       30.6       25.8       44.0       36.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   256,541:    68,118     74,131     60,466    107,333     97,985    235,918    232,582:    20,623     23,960
Old  :   236,304:    74,128     75,382     48,014     95,928     91,073    218,070    214,469:    18,234     21,835
Other:    20,237:     5,344     10,103      1,098     11,405      6,912     17,848     18,113:     2,389      2,124
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :     4,138:       680     -4,643      2,442      1,774      3,488      4,897      1,287:      -758      2,852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       28.9       23.6       41.8       38.2       92.0       90.7:       8.0        9.3
Old  :     100.0:      31.4       31.9       20.3       40.6       38.5       92.3       90.8:       7.7        9.2
Other:     100.0:      26.4       49.9        5.4       56.4       34.2       88.2       89.5:      11.8       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        73         58         63         93         89        199        179:
Old  :       249:        72         59         60         92         88        195        177:
Other:       114:        21         20         15         43         45         75         70:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       14.0       23.6       22.7       12.5       13.7       21.6       21.4
Old  :                 15.3       15.2       24.5       24.2       13.2       15.0       22.3       23.3
Other:                 22.9       40.0       40.2       60.0       22.9       39.4       40.2       59.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,902,877:   292,307    305,484    654,722    776,786    704,075  1,723,815  1,664,281:   179,062    238,596
Old  : 1,771,623:   288,386    314,331    602,584    718,262    644,154  1,609,232  1,561,069:   162,391    210,554
Other:   131,253:    38,428     25,659     17,631     58,524     59,921    114,583    103,212:    16,670     28,042
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :    70,406:   -14,115    -64,732     40,870     43,728     87,675     70,482     63,812:       -76      6,594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       16.1       34.4       40.8       37.0       90.6       87.5:       9.4       12.5
Old  :     100.0:      16.3       17.7       34.0       40.5       36.4       90.8       88.1:       9.2       11.9
Other:     100.0:      29.3       19.5       13.4       44.6       45.7       87.3       78.6:      12.7       21.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       788:       165        158        209        351        362        637        627:
Old  :       787:       158        165        206        349        360        632        624:
Other:       351:        51         45         32        101        205        167        268:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.0        8.5       16.1       15.4        6.8        5.0       11.2        8.3
Old  :                  8.5        8.9       15.7       15.2        7.1        5.4       11.5        8.7
Other:                 26.6       23.5       37.5       34.7       26.6       20.3       33.9       29.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     4,136:     1,225        403        152        974      2,618      2,352      3,173:     1,784        963
Old  :     4,108:     1,225        379        152        960      2,618      2,338      3,149:     1,770        959
Other:        28:         0         24          0         14          0         14         24:        14          4
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :       413:        94         15         32          9        216        135        263:       278        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        9.7        3.7       23.6       63.3       56.9       76.7:      43.1       23.3
Old  :     100.0:      29.8        9.2        3.7       23.4       63.7       56.9       76.7:      43.1       23.3
Other:     100.0:       0.0       85.7        0.0       50.0        0.0       50.0       85.7:      50.0       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         8          3          2         10          9         19         13:
Old  :        23:         8          3          2         10          9         19         13:
Other:         2:         0          1          0          1          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       48.9       40.6       69.2       21.4       47.1       34.1       59.4
Old  :                 24.0       48.7       40.5       69.1       21.5       47.5       34.4       59.2
Other:                 50.0       85.7       50.0       85.7       50.0       85.7       50.0       85.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,136,492:   115,166    164,878    387,365    579,248    495,178  1,081,779  1,047,420:    54,713     89,072
Old  : 1,090,650:   121,373    165,669    361,848    556,275    481,475  1,039,496  1,008,993:    51,154     81,657
Other:    45,842:    11,352     16,768      7,957     22,974     13,703     42,283     38,428:     3,559      7,415
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :    37,921:    11,363    -20,109     25,084     -1,560     24,002     34,887     28,977:     3,034      8,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       14.5       34.1       51.0       43.6       95.2       92.2:       4.8        7.8
Old  :     100.0:      11.1       15.2       33.2       51.0       44.1       95.3       92.5:       4.7        7.5
Other:     100.0:      24.8       36.6       17.4       50.1       29.9       92.2       83.8:       7.8       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       609:       119        190        200        234        256        488        518:
Old  :       608:       119        193        197        233        254        483        516:
Other:       251:        42         42         32         57        140        116        199:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.1       11.1       18.7       18.7        8.4        8.3       13.9       13.2
Old  :                 11.4       11.4       19.3       18.9        8.8        8.7       14.6       13.7
Other:                 26.9       26.4       40.6       39.5       26.2       24.4       39.0       35.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   581,129:   142,350     97,489    134,415    273,304    323,893    550,069    555,797:    31,060     25,332
Old  :   567,369:   142,911     93,115    131,237    262,914    318,474    537,062    542,826:    30,307     24,543
Other:    13,760:     1,226      6,161      1,391     10,390      5,419     13,007     12,971:       753        789
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :    -6,143:     5,990    -25,630     -3,229     -8,347     23,863     -5,586     -4,996:      -557     -1,147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       16.8       23.1       47.0       55.7       94.7       95.6:       5.3        4.4
Old  :     100.0:      25.2       16.4       23.1       46.3       56.1       94.7       95.7:       5.3        4.3
Other:     100.0:       8.9       44.8       10.1       75.5       39.4       94.5       94.3:       5.5        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:       104         70        107        113        107        268        240:
Old  :       322:       106         69        106        111        106        266        237:
Other:        66:        14         13          9         31         10         49         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.8       26.3       17.3       34.3        8.4       24.3       14.5       31.3
Old  :                  9.9       26.5       17.5       34.7        8.6       25.2       14.8       32.4
Other:                 46.3       53.6       61.7       75.8       46.3       53.5       60.4       75.7
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,884,425:   359,520    448,729     81,456  1,178,298  1,198,431  1,619,273  1,728,616:   265,151    155,809
Old  : 1,884,425:   359,520    448,729     81,456  1,178,298  1,198,431  1,619,273  1,728,616:   265,151    155,809
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :    -3,185:     7,471    -53,822      4,304    -13,706     42,411     -1,931     -7,106:    -1,254      3,921
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       23.8        4.3       62.5       63.6       85.9       91.7:      14.1        8.3
Old  :     100.0:      19.1       23.8        4.3       62.5       63.6       85.9       91.7:      14.1        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       220:        29         33         33        127        115        176        161:
Old  :       220:        29         33         33        127        115        176        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       33.7       33.2       44.0       21.8       31.5       31.9       41.4
Old  :                 22.1       33.7       33.2       44.0       21.8       31.5       31.9       41.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                                                                 Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,718,450:   173,963    436,985      2,276  1,357,259  1,113,993  1,533,498  1,553,253:   184,953    165,197
Old  : 1,718,450:   173,963    436,985      2,276  1,357,259  1,113,993  1,533,498  1,553,253:   184,953    165,197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :     6,152:    -4,699     -7,905     -6,306     19,239     15,000      8,234        789:    -2,082      5,363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       25.4        0.1       79.0       64.8       89.2       90.4:      10.8        9.6
Old  :     100.0:      10.1       25.4        0.1       79.0       64.8       89.2       90.4:      10.8        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        16         22         10        111         93        132        120:
Old  :       177:        16         22         10        111         93        132        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       42.9       41.3       54.3       22.6       42.9       33.9       51.2
Old  :                 25.1       42.9       41.3       54.3       22.6       42.9       33.9       51.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   604,338:   161,685     58,803    149,569    236,348    369,054    547,602    577,426:    56,736     26,913
Old  :   590,441:   164,391     59,518    143,103    227,998    362,446    535,492    565,067:    54,949     25,374
Other:    13,897:     2,069      4,059      1,691      8,350      6,608     12,110     12,359:     1,787      1,539
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :    29,612:    28,271    -15,505     11,210    -13,510     34,836     25,971     30,541:     3,641       -929
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        9.7       24.7       39.1       61.1       90.6       95.5:       9.4        4.5
Old  :     100.0:      27.8       10.1       24.2       38.6       61.4       90.7       95.7:       9.3        4.3
Other:     100.0:      14.9       29.2       12.2       60.1       47.6       87.1       88.9:      12.9       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       343:       103         69        112        130        135        292        269:
Old  :       343:       105         68        112        130        135        292        269:
Other:        76:        18         15         12         34         16         60         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.1       28.9       16.4       37.1        8.4       27.7       14.8       35.2
Old  :                  9.3       29.1       16.8       37.3        8.6       28.3       14.9       35.6
Other:                 33.8       51.3       52.8       70.0       32.6       45.4       49.0       63.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,946:     2,279      1,289        819      5,399      6,730      8,497      8,838:     1,449      1,108
Old  :     9,931:     2,279      1,289        819      5,399      6,719      8,497      8,827:     1,434      1,104
Other:        15:         0          0          0          0         11          0         11:        15          4
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :      -165:       -24        -29         42       -237        -91       -218        -78:        53        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       13.0        8.2       54.3       67.7       85.4       88.9:      14.6       11.1
Old  :     100.0:      22.9       13.0        8.2       54.4       67.7       85.6       88.9:      14.4       11.1
Other:     100.0:       0.0        0.0        0.0        0.0       73.3        0.0       73.3:     100.0       26.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        20         10         10         25         18         49         35:
Old  :        62:        20         10         10         25         18         49         35:
Other:         2:         0          0          0          0          2          0          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       51.5       39.6       63.3       25.4       48.5       38.9       59.3
Old  :                 25.5       51.5       39.6       63.3       25.4       48.5       38.9       59.3
Other:                  0.0       73.3        0.0       73.3        0.0       73.3        0.0       73.3
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,523,095:   683,527  1,869,044    118,268  3,427,676  2,435,793  4,229,471  4,423,105:   293,624     99,990
Old  : 4,523,095:   683,527  1,869,044    118,268  3,427,676  2,435,793  4,229,471  4,423,105:   293,624     99,990
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :     5,304:   -39,384     92,126      4,430     37,909    -86,802      2,955      9,754:     2,349     -4,451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       41.3        2.6       75.8       53.9       93.5       97.8:       6.5        2.2
Old  :     100.0:      15.1       41.3        2.6       75.8       53.9       93.5       97.8:       6.5        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       462:       107         44         46        255        165        383        234:
Old  :       462:       107         44         46        255        165        383        234:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       27.9       30.1       43.2       20.7       27.6       27.6       42.5
Old  :                 21.6       27.9       30.1       43.2       20.7       27.6       27.6       42.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                                                   Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 5,635,650:   436,774  1,584,707    446,475  4,245,418  3,248,207  5,128,668  5,279,389:   506,983    356,261
Old  : 5,635,650:   436,774  1,584,707    446,475  4,245,418  3,248,207  5,128,668  5,279,389:   506,983    356,261
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :   131,647:   -12,820    117,088     72,162     66,389    -31,038    125,730    158,211:     5,917    -26,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       28.1        7.9       75.3       57.6       91.0       93.7:       9.0        6.3
Old  :     100.0:       7.8       28.1        7.9       75.3       57.6       91.0       93.7:       9.0        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       402:        60         69         70        237        192        339        289:
Old  :       402:        60         69         70        237        192        339        289:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       16.9       27.2       26.1       16.5       16.6       23.4       25.1
Old  :                 19.0       16.9       27.2       26.1       16.5       16.6       23.4       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                                                                  Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,147,302:   335,403    415,973     14,534  1,582,266  1,439,382  1,932,203  1,869,889:   215,099    277,414
Old  : 2,147,302:   335,403    415,973     14,534  1,582,266  1,439,382  1,932,203  1,869,889:   215,099    277,414
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :    24,385:     1,973     44,864      1,805     30,502    -16,458     34,280     30,211:    -9,895     -5,825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       19.4        0.7       73.7       67.0       90.0       87.1:      10.0       12.9
Old  :     100.0:      15.6       19.4        0.7       73.7       67.0       90.0       87.1:      10.0       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        23         30         15         98        124        131        159:
Old  :       208:        23         30         15         98        124        131        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       19.2       44.6       30.3       23.6       15.5       36.1       23.6
Old  :                 28.5       19.2       44.6       30.3       23.6       15.5       36.1       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                                                            Code-04360Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 x Index Points                                                        :
     :          :                                                                            :
All  :     2,010:     1,344        611        163          0        129      1,507        903:       503      1,107
Old  :     2,010:     1,344        611        163          0        129      1,507        903:       503      1,107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :    -2,276:      -337       -446     -1,634        -50        129     -2,021     -1,951:      -255       -325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.9       30.4        8.1        0.0        6.4       75.0       44.9:      25.0       55.1
Old  :     100.0:      66.9       30.4        8.1        0.0        6.4       75.0       44.9:      25.0       55.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        10         11          1          0          1         10         13:
Old  :        22:        10         11          1          0          1         10         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       26.1       72.1       37.0       52.8       21.0       64.0       30.9
Old  :                 60.9       26.1       72.1       37.0       52.8       21.0       64.0       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 6,606,127:   548,872  2,089,257    210,147  5,374,228  4,048,955  6,133,247  6,348,360:   472,880    257,767
Old  : 6,606,127:   548,872  2,089,257    210,147  5,374,228  4,048,955  6,133,247  6,348,360:   472,880    257,767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :   -33,432:   -36,489    -42,904     18,192     -3,235    -25,641    -21,532    -50,353:   -11,900     16,921
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       31.6        3.2       81.4       61.3       92.8       96.1:       7.2        3.9
Old  :     100.0:       8.3       31.6        3.2       81.4       61.3       92.8       96.1:       7.2        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       403:        61         45         55        241        198        332        268:
Old  :       403:        61         45         55        241        198        332        268:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       21.9       35.8       35.9       21.4       21.6       31.6       35.5
Old  :                 24.7       21.9       35.8       35.9       21.4       21.6       31.6       35.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FED FUNDS - CHICAGO BOARD OF TRADE                                                                      Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 2,012,976:   479,536    233,843    465,334  1,040,218  1,271,297  1,985,088  1,970,474:    27,888     42,502
Old  : 2,012,976:   479,536    233,843    465,334  1,040,218  1,271,297  1,985,088  1,970,474:    27,888     42,502
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :  -272,211:   -27,155    -56,988    -99,539   -142,700   -108,465   -269,394   -264,992:    -2,817     -7,219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       11.6       23.1       51.7       63.2       98.6       97.9:       1.4        2.1
Old  :     100.0:      23.8       11.6       23.1       51.7       63.2       98.6       97.9:       1.4        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        24         34         39         85         94        134        142:
Old  :       162:        24         34         39         85         94        134        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       27.2       41.8       41.4       24.6       19.2       30.7       25.6
Old  :                 30.5       27.2       41.8       41.4       24.6       19.2       30.7       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    89,644:    25,145      8,074      1,181     49,338     67,988     75,664     77,243:    13,980     12,401
Old  :    89,644:    25,145      8,074      1,181     49,338     67,988     75,664     77,243:    13,980     12,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :     1,969:     1,922        289       -133      1,107        911      2,896      1,066:      -927        903
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        9.0        1.3       55.0       75.8       84.4       86.2:      15.6       13.8
Old  :     100.0:      28.0        9.0        1.3       55.0       75.8       84.4       86.2:      15.6       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        27         12         14         27         25         59         46:
Old  :        85:        27         12         14         27         25         59         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       40.0       53.5       61.5       41.7       39.8       52.8       61.0
Old  :                 42.3       40.0       53.5       61.5       41.7       39.8       52.8       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                                                      Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    89,644:    25,145      8,074      1,181     49,338     67,988     75,664     77,243:    13,980     12,401
Old  :    89,644:    25,145      8,074      1,181     49,338     67,988     75,664     77,243:    13,980     12,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :     1,969:     1,922        289       -133      1,107        911      2,896      1,066:      -927        903
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        9.0        1.3       55.0       75.8       84.4       86.2:      15.6       13.8
Old  :     100.0:      28.0        9.0        1.3       55.0       75.8       84.4       86.2:      15.6       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        27         12         14         27         25         59         46:
Old  :        85:        27         12         14         27         25         59         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       40.0       53.5       61.5       41.7       39.8       52.8       61.0
Old  :                 42.3       40.0       53.5       61.5       41.7       39.8       52.8       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    69,110:     1,707      3,362          0     63,710     65,082     65,417     68,444:     3,693        666
Old  :    69,110:     1,707      3,362          0     63,710     65,082     65,417     68,444:     3,693        666
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :     5,150:       105      1,118          0      4,855      4,090      4,960      5,208:       190        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5        4.9        0.0       92.2       94.2       94.7       99.0:       5.3        1.0
Old  :     100.0:       2.5        4.9        0.0       92.2       94.2       94.7       99.0:       5.3        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         3          5          0         33         16         36         21:
Old  :        52:         3          5          0         33         16         36         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       76.8       61.6       89.5       41.5       76.8       59.4       88.1
Old  :                 43.7       76.8       61.6       89.5       41.5       76.8       59.4       88.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                                                                  Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :   175,359:    18,633     30,549      1,495    154,829    143,200    174,957    175,244:       402        115
Old  :   175,359:    18,633     30,549      1,495    154,829    143,200    174,957    175,244:       402        115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :     2,991:     1,260      1,564      1,456        254          0      2,970      3,020:        21        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       17.4        0.9       88.3       81.7       99.8       99.9:       0.2        0.1
Old  :     100.0:      10.6       17.4        0.9       88.3       81.7       99.8       99.9:       0.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        29         18          2          8          2         39         20:
Old  :        57:        29         18          2          8          2         39         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.6       88.7       94.5       95.6       90.6       88.7       94.5       94.8
Old  :                 90.6       88.7       94.5       95.6       90.6       88.7       94.5       94.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                          Code-342603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    26,537:    19,159     17,797      7,368          0      1,348     26,527     26,513:        10         24
Old  :    26,537:    19,159     17,797      7,368          0      1,348     26,527     26,513:        10         24
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :      -906:       -94        -74       -812          0          0       -906       -886:         0        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.2       67.1       27.8        0.0        5.1      100.0       99.9:       0.0        0.1
Old  :     100.0:      72.2       67.1       27.8        0.0        5.1      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4         16          2          0          1          5         18:
Old  :        21:         4         16          2          0          1          5         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 99.6       66.5      100.0       90.8       72.2       46.3       72.2       66.8
Old  :                 99.6       66.5      100.0       90.8       72.2       46.3       72.2       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                         Code-343603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :   133,161:    85,540     85,535     47,601          0          0    133,141    133,136:        20         25
Old  :   133,161:    85,540     85,535     47,601          0          0    133,141    133,136:        20         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :     4,056:     4,056      4,056          0          0          0      4,056      4,056:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.2       64.2       35.7        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      64.2       64.2       35.7        0.0        0.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        22         10          5          0          0         26         11:
Old  :        32:        22         10          5          0          0         26         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       97.1       81.8       99.7       42.2       63.5       54.5       64.2
Old  :                 61.2       97.1       81.8       99.7       42.2       63.5       54.5       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                                                          Code-344605
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2024                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    92,142:    80,462     72,764     11,661          0      7,642     92,123     92,067:        19         75
Old  :    92,142:    80,462     72,764     11,661          0      7,642     92,123     92,067:        19         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :        26:      -119       -498        145          0        379         26         26:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.3       79.0       12.7        0.0        8.3      100.0       99.9:       0.0        0.1
Old  :     100.0:      87.3       79.0       12.7        0.0        8.3      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        16         19          3          0          2         18         22:
Old  :        37:        16         19          3          0          2         18         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.8       84.8       92.4       95.0       75.7       73.6       82.8       83.2
Old  :                 80.8       84.8       92.4       95.0       75.7       73.6       82.8       83.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 04, 2024