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