USD Malaysian Crude Palm Oil C - CHICAGO MERCANTILE EXCHANGE         Code-037021
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 25 METRIC TONS)                        OPEN INTEREST:       38,894
COMMITMENTS
   1,205    5,297    6,295   31,374   27,252   38,874   38,844       20       50

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:     -3,380)
      80      230     -580   -2,880   -3,060   -3,380   -3,410        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1     13.6     16.2     80.7     70.1     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3       11        3       14       17       19       29                  
 
 
EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE                   Code-047745
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
--------------------------------------------------------------------------------
(2,500 X CONTRACT GRADE IMM INDEX)                   OPEN INTEREST:       60,560
COMMITMENTS
  14,764    5,883   26,598   19,177   28,042   60,539   60,523       21       37

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:    -14,939)
  -6,635   -1,237    1,286   -9,609  -14,733  -14,958  -14,684       19     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4      9.7     43.9     31.7     46.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12       11       20       19       21       41       43                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
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 20,000 POUNDS)                         OPEN INTEREST:       12,945
COMMITMENTS
       1      604    1,382   10,428   10,209   11,810   12,195    1,135      750

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:      1,349)
     -82       83      153    1,271    1,093    1,341    1,329        8       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.7     10.7     80.5     78.9     91.2     94.2      8.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        7        8       31       29       39       37                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
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:       46,427
COMMITMENTS
   9,108    2,397   11,687   20,256   24,307   41,051   38,391    5,376    8,036

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:      1,078)
     -95      114      426      177      370      508      910      570      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6      5.2     25.2     43.6     52.4     88.4     82.7     11.6     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      40        7       24       41       35       87       60                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
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 44,000 LBS.)                           OPEN INTEREST:       14,227
COMMITMENTS
     636    1,158    2,264   10,101   10,080   13,001   13,503    1,225      724

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:         20)
     -52      111      -82      110     -104      -23      -75       44       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      8.1     15.9     71.0     70.9     91.4     94.9      8.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        6        9       41       21       51       30                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
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:       14,444
COMMITMENTS
     921    1,002    2,416   10,722   10,148   14,059   13,567      385      878

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:        170)
     -26      212       12      255      158      240      381      -70     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      6.9     16.7     74.2     70.3     97.3     93.9      2.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        3        6       22       20       29       26                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
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 40,000 POUNDS)                         OPEN INTEREST:      394,310
COMMITMENTS
 101,859   39,097  154,047  114,487  165,940  370,392  359,084   23,917   35,225

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:     29,557)
  11,829   -3,337   14,026    2,639   16,670   28,494   27,358    1,063    2,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.8      9.9     39.1     29.0     42.1     93.9     91.1      6.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     136       70      136       96      109      295      264                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
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 40,000 POUNDS)                         OPEN INTEREST:      416,528
COMMITMENTS
 108,853   40,906  148,206  129,717  174,218  386,776  363,330   29,752   53,198

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:     14,616)
  12,994    4,170    3,070      982    7,073   17,046   14,313   -2,430      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.1      9.8     35.6     31.1     41.8     92.9     87.2      7.1     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      420)
     131       80      138      152      181      354      341                  
 
 
LUMBER - CHICAGO MERCANTILE EXCHANGE                                 Code-058644
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 27,500 BOARD FEET)                     OPEN INTEREST:        8,367
COMMITMENTS
   2,268    4,288       91    5,094    2,968    7,453    7,347      915    1,020

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:       -125)
      36     -939      -16     -309      814     -288     -141      163       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1     51.2      1.1     60.9     35.5     89.1     87.8     10.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      15       38        5       17       19       36       59                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
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 50,000 POUNDS)                         OPEN INTEREST:       77,452
COMMITMENTS
  13,577   16,349   29,688   20,637   14,722   63,902   60,759   13,550   16,693

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:     -2,635)
   1,476   -2,157     -492   -2,483        0   -1,499   -2,648   -1,136       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     21.1     38.3     26.6     19.0     82.5     78.4     17.5     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      68       66       87      103       93      223      207                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
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 20,000 POUNDS)                         OPEN INTEREST:       22,001
COMMITMENTS
   1,756    1,964    3,866   15,697   15,461   21,318   21,291      683      710

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:      1,332)
      99      298      304      968      706    1,371    1,309      -39       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      8.9     17.6     71.3     70.3     96.9     96.8      3.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      14       10        9       31       29       52       41                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
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 CAD 100,000)                           OPEN INTEREST:      233,991
COMMITMENTS
  25,627   92,461   12,119  163,195  102,304  200,941  206,884   33,050   27,107

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:    -42,078)
   3,791   -4,659     -479  -44,379  -35,581  -41,068  -40,719   -1,010   -1,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0     39.5      5.2     69.7     43.7     85.9     88.4     14.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      20       34       13       39       43       69       80                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
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 CHF 125,000)                           OPEN INTEREST:       85,337
COMMITMENTS
   6,835   27,447   15,615   49,108   26,462   71,559   69,524   13,779   15,813

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:      1,257)
  -1,267    1,310      -76    3,422     -668    2,079      566     -822      691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0     32.2     18.3     57.5     31.0     83.9     81.5     16.1     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      11       14        7       20       19       35       36                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
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 MXN 500,000)                           OPEN INTEREST:      143,994
COMMITMENTS
  51,001   38,712   11,594   77,153   87,777  139,748  138,084    4,246    5,910

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:      4,740)
   2,862   -1,618        4    2,124    6,484    4,990    4,870     -250     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.4     26.9      8.1     53.6     61.0     97.1     95.9      2.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      40       41       13       26       39       72       88                  
 
 
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE                          Code-096742
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 GBP 62,500)                            OPEN INTEREST:      304,239
COMMITMENTS
 160,306   66,310   23,160   79,128  189,415  262,593  278,885   41,645   25,354

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:     45,475)
  32,030    5,840    1,797    8,595   34,573   42,422   42,210    3,053    3,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.7     21.8      7.6     26.0     62.3     86.3     91.7     13.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      49       28       16       39       52       98       86                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
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 JPY 12,500,000)                        OPEN INTEREST:      261,592
COMMITMENTS
 104,995   40,932   20,168   92,902  169,230  218,065  230,330   43,528   31,262

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:      8,535)
   6,465   -1,468      634    3,233    7,265   10,332    6,431   -1,797    2,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.1     15.6      7.7     35.5     64.7     83.4     88.0     16.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      34       28       17       46       48       86       87                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
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 EUR 125,000)                           OPEN INTEREST:      791,908
COMMITMENTS
 206,372  119,624   69,540  425,246  553,399  701,158  742,563   90,749   49,345

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:      3,436)
   5,681    3,479    6,007   -8,904  -10,162    2,784     -676      652    4,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.1     15.1      8.8     53.7     69.9     88.5     93.8     11.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      82       50       41      127       93      228      165                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
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 EUR 125,000)                           OPEN INTEREST:       30,452
COMMITMENTS
   4,533   14,172        0   13,376    9,806   17,909   23,978   12,543    6,474

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:        798)
      44      690        0      338       71      382      761      416       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     46.5      0.0     43.9     32.2     58.8     78.7     41.2     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        7        0       11        8       16       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
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 BRL 100,000)                           OPEN INTEREST:       68,689
COMMITMENTS
  13,840   51,102    1,570   50,396   13,619   65,806   66,291    2,883    2,398

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:      2,030)
  -2,073    2,883     -434    4,319     -137    1,812    2,312      218     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1     74.4      2.3     73.4     19.8     95.8     96.5      4.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      22       42        6       19       17       47       60                  
 
 
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE                              Code-112741
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 NZD 100,000)                           OPEN INTEREST:       55,155
COMMITMENTS
  26,475   27,933       15   22,853   23,782   49,343   51,730    5,812    3,425

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:      5,844)
   5,717    5,285     -136       40      707    5,621    5,856      223      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.0     50.6      0.0     41.4     43.1     89.5     93.8     10.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      40       27        3       23       16       64       45                  
 
 
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                        Code-122741
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 ZAR 500,000)                           OPEN INTEREST:       41,841
COMMITMENTS
  35,644    3,010      285    3,253   37,721   39,182   41,016    2,659      825

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:        725)
     -10      409        5      593      636      588    1,050      137     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    85.2      7.2      0.7      7.8     90.2     93.6     98.0      6.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      26        7        2        9       11       36       19                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
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 Bitcoins)                                         OPEN INTEREST:       32,159
COMMITMENTS
  23,804   25,473    4,692    2,118      944   30,615   31,109    1,545    1,051

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:       -302)
     -17      547     -972      483       -8     -506     -433      204      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    74.0     79.2     14.6      6.6      2.9     95.2     96.7      4.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      46       63       41        7        9       79       88                  
 
 
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE                          Code-133742
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
--------------------------------------------------------------------------------
(Bitcoin X $0.10)                                    OPEN INTEREST:       25,122
COMMITMENTS
  10,304   13,136   10,292      315       40   20,912   23,468    4,210    1,654

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:     -3,416)
  -1,829   -1,689   -1,790       15       40   -3,604   -3,439      189       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.0     52.3     41.0      1.3      0.2     83.2     93.4     16.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      88       49       30        4        1      108       64                  
 
 
SOFR-3M - CHICAGO MERCANTILE EXCHANGE                                Code-134741
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
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:   19,934,065
COMMITMENTS
 1924791  1414672  9341859  8627295  9139940 19893946 19896471   40,120   37,594

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:   -608,303)
  85,089   88,211   22,529 -703,592 -713,209 -595,974 -602,468  -12,329   -5,835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      7.1     46.9     43.3     45.9     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:    1,134)
     317      358      381      338      358      869      919                  
 
 
SOFR-1M - CHICAGO MERCANTILE EXCHANGE                                Code-134742
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
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:    1,342,702
COMMITMENTS
 216,897  360,230  298,058  827,328  683,378  1342283  1341666      419    1,036

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:     13,639)
  -2,675  -39,869   45,596  -29,322   11,264   13,599   16,991       40   -3,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2     26.8     22.2     61.6     50.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      47       51       63       85       96      162      182                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
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
--------------------------------------------------------------------------------
(S&P 500 INDEX X $50.00)                             OPEN INTEREST:    2,947,720
COMMITMENTS
 290,285  341,614  639,997  1717140  1750538  2647423  2732149  300,297  215,571

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:   -724,727)
  -8,912  -93,426 -240,038 -446,699 -350,833 -695,650 -684,297  -29,077  -40,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8     11.6     21.7     58.3     59.4     89.8     92.7     10.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      514)
     100       85      120      269      230      434      371                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
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 S&P Select Sector Consumer Stapl             OPEN INTEREST:       20,279
COMMITMENTS
   1,006        0        0   15,927   19,626   16,933   19,626    3,346      653

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:     -7,673)
    -272     -254        0   -7,070   -7,229   -7,342   -7,483     -331     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      0.0      0.0     78.5     96.8     83.5     96.8     16.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       12       12       13       12                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
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 S&P Select Sector Energy Index p             OPEN INTEREST:       16,485
COMMITMENTS
       0    1,981        0   14,458   13,127   14,458   15,108    2,027    1,377

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:     -5,094)
    -252      633     -686   -3,327   -5,028   -4,265   -5,081     -829      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     12.0      0.0     87.7     79.6     87.7     91.6     12.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        0       12       11       12       14                  
 
 
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE                         Code-13874A
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
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,935,319
COMMITMENTS
 289,512  340,409  637,536  1713538  1749528  2640586  2727473  294,732  207,846

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:   -716,573)
  -7,786  -87,483 -238,364 -445,276 -350,278 -691,426 -676,125  -25,147  -40,448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9     11.6     21.7     58.4     59.6     90.0     92.9     10.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      503)
      95       81      114      267      230      424      364                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
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
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       48,660
COMMITMENTS
     545      538        0   45,337   47,290   45,882   47,828    2,778      832

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:     -6,389)
     309     -440     -244   -5,961   -5,259   -5,896   -5,943     -493     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.1      0.0     93.2     97.2     94.3     98.3      5.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        0       17        7       18        9                  
 
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874I
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 S&P Select Sector Technology Ind             OPEN INTEREST:       12,718
COMMITMENTS
       0    1,023        0   10,336   11,131   10,336   12,154    2,382      564

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:    -10,521)
       0       80     -237   -9,823   -9,987  -10,060  -10,144     -461     -377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.0      0.0     81.3     87.5     81.3     95.6     18.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       12        8       12       10                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
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 S&P Select Sector Utilities Inde             OPEN INTEREST:       28,986
COMMITMENTS
   2,788    1,952        0   21,905   26,055   24,693   28,007    4,293      979

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:    -16,766)
    -497      593     -904  -15,070  -16,353  -16,471  -16,664     -295     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6      6.7      0.0     75.6     89.9     85.2     96.6     14.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        3        0       18       13       22       16                  
 
 
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874U
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 S&P 500 INDEX)                                 OPEN INTEREST:      124,017
COMMITMENTS
  20,176   24,497   12,171   36,020   10,097   68,367   46,765   55,650   77,252

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:    -81,537)
 -12,794  -60,963  -15,213  -14,233   -5,550  -42,240  -81,727  -39,297      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3     19.8      9.8     29.0      8.1     55.1     37.7     44.9     62.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        9       10       14        4       27       18                  
 
 
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE         Code-13874W
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
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25)                   OPEN INTEREST:      527,573
COMMITMENTS
  35,474   57,147   66,013  422,056  398,048  523,543  521,208    4,030    6,365

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:    -79,229)
  -1,655    4,997  -19,887  -58,857  -66,497  -80,399  -81,387    1,170    2,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7     10.8     12.5     80.0     75.4     99.2     98.8      0.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        5       12       25       29       37       43                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
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
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       32,422
COMMITMENTS
   2,628    1,579       42   20,676   27,163   23,346   28,784    9,076    3,638

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:     -2,314)
    -706     -835       12   -2,029   -1,516   -2,723   -2,339      409       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      4.9      0.1     63.8     83.8     72.0     88.8     28.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4        4        2       36       28       42       32                  
 
 
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE                     Code-146021
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
--------------------------------------------------------------------------------
(50 Index Points)                                    OPEN INTEREST:        7,940
COMMITMENTS
   4,441    5,298    1,859      807      163    7,108    7,321      833      620

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:       -334)
    -215       17     -471      224       27     -462     -427      128       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.9     66.7     23.4     10.2      2.1     89.5     92.2     10.5      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      25       38       24        4        3       43       51                  
 
 
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE                            Code-146022
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
--------------------------------------------------------------------------------
(0.1 Index Points)                                   OPEN INTEREST:       33,889
COMMITMENTS
  22,299   23,394   10,260      232        0   32,791   33,654    1,097      235

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:     -2,627)
  -4,161   -3,901    1,444       35        0   -2,681   -2,457       54     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.8     69.0     30.3      0.7      0.0     96.8     99.3      3.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
     109       33       20        3        0      123       42                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
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
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $20)                             OPEN INTEREST:      278,363
COMMITMENTS
  56,904   37,351   29,429  146,509  178,823  232,842  245,603   45,521   32,760

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:    -56,597)
 -15,566   -7,298  -23,563  -14,103  -20,496  -53,232  -51,358   -3,365   -5,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4     13.4     10.6     52.6     64.2     83.6     88.2     16.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      68       51       48      118       83      203      166                  
 
 
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE                            Code-209742
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
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      272,657
COMMITMENTS
  57,805   36,995   26,854  145,851  178,766  230,511  242,615   42,146   30,042

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:    -50,695)
 -16,954  -11,342  -16,687  -14,182  -20,015  -47,822  -48,044   -2,872   -2,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2     13.6      9.8     53.5     65.6     84.5     89.0     15.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      56       44       42      112       81      183      152                  
 
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE          Code-209747
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
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2)                        OPEN INTEREST:       57,061
COMMITMENTS
   9,549   22,119    7,187    6,573      578   23,308   29,884   33,753   27,178

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:    -59,026)
 -44,216  -17,647  -10,675      791   -4,816  -54,100  -33,138   -4,927  -25,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     38.8     12.6     11.5      1.0     40.8     52.4     59.2     47.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      15       17       12       11        2       33       24                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
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 AUD 100,000)                           OPEN INTEREST:      192,895
COMMITMENTS
  82,884   92,309    8,558   65,081   70,706  156,523  171,572   36,372   21,323

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:      9,946)
  29,104     -687   -1,285  -25,446   11,561    2,373    9,588    7,573      358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.0     47.9      4.4     33.7     36.7     81.1     88.9     18.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      38       19       10       37       28       80       52                  
 
 
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE                         Code-239742
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
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      453,153
COMMITMENTS
  85,769   63,622   16,113  317,379  354,274  419,261  434,010   33,892   19,143

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:    -91,392)
   7,564  -12,528  -27,679  -70,784  -48,946  -90,898  -89,153     -494   -2,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9     14.0      3.6     70.0     78.2     92.5     95.8      7.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
      55       48       26      160      135      227      197                  
 
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE         Code-239744
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
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50)                     OPEN INTEREST:       29,650
COMMITMENTS
   2,641      208       86   25,191   28,865   27,918   29,159    1,732      491

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:     -5,432)
    -303     -385       -4   -4,626   -5,020   -4,933   -5,409     -499      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      0.7      0.3     85.0     97.4     94.2     98.3      5.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        1       13        9       17       10                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
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
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       36,643
COMMITMENTS
   7,205    2,961      109   21,893    4,709   29,207    7,779    7,436   28,864

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:      1,370)
    -566      932       96    1,658       85    1,188    1,113      182      257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7      8.1      0.3     59.7     12.9     79.7     21.2     20.3     78.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      12        5        3       23       10       36       17                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
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
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      353,344
COMMITMENTS
 182,638   27,688   21,142  146,720  303,487  350,500  352,317    2,844    1,027

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:     21,242)
  18,891     -346     -302    2,688   21,804   21,277   21,155      -35       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.7      7.8      6.0     41.5     85.9     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      29        6       16       38       31       70       50                  
 
 
S&P 500 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE         Code-43874Q
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
--------------------------------------------------------------------------------
(S&P 500 QUARTERLY DIVIDEND INDEX X $100             OPEN INTEREST:       30,973
COMMITMENTS
   3,747   18,586      100   27,124   12,287   30,971   30,973        2        0

CHANGES FROM 09/17/24 (CHANGE IN OPEN INTEREST:    -13,993)
     517   -1,882   -1,025  -13,470  -11,086  -13,978  -13,993      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     60.0      0.3     87.6     39.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        2       11        9       15       12                  



Updated September 27, 2024