WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      422,881
COMMITMENTS
 113,974  131,691  128,044  146,801  124,847  388,820  384,583   34,061   38,298

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:      4,467)
  -1,042   -1,527     -103    3,889    5,397    2,743    3,766    1,724      701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0     31.1     30.3     34.7     29.5     91.9     90.9      8.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
     110      110      136      108      115      294      292                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      252,403
COMMITMENTS
  67,438   78,773   58,024  105,559   94,497  231,021  231,295   21,381   21,108

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:      7,057)
    -745    2,343    2,156    3,267    2,308    4,678    6,808    2,379      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.7     31.2     23.0     41.8     37.4     91.5     91.6      8.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      72       63       62       95       93      198      190                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,832,471
COMMITMENTS
 306,423  370,216  613,852  733,058  616,401  1653333  1600469  179,138  232,002

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:     35,428)
 -12,118   -9,053   31,295   14,149   10,642   33,326   32,884    2,102    2,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     20.2     33.5     40.0     33.6     90.2     87.3      9.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      800)
     177      155      205      361      357      649      624                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        3,723
COMMITMENTS
   1,132      388      121      965    2,402    2,217    2,911    1,505      812

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:        276)
     359      124       20      -26      231      353      375      -77      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4     10.4      3.2     25.9     64.5     59.6     78.2     40.4     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        3        2        8        8       18       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,098,571
COMMITMENTS
 103,803  184,987  362,281  580,809  471,176  1046892  1018443   51,679   80,128

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:     -1,475)
   7,145  -34,745   -6,391   -4,925   38,025   -4,170   -3,112    2,695    1,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     16.8     33.0     52.9     42.9     95.3     92.7      4.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      593)
     125      179      197      226      247      482      499                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       18,571
COMMITMENTS
  14,884      854      652       33    4,956   15,569    6,462    3,002   12,109

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    80.1      4.6      3.5      0.2     26.7     83.8     34.8     16.2     65.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        3        4        3        8       12       15                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      587,272
COMMITMENTS
 136,360  123,119  137,644  281,651  300,030  555,655  560,793   31,617   26,479

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:    -18,378)
   4,597  -27,047   -9,349  -13,690   19,273  -18,443  -17,124       64   -1,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     21.0     23.4     48.0     51.1     94.6     95.5      5.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
      97       87      115      118      111      274      261                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,887,609
COMMITMENTS
 352,049  502,551   77,151  1192004  1156020  1621204  1735722  266,405  151,888

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:    -25,821)
  -4,632   53,863  -28,175     -926  -52,562  -33,733  -26,874    7,912    1,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7     26.6      4.1     63.1     61.2     85.9     92.0     14.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      30       34       35      124      116      176      163                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,712,299
COMMITMENTS
 178,662  444,889    8,582  1338020  1098993  1525264  1552464  187,035  159,834

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:    -17,102)
   1,849   -6,395   -7,053    1,975   -8,012   -3,229  -21,460  -13,874    4,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4     26.0      0.5     78.1     64.2     89.1     90.7     10.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      17       20       11      114       94      136      120                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      574,726
COMMITMENTS
 133,414   74,308  138,359  249,858  334,218  521,630  546,884   53,096   27,842

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:        240)
  12,352   -7,860      208  -14,881   10,175   -2,322    2,523    2,561   -2,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     12.9     24.1     43.5     58.2     90.8     95.2      9.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
      85       77      107      139      130      286      263                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,111
COMMITMENTS
   2,302    1,318      776    5,636    6,821    8,715    8,916    1,396    1,195

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:        251)
     434     -721      -35     -130    1,077      269      321      -18      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8     13.0      7.7     55.7     67.5     86.2     88.2     13.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      17       14       10       27       17       53       34                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,517,791
COMMITMENTS
 722,912  1776918  113,838  3389767  2522595  4226516  4413351  291,275  104,440

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:    128,542)
  87,407  114,776  -13,972   46,493   47,961  119,928  148,765    8,614  -20,223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0     39.3      2.5     75.0     55.8     93.6     97.7      6.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      464)
     105       44       42      258      171      379      241                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,504,003
COMMITMENTS
 449,594  1467619  374,313  4179030  3279245  5002937  5121177  501,066  382,826

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:   -273,501)
  23,862    9,960 -169,059 -123,940 -133,992 -269,138 -293,092   -4,363   19,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2     26.7      6.8     75.9     59.6     90.9     93.0      9.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      400)
      63       63       62      239      192      339      280                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,122,917
COMMITMENTS
 333,430  371,109   12,729  1551763  1455840  1897922  1839678  224,994  283,239

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:      1,847)
  11,281    3,642  -12,066   -9,374      964  -10,160   -7,461   12,006    9,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     17.5      0.6     73.1     68.6     89.4     86.7     10.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      21       28       14       98      120      128      153                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        4,286
COMMITMENTS
   1,681    1,057    1,797       50        0    3,528    2,854      758    1,432

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:        644)
    -183   -1,333    1,715     -662        0      870      382     -226      262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.2     24.7     41.9      1.2      0.0     82.3     66.6     17.7     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8       16        2        1        0       10       17                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,639,559
COMMITMENTS
 585,361  2132162  191,955  5377463  4074596  6154779  6398713  484,780  240,846

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:    -26,003)
 -20,331  -33,220  -45,231   17,807   75,583  -47,756   -2,868   21,753  -23,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8     32.1      2.9     81.0     61.4     92.7     96.4      7.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
      62       50       50      242      202      334      272                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,285,187
COMMITMENTS
 506,691  290,831  564,873  1182918  1379762  2254482  2235466   30,705   49,721

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:     16,726)
 -58,010  -95,063  117,048  -32,981    8,026   26,057   30,011   -9,331  -13,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2     12.7     24.7     51.8     60.4     98.7     97.8      1.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      31       35       41       86       99      141      151                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       87,674
COMMITMENTS
  23,223    7,785    1,314   48,230   67,077   72,768   76,176   14,907   11,498

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:    -13,942)
     292   -2,084   -2,730   -7,558   -4,662   -9,995   -9,476   -3,946   -4,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5      8.9      1.5     55.0     76.5     83.0     86.9     17.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      27       14       11       31       26       60       49                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       87,674
COMMITMENTS
  23,223    7,785    1,314   48,230   67,077   72,768   76,176   14,907   11,498

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:    -10,539)
     635     -180   -2,308   -7,533   -4,662   -9,206   -7,151   -1,333   -3,389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5      8.9      1.5     55.0     76.5     83.0     86.9     17.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      27       14       11       31       26       60       49                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       63,960
COMMITMENTS
   1,602    2,244        0   58,855   60,992   60,457   63,236    3,503      724

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:    -16,946)
    -159     -396     -182  -11,380  -14,088  -11,721  -14,666   -5,225   -2,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      3.5      0.0     92.0     95.4     94.5     98.9      5.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        0       31       14       34       18                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      172,368
COMMITMENTS
  17,373   28,985       39  154,575  143,200  171,987  172,224      381      144

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:    -21,576)
  -9,652   -6,456  -11,799     -144   -3,302  -21,595  -21,557       19      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     16.8      0.0     89.7     83.1     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      26       20        1        7        2       34       22                  
 
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-342603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       27,443
COMMITMENTS
  19,253   17,871    8,180        0    1,348   27,433   27,399       10       44

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:       -546)
   1,531      163   -2,077        0    1,348     -546     -566        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    70.2     65.1     29.8      0.0      4.9    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5       14        2        0        1        5       17                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:      129,105
COMMITMENTS
  81,484   81,479   47,601        0        0  129,085  129,080       20       25

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:     -7,675)
  -1,639   -1,639   -6,036        0        0   -7,675   -7,675        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.1     63.1     36.9      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      22       11        5        0        0       26       12                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       92,116
COMMITMENTS
  80,581   73,262   11,516        0    7,263   92,097   92,041       19       75

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:     -1,237)
   1,564      985   -2,801        0      584   -1,237   -1,232        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    87.5     79.5     12.5      0.0      7.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      16       19        3        0        2       18       22                  



Updated September 27, 2024