WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      536,986
COMMITMENTS
 105,156  157,597  199,557  197,919  139,227  502,632  496,380   34,354   40,605

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:     14,377)
   8,488   17,281    5,458    1,057   -6,700   15,003   16,038     -626   -1,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6     29.3     37.2     36.9     25.9     93.6     92.4      6.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
     118      114      156      117      111      319      308                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      277,021
COMMITMENTS
  64,094   84,175   75,215  116,477   95,980  255,786  255,369   21,235   21,651

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:    -11,691)
   6,196    4,443  -11,022   -6,551   -2,412  -11,377   -8,992     -314   -2,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1     30.4     27.2     42.0     34.6     92.3     92.2      7.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      72       69       72       91       82      202      187                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,168,691
COMMITMENTS
 362,209  232,272  681,407  949,928  1023709  1993544  1937388  175,147  231,302

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:      1,502)
 -14,496   -2,673   -7,282   24,532   14,680    2,754    4,725   -1,253   -3,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     10.7     31.4     43.8     47.2     91.9     89.3      8.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      857)
     164      162      223      415      440      701      726                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        3,805
COMMITMENTS
   1,346        7      135    1,008    2,775    2,489    2,916    1,316      888

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:       -408)
    -292        7       77     -186     -302     -401     -218       -7     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.4      0.2      3.5     26.5     72.9     65.4     76.7     34.6     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        1        4        6        8       16       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,169,119
COMMITMENTS
 161,643  229,067  371,154  580,347  485,315  1113144  1085536   55,975   83,583

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:     57,186)
   3,207   11,354   21,154   33,409   20,851   57,771   53,359     -585    3,827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8     19.6     31.7     49.6     41.5     95.2     92.9      4.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      576)
     131      154      185      239      244      476      485                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      662,809
COMMITMENTS
 155,819   88,466  160,489  307,361  387,812  623,670  636,768   39,138   26,041

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:    -11,529)
 -18,949    8,774   -1,361    9,381  -18,820  -10,930  -11,408     -600     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     13.3     24.2     46.4     58.5     94.1     96.1      5.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
     112       76      113      130      114      301      251                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,280,927
COMMITMENTS
 427,839  467,050  304,567  1322869  1355721  2055275  2127339  225,652  153,588

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:    110,260)
   7,538     -678  101,925   -4,530   12,143  104,932  113,390    5,328   -3,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8     20.5     13.4     58.0     59.4     90.1     93.3      9.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      36       41       47      144      130      210      188                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,833,465
COMMITMENTS
 164,822  393,083   69,752  1413150  1200536  1647724  1663371  185,741  170,094

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:     26,769)
   1,457  -14,315   26,704   -9,479   25,052   18,682   37,442    8,086  -10,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     21.4      3.8     77.1     65.5     89.9     90.7     10.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      19       25       19      119       98      149      131                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      715,690
COMMITMENTS
 123,871  163,180  195,195  330,352  321,346  649,418  679,722   66,272   35,968

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:      5,098)
  -6,503   24,576    4,767    6,258  -22,558    4,522    6,785      576   -1,687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3     22.8     27.3     46.2     44.9     90.7     95.0      9.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
      90       95      108      141      122      295      273                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,999
COMMITMENTS
   2,164    4,141    1,067    7,222    5,394   10,453   10,602    1,546    1,396

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:       -882)
    -128   -1,201      126     -553      404     -555     -671     -327     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     34.5      8.9     60.2     45.0     87.1     88.4     12.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      15       18       10       26       15       46       40                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,676,352
COMMITMENTS
 493,537  1949593  259,109  3643540  2347375  4396186  4556077  280,166  120,275

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:     -2,880)
 -44,725  -23,232   66,441  -26,001  -53,068   -4,286   -9,859    1,405    6,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6     41.7      5.5     77.9     50.2     94.0     97.4      6.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      478)
      99       55       51      276      173      400      254                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,586,000
COMMITMENTS
 404,837  1314185  596,531  4106615  3256392  5107982  5167107  478,018  418,893

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:    117,028)
  16,116   72,286   30,134   76,359    4,822  122,609  107,242   -5,581    9,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2     23.5     10.7     73.5     58.3     91.4     92.5      8.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      420)
      66       72       84      247      205      358      316                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,260,286
COMMITMENTS
 312,167  483,646   48,507  1678934  1429578  2039608  1961731  220,678  298,555

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:     46,319)
 -20,358   -5,906   25,942   39,321   23,347   44,905   43,383    1,413    2,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8     21.4      2.1     74.3     63.2     90.2     86.8      9.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      24       31       19      112      124      148      162                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        4,208
COMMITMENTS
   1,904    1,306      412    1,218        0    3,534    1,718      674    2,490

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:       -456)
    -580     -657      236     -167        0     -511     -421       55      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.2     31.0      9.8     28.9      0.0     84.0     40.8     16.0     59.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9       20        2        1        0       11       21                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    7,119,983
COMMITMENTS
 360,634  2389272  543,565  5778034  3871909  6682233  6804746  437,750  315,237

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:    369,659)
 -22,295   74,243  227,519  152,803   48,440  358,027  350,202   11,631   19,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1     33.6      7.6     81.2     54.4     93.9     95.6      6.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      423)
      58       60       55      254      203      343      287                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,697,828
COMMITMENTS
 144,425  199,565  394,007  1126402  1069309  1664834  1662881   32,994   34,947

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:    121,531)
   2,845   60,422  -19,375  136,351   85,851  119,821  126,898    1,710   -5,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5     11.8     23.2     66.3     63.0     98.1     97.9      1.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      23       35       49       76       81      129      137                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       86,987
COMMITMENTS
  20,016   12,535    4,096   44,710   59,534   68,821   76,165   18,166   10,822

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:     -1,480)
  -6,648     -451    1,904    1,470   -1,365   -3,273       89    1,793   -1,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0     14.4      4.7     51.4     68.4     79.1     87.6     20.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      29       29       19       27       32       67       69                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       84,849
COMMITMENTS
  19,992   11,799    3,533   44,710   59,473   68,235   74,805   16,614   10,044

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:     -3,619)
  -6,672   -1,188    1,342    1,470   -1,426   -3,860   -1,272      241   -2,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6     13.9      4.2     52.7     70.1     80.4     88.2     19.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      22       23       14       27       31       57       60                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       70,592
COMMITMENTS
   2,067    2,610        0   64,549   67,237   66,616   69,847    3,976      745

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:        424)
     427      760        0      786     -176    1,213      584     -789     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      3.7      0.0     91.4     95.2     94.4     98.9      5.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        5        0       30       15       35       20                  
 
 
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE                   Code-124608
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($0.5 X DJIA INDEX)                                  OPEN INTEREST:       21,385
COMMITMENTS
   5,403   12,529      463        0      612    5,866   13,604   15,519    7,781

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.3     58.6      2.2      0.0      2.9     27.4     63.6     72.6     36.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9       10        4        0        1       12       12                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      184,420
COMMITMENTS
  26,924   40,230      894  156,170  143,200  183,988  184,324      432       96

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:        714)
     720      732        8      -25        0      702      740       12      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     21.8      0.5     84.7     77.6     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      27       19        4        8        2       37       23                  
 
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-342603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       37,491
COMMITMENTS
  30,103   18,104    7,378        0   11,970   37,481   37,452       10       39

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:      1,477)
   2,467    4,561     -975        0   -2,108    1,492    1,478      -15       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    80.3     48.3     19.7      0.0     31.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7       14        3        0        1        8       17                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:      129,624
COMMITMENTS
  84,228   84,217   45,365        0        0  129,593  129,582       31       42

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:      1,662)
   1,662    1,657        0        0        0    1,662    1,657        0        5

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:       31)
      22        9        5        0        0       25       11                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/24          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       99,063
COMMITMENTS
  87,799   86,445   11,245        0    1,295   99,044   98,985       19       78

CHANGES FROM 11/12/24 (CHANGE IN OPEN INTEREST:       -138)
    -191       22       53        0     -213     -138     -138        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    88.6     87.3     11.4      0.0      1.3    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 November 22, 2024