WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      394,347
COMMITMENTS
 111,760  125,258  112,433  139,482  119,738  363,675  357,429   30,672   36,918

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:     15,411)
 -10,567   -3,201   19,905    6,378   -1,452   15,716   15,252     -305      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     31.8     28.5     35.4     30.4     92.2     90.6      7.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
     107      100      110      101      117      278      269                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      228,934
COMMITMENTS
  62,694   57,784   51,834   97,394   97,573  211,922  207,191   17,012   21,743

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:    -14,529)
  -7,209  -16,108      357   -6,398    2,178  -13,250  -13,573   -1,279     -956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     25.2     22.6     42.5     42.6     92.6     90.5      7.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      62       61       58       76       85      170      176                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,494,666
COMMITMENTS
 323,640  287,569  373,168  670,624  650,396  1367432  1311133  127,234  183,533

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:     10,492)
   2,339  -40,925    5,108    9,394   46,344   16,841   10,527   -6,349      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     19.2     25.0     44.9     43.5     91.5     87.7      8.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      744)
     149      140      172      300      325      550      562                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,034
COMMITMENTS
   1,357      382      127      851    2,589    2,335    3,098    1,699      936

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:         36)
     135      -21       22      -62       18       95       19      -59       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      9.5      3.1     21.1     64.2     57.9     76.8     42.1     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        3        1        7        8       17       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      882,069
COMMITMENTS
 144,361  195,547  163,022  528,197  444,282  835,580  802,851   46,489   79,218

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:     16,694)
  14,832   -7,679   -2,809    4,927   21,860   16,950   11,372     -256    5,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     22.2     18.5     59.9     50.4     94.7     91.0      5.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      576)
     114      160      154      215      242      434      468                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,338
COMMITMENTS
  18,200    1,060      755       63    5,389   19,018    7,204    3,320   15,134

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.5      4.7      3.4      0.3     24.1     85.1     32.2     14.9     67.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        4        5        3        8       12       17                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      519,404
COMMITMENTS
 150,758   90,499   88,081  250,162  312,205  489,001  490,785   30,403   28,619

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:     -8,330)
     535   -9,530   -3,164   -7,134      -80   -9,763  -12,774    1,433    4,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     17.4     17.0     48.2     60.1     94.1     94.5      5.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     106       60       91      101       86      247      205                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,764,064
COMMITMENTS
 362,540  438,715   15,258  1148669  1174055  1526467  1628028  237,597  136,036

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:     11,411)
   3,927  -16,476    3,354   17,525   30,802   24,806   17,680  -13,395   -6,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     24.9      0.9     65.1     66.6     86.5     92.3     13.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      25       35       19      114      110      149      154                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,706,249
COMMITMENTS
 172,856  455,107    1,564  1351055  1085129  1525475  1541800  180,774  164,449

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:    -10,664)
  -1,107   17,926      126   -6,158  -28,802   -7,139  -10,750   -3,525       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     26.7      0.1     79.2     63.6     89.4     90.4     10.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      14       22       10      108       89      127      116                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      557,143
COMMITMENTS
 160,991   61,144  113,776  227,883  355,680  502,650  530,600   54,493   26,543

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:      7,708)
  -2,065    2,110   -2,598    9,978    5,781    5,315    5,293    2,393    2,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     11.0     20.4     40.9     63.8     90.2     95.2      9.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      95       58       92      123      109      265      227                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,658
COMMITMENTS
   2,648    1,181      458    4,914    7,095    8,020    8,734    1,638      924

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:        260)
      61     -101       70      -86      453       45      422      215     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     12.2      4.7     50.9     73.5     83.0     90.4     17.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      18        8        9       24       19       48       34                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,441,029
COMMITMENTS
 635,254  1860290   67,252  3446184  2411288  4148690  4338830  292,339  102,199

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:    -24,463)
 -57,302  -10,485   -2,248   34,209  -16,032  -25,341  -28,765      878    4,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     41.9      1.5     77.6     54.3     93.4     97.7      6.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      468)
     106       40       32      265      161      383      221                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,829,995
COMMITMENTS
 489,605  1449734  118,921  3746029  2940440  4354555  4509095  475,440  320,900

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:   -139,445)
  35,525 -148,235   23,264 -192,870   -7,770 -134,081 -132,741   -5,364   -6,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     30.0      2.5     77.6     60.9     90.2     93.4      9.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
      62       62       38      211      174      295      252                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,205,594
COMMITMENTS
 352,173  434,640   12,102  1630033  1474585  1994308  1921327  211,286  284,267

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:     59,549)
  16,770   18,688   -2,385   48,349   35,541   62,734   51,844   -3,185    7,705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     19.7      0.5     73.9     66.9     90.4     87.1      9.6     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      25       28       13      106      123      138      157                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        3,251
COMMITMENTS
   2,327    1,072      268      120        0    2,715    1,340      536    1,911

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:      1,241)
     983      461      105      120     -129    1,208      437       33      804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.6     33.0      8.2      3.7      0.0     83.5     41.2     16.5     58.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6       14        2        2        0        8       16                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,261,504
COMMITMENTS
 488,596  2088921   85,948  5223372  3818536  5797916  5993405  463,588  268,099

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:   -119,922)
 -62,166  -12,631   15,140  -71,036 -141,365 -118,062 -138,856   -1,860   18,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     33.4      1.4     83.4     61.0     92.6     95.7      7.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
      58       47       26      233      189      303      250                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    2,083,225
COMMITMENTS
 481,131  289,660  458,108  1059607  1238704  1998846  1986472   84,379   96,753

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:     70,249)
   1,595   55,817   -7,226   19,389  -32,593   13,758   15,998   56,491   54,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     13.9     22.0     50.9     59.5     95.9     95.4      4.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      25       33       42       84       91      134      142                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       84,731
COMMITMENTS
  20,585    6,299    1,671   48,713   64,556   70,969   72,526   13,762   12,205

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:     -4,839)
  -4,560   -1,796      527     -618   -3,407   -4,651   -4,676     -188     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      7.4      2.0     57.5     76.2     83.8     85.6     16.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       13       11       28       27       57       46                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       84,731
COMMITMENTS
  20,585    6,299    1,671   48,713   64,556   70,969   72,526   13,762   12,205

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:     -4,839)
  -4,560   -1,796      527     -618   -3,407   -4,651   -4,676     -188     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      7.4      2.0     57.5     76.2     83.8     85.6     16.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       13       11       28       27       57       46                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       70,450
COMMITMENTS
   1,791    3,259        0   65,268   66,155   67,059   69,414    3,391    1,036

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:      1,340)
      84     -103        0    1,558    1,073    1,642      970     -302      370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      4.6      0.0     92.6     93.9     95.2     98.5      4.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        6        0       34       15       37       21                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:      188,239
COMMITMENTS
  28,610   43,396    1,494  157,702  143,200  187,806  188,090      433      149

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:     12,881)
   9,977   12,846        0    2,873        0   12,850   12,846       31       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     23.1      0.8     83.8     76.1     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      28       18        1        8        2       37       20                  
 
 
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-342603
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       26,518
COMMITMENTS
  18,328   16,966    8,180        0    1,348   26,508   26,494       10       24

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:        -19)
    -831     -831      812        0        0      -19      -19        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.1     64.0     30.8      0.0      5.1    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
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:      131,788
COMMITMENTS
  84,350   84,345   47,418        0        0  131,768  131,763       20       25

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:     -1,373)
  -1,190   -1,190     -183        0        0   -1,373   -1,373        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.0     64.0     36.0      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
FUTURES ONLY POSITIONS AS OF 10/08/24                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       91,920
COMMITMENTS
  80,086   71,772   11,815        0    8,255   91,901   91,842       19       78

CHANGES FROM 10/01/24 (CHANGE IN OPEN INTEREST:       -222)
    -376     -992      154        0      613     -222     -225        0        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.1     78.1     12.9      0.0      9.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      15       20        4        0        2       18       23                  



Updated October 08, 2024