WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      487,950
COMMITMENTS
 100,000  123,850  179,051  175,585  147,349  454,636  450,251   33,314   37,699

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:     14,433)
  -1,015    4,563    5,056    9,872    3,859   13,913   13,478      520      955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     25.4     36.7     36.0     30.2     93.2     92.3      6.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
     117      108      141      118      124      311      306                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      266,912
COMMITMENTS
  57,961   56,697   74,822  115,053  111,617  247,836  243,136   19,076   23,775

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:     10,866)
    -996    1,123    2,899    9,371    5,904   11,275    9,926     -409      940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7     21.2     28.0     43.1     41.8     92.9     91.1      7.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      59       71       69       96       88      199      186                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,121,387
COMMITMENTS
 323,955  339,765  708,553  909,416  836,186  1941924  1884504  179,463  236,883

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:    130,080)
  33,265   27,869   33,198   53,558   82,224  120,021  143,291   10,059  -13,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     16.0     33.4     42.9     39.4     91.5     88.8      8.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      839)
     187      159      219      398      404      693      692                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,172
COMMITMENTS
   1,432      284      171      900    2,488    2,503    2,943    1,669    1,229

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:         86)
     124       52       10      -85      -17       49       45       37       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.3      6.8      4.1     21.6     59.6     60.0     70.5     40.0     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        2        2        7        6       17        9                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,277,598
COMMITMENTS
 139,715  212,824  443,033  631,925  533,584  1214673  1189441   62,926   88,157

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:      1,609)
     676   19,431   13,696  -19,575  -25,567   -5,202    7,560    6,811   -5,951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9     16.7     34.7     49.5     41.8     95.1     93.1      4.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      633)
     137      182      219      259      261      537      535                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      594,104
COMMITMENTS
 146,305   79,578  142,967  268,695  345,720  557,968  568,265   36,136   25,839

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:     25,817)
   8,245  -10,347   11,286    3,367   26,516   22,898   27,456    2,919   -1,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6     13.4     24.1     45.2     58.2     93.9     95.7      6.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
     114       64      110      119      111      283      241                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,041,611
COMMITMENTS
 393,236  468,255  170,471  1230280  1252029  1793987  1890754  247,624  150,857

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:     72,764)
   3,358   15,901   59,948   11,834    2,517   75,140   78,366   -2,377   -5,602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3     22.9      8.3     60.3     61.3     87.9     92.6     12.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      38       38       50      136      125      199      188                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,758,212
COMMITMENTS
 167,343  510,993   25,151  1377192  1036967  1569685  1573110  188,528  185,102

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:     28,478)
   3,061   24,493   21,750   -7,787  -29,335   17,023   16,908   11,454   11,570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5     29.1      1.4     78.3     59.0     89.3     89.5     10.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      14       24       10      109       86      128      115                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      643,667
COMMITMENTS
 142,763   83,810  165,983  277,160  361,996  585,906  611,789   57,761   31,878

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:     14,704)
   2,040   -3,361      296   12,939   15,187   15,275   12,121     -571    2,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2     13.0     25.8     43.1     56.2     91.0     95.0      9.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      99       75      107      139      130      295      263                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,033
COMMITMENTS
   2,515    1,523      761    5,149    6,596    8,424    8,880    1,609    1,154

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:        224)
     -18      358      -30      179     -155      130      173       94       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1     15.2      7.6     51.3     65.7     84.0     88.5     16.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      15       13        9       22       14       43       31                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,626,308
COMMITMENTS
 552,911  1948859  156,207  3642527  2425942  4351645  4531007  274,664   95,301

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:     85,548)
  16,723   59,367   -5,829   80,308   36,105   91,202   89,643   -5,653   -4,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.0     42.1      3.4     78.7     52.4     94.1     97.9      5.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      477)
     100       47       42      273      168      394      236                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,911,899
COMMITMENTS
 427,914  1374782  704,334  4277393  3446266  5409640  5525381  502,259  386,518

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:    241,471)
   8,448   10,841  139,110   89,421   76,658  236,979  226,609    4,491   14,862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2     23.3     11.9     72.4     58.3     91.5     93.5      8.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
      64       70       80      246      190      353      297                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,173,157
COMMITMENTS
 366,697  434,088   21,037  1572397  1430161  1960130  1885286  213,027  287,871

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:    -25,755)
  14,775    3,168   -5,058  -42,986  -29,614  -33,269  -31,504    7,514    5,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9     20.0      1.0     72.4     65.8     90.2     86.8      9.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      26       28       15      102      123      137      157                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        4,587
COMMITMENTS
   2,329    1,377      737      817        0    3,883    2,114      704    2,473

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:        697)
    -508       38      335      701        0      528      373      169      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.8     30.0     16.1     17.8      0.0     84.7     46.1     15.3     53.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5       22        4        2        0        8       25                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,548,787
COMMITMENTS
 421,136  2111551  304,281  5376736  3869186  6102153  6285018  446,634  263,769

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:     40,730)
  -2,898   36,074   31,273   15,368  -12,086   43,742   55,261   -3,012  -14,531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4     32.2      4.6     82.1     59.1     93.2     96.0      6.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      423)
      59       51       53      254      207      340      284                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,196,168
COMMITMENTS
 430,292  294,077  508,291  1224628  1339193  2163211  2141561   32,957   54,607

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:    164,668)
   7,749   -1,701   40,713  115,032  125,062  163,494  164,074    1,174      594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6     13.4     23.1     55.8     61.0     98.5     97.5      1.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      25       36       47       83       90      138      145                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       91,166
COMMITMENTS
  24,760   12,522    2,722   48,595   62,985   76,077   78,229   15,089   12,937

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:        -28)
     778    1,168    1,241   -1,272   -2,614      746     -206     -774      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2     13.7      3.0     53.3     69.1     83.4     85.8     16.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      27       17       17       26       29       60       56                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       91,166
COMMITMENTS
  24,760   12,522    2,722   48,595   62,985   76,077   78,229   15,089   12,937

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:      1,713)
   1,346    1,852    1,291   -1,272   -2,549    1,365      594      347    1,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2     13.7      3.0     53.3     69.1     83.4     85.8     16.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      27       17       17       26       29       60       56                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       68,650
COMMITMENTS
   1,164    2,607        0   64,174   65,347   65,338   67,954    3,312      696

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:       -594)
       2       83        0     -487     -509     -485     -426     -109     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      3.8      0.0     93.5     95.2     95.2     99.0      4.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        5        0       33       13       35       18                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      176,713
COMMITMENTS
  17,976   32,456      906  157,380  143,200  176,262  176,562      451      151

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:     -4,284)
  -4,291   -4,357       36      -19        0   -4,273   -4,321      -11       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2     18.4      0.5     89.1     81.0     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      28       16        4        8        2       38       20                  
 
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-342603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       30,772
COMMITMENTS
  22,582   16,969    8,180        0    5,599   30,762   30,748       10       24

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:         11)
      11     -796        0        0      807       11       11        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    73.4     55.1     26.6      0.0     18.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5       15        2        0        1        5       18                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:      136,144
COMMITMENTS
  88,540   88,525   47,584        0        0  136,124  136,109       20       35

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:      5,701)
   5,701    5,701        0        0        0    5,701    5,701        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.0     65.0     35.0      0.0      0.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      23        9        5        0        0       26       11                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:      100,119
COMMITMENTS
  88,330   83,142   11,770        0    5,110  100,100  100,022       19       97

CHANGES FROM 10/15/24 (CHANGE IN OPEN INTEREST:      8,154)
   8,249    8,230      -95        0        0    8,154    8,135        0       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    88.2     83.0     11.8      0.0      5.1    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      16       18        3        0        2       18       21                  



Updated October 25, 2024