WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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  :   487,950:   100,000    123,850    179,051    175,585    147,349    454,636    450,251:    33,314     37,699
Old  :   422,449:   110,560    116,280    146,752    134,832    127,281    392,144    390,314:    30,305     32,135
Other:    65,500:    13,357     31,487      8,382     40,753     20,068     62,491     59,937:     3,009      5,564
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :    14,433:    -1,015      4,563      5,056      9,872      3,859     13,913     13,478:       520        955
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       25.4       36.7       36.0       30.2       93.2       92.3:       6.8        7.7
Old  :     100.0:      26.2       27.5       34.7       31.9       30.1       92.8       92.4:       7.2        7.6
Other:     100.0:      20.4       48.1       12.8       62.2       30.6       95.4       91.5:       4.6        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       378:       117        108        141        118        124        311        306:
Old  :       373:       123        103        132        111        118        299        295:
Other:       189:        34         49         34         51         78        107        140:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.3       13.2       19.9       21.5        8.3        9.6       13.6       14.3
Old  :                 12.1       14.3       19.7       22.5        7.8        9.4       12.5       15.0
Other:                 38.0       31.4       52.9       47.2       37.9       31.2       52.6       45.1
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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  :   266,912:    57,961     56,697     74,822    115,053    111,617    247,836    243,136:    19,076     23,775
Old  :   234,208:    69,990     57,824     53,907     93,395    101,078    217,292    212,810:    16,915     21,398
Other:    32,704:     6,962     17,864      1,924     21,658     10,539     30,543     30,327:     2,161      2,377
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :    10,866:      -996      1,123      2,899      9,371      5,904     11,275      9,926:      -409        940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       21.2       28.0       43.1       41.8       92.9       91.1:       7.1        8.9
Old  :     100.0:      29.9       24.7       23.0       39.9       43.2       92.8       90.9:       7.2        9.1
Other:     100.0:      21.3       54.6        5.9       66.2       32.2       93.4       92.7:       6.6        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        59         71         69         96         88        199        186:
Old  :       243:        65         65         63         93         88        193        181:
Other:       127:        16         31         18         44         52         76         86:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       12.7       21.6       21.1       11.7       12.1       20.4       19.3
Old  :                 12.3       14.5       22.4       23.5       11.5       13.9       20.3       22.1
Other:                 43.2       28.7       57.4       46.2       43.2       28.4       57.4       45.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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  : 2,121,387:   323,955    339,765    708,553    909,416    836,186  1,941,924  1,884,504:   179,463    236,883
Old  : 1,958,962:   327,925    353,504    630,456    841,371    767,095  1,799,752  1,751,056:   159,210    207,906
Other:   162,425:    48,232     38,464     25,894     68,046     69,091    142,172    133,449:    20,253     28,977
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :   130,080:    33,265     27,869     33,198     53,558     82,224    120,021    143,291:    10,059    -13,211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       16.0       33.4       42.9       39.4       91.5       88.8:       8.5       11.2
Old  :     100.0:      16.7       18.0       32.2       42.9       39.2       91.9       89.4:       8.1       10.6
Other:     100.0:      29.7       23.7       15.9       41.9       42.5       87.5       82.2:      12.5       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       839:       187        159        219        398        404        693        692:
Old  :       838:       187        160        214        394        400        686        685:
Other:       410:        45         65         37        126        243        193        324:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.7       10.9       17.1       18.4        6.0        5.6        9.9        9.0
Old  :                  9.0       11.3       16.4       18.6        6.3        6.2       10.2        9.7
Other:                 26.9       21.3       39.1       32.6       26.9       18.4       36.2       26.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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  :     4,172:     1,432        284        171        900      2,488      2,503      2,943:     1,669      1,229
Old  :     4,130:     1,432        246        171        873      2,488      2,476      2,905:     1,654      1,225
Other:        42:         0         38          0         27          0         27         38:        15          4
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :        86:       124         52         10        -85        -17         49         45:        37         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        6.8        4.1       21.6       59.6       60.0       70.5:      40.0       29.5
Old  :     100.0:      34.7        6.0        4.1       21.1       60.2       59.9       70.3:      40.1       29.7
Other:     100.0:       0.0       90.5        0.0       64.3        0.0       64.3       90.5:      35.7        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         9          2          2          7          6         17          9:
Old  :        20:         9          2          2          7          6         17          9:
Other:         3:         0          1          0          2          0          2          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  :                 27.4       49.2       46.7       69.6       24.7       47.6       41.2       57.3
Old  :                 27.4       48.9       46.8       69.4       24.9       48.1       41.6       57.3
Other:                 64.3       90.5       64.3       90.5       64.3       90.5       64.3       90.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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  : 1,277,598:   139,715    212,824    443,033    631,925    533,584  1,214,673  1,189,441:    62,926     88,157
Old  : 1,212,452:   149,320    207,731    410,116    594,630    514,665  1,154,066  1,132,511:    58,386     79,941
Other:    65,146:     9,556     24,253     13,757     37,294     18,919     60,607     56,930:     4,539      8,217
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :     1,609:       676     19,431     13,696    -19,575    -25,567     -5,202      7,560:     6,811     -5,951
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       16.7       34.7       49.5       41.8       95.1       93.1:       4.9        6.9
Old  :     100.0:      12.3       17.1       33.8       49.0       42.4       95.2       93.4:       4.8        6.6
Other:     100.0:      14.7       37.2       21.1       57.2       29.0       93.0       87.4:       7.0       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       633:       137        182        219        259        261        537        535:
Old  :       631:       136        185        213        257        254        530        525:
Other:       268:        37         53         46         66        149        130        225:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6       11.9       20.3       19.5        7.7        7.0       12.1       11.8
Old  :                 12.8       12.1       20.8       20.1        8.0        7.3       12.4       12.6
Other:                 21.7       24.3       36.2       37.0       21.0       20.2       35.0       31.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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  :   594,104:   146,305     79,578    142,967    268,695    345,720    557,968    568,265:    36,136     25,839
Old  :   579,249:   146,354     75,937    139,856    258,146    338,787    544,355    554,579:    34,894     24,670
Other:    14,855:     2,616      6,305        447     10,549      6,933     13,612     13,686:     1,243      1,169
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :    25,817:     8,245    -10,347     11,286      3,367     26,516     22,898     27,456:     2,919     -1,639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       13.4       24.1       45.2       58.2       93.9       95.7:       6.1        4.3
Old  :     100.0:      25.3       13.1       24.1       44.6       58.5       94.0       95.7:       6.0        4.3
Other:     100.0:      17.6       42.4        3.0       71.0       46.7       91.6       92.1:       8.4        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       326:       114         64        110        119        111        283        241:
Old  :       323:       112         65        109        117        110        281        237:
Other:        71:        13         13         10         35         16         53         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.7       27.7       16.4       35.7        8.3       26.1       14.0       33.0
Old  :                  9.7       27.9       16.6       36.1        8.5       26.7       14.3       33.6
Other:                 34.0       54.4       51.2       75.0       33.8       54.3       49.3       74.9
 
UST BOND - CHICAGO BOARD OF TRADE                                                                       Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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  : 2,041,611:   393,236    468,255    170,471  1,230,280  1,252,029  1,793,987  1,890,754:   247,624    150,857
Old  : 2,041,611:   393,236    468,255    170,471  1,230,280  1,252,029  1,793,987  1,890,754:   247,624    150,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :    72,764:     3,358     15,901     59,948     11,834      2,517     75,140     78,366:    -2,377     -5,602
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       22.9        8.3       60.3       61.3       87.9       92.6:      12.1        7.4
Old  :     100.0:      19.3       22.9        8.3       60.3       61.3       87.9       92.6:      12.1        7.4
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  :       243:        38         38         50        136        125        199        188:
Old  :       243:        38         38         50        136        125        199        188:
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  :                 21.9       32.4       32.5       42.0       21.7       29.7       31.0       38.8
Old  :                 21.9       32.4       32.5       42.0       21.7       29.7       31.0       38.8
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 22, 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  : 1,758,212:   167,343    510,993     25,151  1,377,192  1,036,967  1,569,685  1,573,110:   188,528    185,102
Old  : 1,758,212:   167,343    510,993     25,151  1,377,192  1,036,967  1,569,685  1,573,110:   188,528    185,102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :    28,478:     3,061     24,493     21,750     -7,787    -29,335     17,023     16,908:    11,454     11,570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       29.1        1.4       78.3       59.0       89.3       89.5:      10.7       10.5
Old  :     100.0:       9.5       29.1        1.4       78.3       59.0       89.3       89.5:      10.7       10.5
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  :       172:        14         24         10        109         86        128        115:
Old  :       172:        14         24         10        109         86        128        115:
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  :                 25.8       43.8       40.8       55.8       23.4       42.9       33.4       51.6
Old  :                 25.8       43.8       40.8       55.8       23.4       42.9       33.4       51.6
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 22, 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  :   643,667:   142,763     83,810    165,983    277,160    361,996    585,906    611,789:    57,761     31,878
Old  :   623,911:   146,956     83,706    156,789    264,475    353,907    568,220    594,402:    55,691     29,509
Other:    19,756:     2,556      6,854      2,444     12,685      8,088     17,686     17,387:     2,070      2,369
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :    14,704:     2,040     -3,361        296     12,939     15,187     15,275     12,121:      -571      2,583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       13.0       25.8       43.1       56.2       91.0       95.0:       9.0        5.0
Old  :     100.0:      23.6       13.4       25.1       42.4       56.7       91.1       95.3:       8.9        4.7
Other:     100.0:      12.9       34.7       12.4       64.2       40.9       89.5       88.0:      10.5       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       344:        99         75        107        139        130        295        263:
Old  :       344:       103         73        107        138        130        294        263:
Other:        86:        18         17         16         38         21         65         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.4       25.7       15.6       33.8        7.9       23.8       13.6       31.0
Old  :                  8.6       26.1       15.8       34.4        8.2       24.8       13.9       32.0
Other:                 36.4       46.2       54.5       62.8       35.6       41.6       52.5       55.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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  :    10,033:     2,515      1,523        761      5,149      6,596      8,424      8,880:     1,609      1,154
Old  :    10,012:     2,515      1,524        760      5,149      6,583      8,423      8,867:     1,589      1,146
Other:        21:         1          0          0          0         13          1         13:        20          8
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :       224:       -18        358        -30        179       -155        130        173:        94         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       15.2        7.6       51.3       65.7       84.0       88.5:      16.0       11.5
Old  :     100.0:      25.1       15.2        7.6       51.4       65.7       84.1       88.6:      15.9       11.4
Other:     100.0:       4.8        0.0        0.0        0.0       61.9        4.8       61.9:      95.2       38.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        15         13          9         22         14         43         31:
Old  :        55:        15         13          9         22         14         43         31:
Other:         2:         1          0          0          0          1          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  :                 26.5       48.4       43.2       61.3       25.3       46.6       41.9       57.4
Old  :                 26.6       48.4       43.3       61.3       25.3       46.6       42.0       57.4
Other:                  4.8       61.9        4.8       61.9        4.8       61.9        4.8       61.9
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                                                    Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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  : 4,626,308:   552,911  1,948,859    156,207  3,642,527  2,425,942  4,351,645  4,531,007:   274,664     95,301
Old  : 4,626,308:   552,911  1,948,859    156,207  3,642,527  2,425,942  4,351,645  4,531,007:   274,664     95,301
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :    85,548:    16,723     59,367     -5,829     80,308     36,105     91,202     89,643:    -5,653     -4,095
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       42.1        3.4       78.7       52.4       94.1       97.9:       5.9        2.1
Old  :     100.0:      12.0       42.1        3.4       78.7       52.4       94.1       97.9:       5.9        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  :       477:       100         47         42        273        168        394        236:
Old  :       477:       100         47         42        273        168        394        236:
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  :                 21.8       28.0       29.2       44.0       19.9       27.8       26.6       43.7
Old  :                 21.8       28.0       29.2       44.0       19.9       27.8       26.6       43.7
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 22, 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  : 5,911,899:   427,914  1,374,782    704,334  4,277,393  3,446,266  5,409,640  5,525,381:   502,259    386,518
Old  : 5,911,899:   427,914  1,374,782    704,334  4,277,393  3,446,266  5,409,640  5,525,381:   502,259    386,518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :   241,471:     8,448     10,841    139,110     89,421     76,658    236,979    226,609:     4,491     14,862
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       23.3       11.9       72.4       58.3       91.5       93.5:       8.5        6.5
Old  :     100.0:       7.2       23.3       11.9       72.4       58.3       91.5       93.5:       8.5        6.5
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  :       412:        64         70         80        246        190        353        297:
Old  :       412:        64         70         80        246        190        353        297:
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  :                 20.6       15.6       28.1       24.1       17.4       14.8       23.5       22.3
Old  :                 20.6       15.6       28.1       24.1       17.4       14.8       23.5       22.3
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 22, 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  : 2,173,157:   366,697    434,088     21,037  1,572,397  1,430,161  1,960,130  1,885,286:   213,027    287,871
Old  : 2,173,157:   366,697    434,088     21,037  1,572,397  1,430,161  1,960,130  1,885,286:   213,027    287,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :   -25,755:    14,775      3,168     -5,058    -42,986    -29,614    -33,269    -31,504:     7,514      5,749
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       20.0        1.0       72.4       65.8       90.2       86.8:       9.8       13.2
Old  :     100.0:      16.9       20.0        1.0       72.4       65.8       90.2       86.8:       9.8       13.2
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  :       209:        26         28         15        102        123        137        157:
Old  :       209:        26         28         15        102        123        137        157:
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  :                 28.3       19.6       44.4       31.4       24.0       15.4       36.7       24.1
Old  :                 28.3       19.6       44.4       31.4       24.0       15.4       36.7       24.1
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 22, 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  :     4,587:     2,329      1,377        737        817          0      3,883      2,114:       704      2,473
Old  :     4,587:     2,329      1,377        737        817          0      3,883      2,114:       704      2,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :       697:      -508         38        335        701          0        528        373:       169        324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.8       30.0       16.1       17.8        0.0       84.7       46.1:      15.3       53.9
Old  :     100.0:      50.8       30.0       16.1       17.8        0.0       84.7       46.1:      15.3       53.9
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  :        29:         5         22          4          2          0          8         25:
Old  :        29:         5         22          4          2          0          8         25:
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  :                 79.4       25.2       84.7       31.1       65.3       13.7       68.6       18.4
Old  :                 79.4       25.2       84.7       31.1       65.3       13.7       68.6       18.4
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 22, 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  : 6,548,787:   421,136  2,111,551    304,281  5,376,736  3,869,186  6,102,153  6,285,018:   446,634    263,769
Old  : 6,548,787:   421,136  2,111,551    304,281  5,376,736  3,869,186  6,102,153  6,285,018:   446,634    263,769
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :    40,730:    -2,898     36,074     31,273     15,368    -12,086     43,742     55,261:    -3,012    -14,531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       32.2        4.6       82.1       59.1       93.2       96.0:       6.8        4.0
Old  :     100.0:       6.4       32.2        4.6       82.1       59.1       93.2       96.0:       6.8        4.0
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  :       423:        59         51         53        254        207        340        284:
Old  :       423:        59         51         53        254        207        340        284:
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  :                 23.7       20.8       34.0       34.5       20.1       20.5       29.6       34.0
Old  :                 23.7       20.8       34.0       34.5       20.1       20.5       29.6       34.0
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 22, 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  : 2,196,168:   430,292    294,077    508,291  1,224,628  1,339,193  2,163,211  2,141,561:    32,957     54,607
Old  : 2,196,168:   430,292    294,077    508,291  1,224,628  1,339,193  2,163,211  2,141,561:    32,957     54,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :   164,668:     7,749     -1,701     40,713    115,032    125,062    163,494    164,074:     1,174        594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       13.4       23.1       55.8       61.0       98.5       97.5:       1.5        2.5
Old  :     100.0:      19.6       13.4       23.1       55.8       61.0       98.5       97.5:       1.5        2.5
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  :       158:        25         36         47         83         90        138        145:
Old  :       158:        25         36         47         83         90        138        145:
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  :                 30.2       30.4       44.4       42.4       27.7       22.6       34.9       30.2
Old  :                 30.2       30.4       44.4       42.4       27.7       22.6       34.9       30.2
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 22, 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  :    91,166:    24,760     12,522      2,722     48,595     62,985     76,077     78,229:    15,089     12,937
Old  :    91,166:    24,760     12,522      2,722     48,595     62,985     76,077     78,229:    15,089     12,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :       -28:       778      1,168      1,241     -1,272     -2,614        746       -206:      -774        178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       13.7        3.0       53.3       69.1       83.4       85.8:      16.6       14.2
Old  :     100.0:      27.2       13.7        3.0       53.3       69.1       83.4       85.8:      16.6       14.2
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  :        92:        27         17         17         26         29         60         56:
Old  :        92:        27         17         17         26         29         60         56:
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  :                 43.0       36.6       53.5       55.1       42.0       36.1       52.3       54.3
Old  :                 43.0       36.6       53.5       55.1       42.0       36.1       52.3       54.3
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 22, 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  :    91,166:    24,760     12,522      2,722     48,595     62,985     76,077     78,229:    15,089     12,937
Old  :    91,166:    24,760     12,522      2,722     48,595     62,985     76,077     78,229:    15,089     12,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :     1,713:     1,346      1,852      1,291     -1,272     -2,549      1,365        594:       347      1,118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       13.7        3.0       53.3       69.1       83.4       85.8:      16.6       14.2
Old  :     100.0:      27.2       13.7        3.0       53.3       69.1       83.4       85.8:      16.6       14.2
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  :        92:        27         17         17         26         29         60         56:
Old  :        92:        27         17         17         26         29         60         56:
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  :                 43.0       36.6       53.5       55.1       42.0       36.1       52.3       54.3
Old  :                 43.0       36.6       53.5       55.1       42.0       36.1       52.3       54.3
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 22, 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  :    68,650:     1,164      2,607          0     64,174     65,347     65,338     67,954:     3,312        696
Old  :    68,650:     1,164      2,607          0     64,174     65,347     65,338     67,954:     3,312        696
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :      -594:         2         83          0       -487       -509       -485       -426:      -109       -168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        3.8        0.0       93.5       95.2       95.2       99.0:       4.8        1.0
Old  :     100.0:       1.7        3.8        0.0       93.5       95.2       95.2       99.0:       4.8        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  :        48:         2          5          0         33         13         35         18:
Old  :        48:         2          5          0         33         13         35         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  :                 47.2       75.7       64.8       91.0       45.7       75.7       63.1       88.5
Old  :                 47.2       75.7       64.8       91.0       45.7       75.7       63.1       88.5
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 22, 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  :   176,713:    17,976     32,456        906    157,380    143,200    176,262    176,562:       451        151
Old  :   176,713:    17,976     32,456        906    157,380    143,200    176,262    176,562:       451        151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :    -4,284:    -4,291     -4,357         36        -19          0     -4,273     -4,321:       -11         37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       18.4        0.5       89.1       81.0       99.7       99.9:       0.3        0.1
Old  :     100.0:      10.2       18.4        0.5       89.1       81.0       99.7       99.9:       0.3        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  :        54:        28         16          4          8          2         38         20:
Old  :        54:        28         16          4          8          2         38         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  :                 91.1       88.2       95.0       95.7       91.1       88.2       95.0       95.2
Old  :                 91.1       88.2       95.0       95.7       91.1       88.2       95.0       95.2
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 22, 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  :    30,772:    22,582     16,969      8,180          0      5,599     30,762     30,748:        10         24
Old  :    30,772:    22,582     16,969      8,180          0      5,599     30,762     30,748:        10         24
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :        11:        11       -796          0          0        807         11         11:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.4       55.1       26.6        0.0       18.2      100.0       99.9:       0.0        0.1
Old  :     100.0:      73.4       55.1       26.6        0.0       18.2      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:         5         15          2          0          1          5         18:
Old  :        21:         5         15          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  :                 99.5       65.7      100.0       87.0       72.9       48.6       73.4       67.9
Old  :                 99.5       65.7      100.0       87.0       72.9       48.6       73.4       67.9
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 22, 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  :   136,144:    88,540     88,525     47,584          0          0    136,124    136,109:        20         35
Old  :   136,144:    88,540     88,525     47,584          0          0    136,124    136,109:        20         35
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :     5,701:     5,701      5,701          0          0          0      5,701      5,701:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.0       65.0       35.0        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      65.0       65.0       35.0        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:        23          9          5          0          0         26         11:
Old  :        32:        23          9          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  :                 63.7       97.1       82.2       99.6       43.9       64.2       55.5       65.0
Old  :                 63.7       97.1       82.2       99.6       43.9       64.2       55.5       65.0
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 22, 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  :   100,119:    88,330     83,142     11,770          0      5,110    100,100    100,022:        19         97
Old  :   100,119:    88,330     83,142     11,770          0      5,110    100,100    100,022:        19         97
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2024                     :
     :     8,154:     8,249      8,230        -95          0          0      8,154      8,135:         0         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.2       83.0       11.8        0.0        5.1      100.0       99.9:       0.0        0.1
Old  :     100.0:      88.2       83.0       11.8        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  :        36:        16         18          3          0          2         18         21:
Old  :        36:        16         18          3          0          2         18         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  :                 82.6       87.3       93.3       95.1       77.8       76.7       84.3       84.3
Old  :                 82.6       87.3       93.3       95.1       77.8       76.7       84.3       84.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 25, 2024