WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   464,516:   113,951     90,157    152,877    168,929    175,778    435,757    418,812:    28,759     45,704
Old  :   370,915:   101,042     86,662    107,548    139,136    142,465    347,726    336,674:    23,189     34,241
Other:    93,601:    25,984     16,571     32,254     29,793     33,313     88,031     82,138:     5,570     11,463
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :   -29,057:    -6,998     -3,317    -19,496     -2,124     -6,411    -28,618    -29,224:      -439        167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       19.4       32.9       36.4       37.8       93.8       90.2:       6.2        9.8
Old  :     100.0:      27.2       23.4       29.0       37.5       38.4       93.7       90.8:       6.3        9.2
Other:     100.0:      27.8       17.7       34.5       31.8       35.6       94.0       87.8:       6.0       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       370:       104        116        116         89        124        272        286:
Old  :       362:       103        115        109         85        123        257        282:
Other:       168:        42         31         31         47         75        106        124:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       11.4       24.5       18.9       10.0        6.5       18.5       11.7
Old  :                 14.5        9.7       25.2       16.9       12.3        7.1       21.2       12.9
Other:                 28.1       31.3       40.7       43.8       16.8       18.7       25.7       25.9
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Metric Tons                                                             :
     :          :                                                                            :
All  :    25,477:    15,029        160        838      9,058     23,611     24,925     24,609:       552        868
Old  :    25,327:    14,969        200        798      9,058     23,461     24,825     24,459:       502        868
Other:       150:       100          0          0          0        150        100        150:        50          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :       182:      -605        -52         33        563        247         -9        227:       191        -45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.0        0.6        3.3       35.6       92.7       97.8       96.6:       2.2        3.4
Old  :     100.0:      59.1        0.8        3.1       35.8       92.6       98.0       96.6:       2.0        3.4
Other:     100.0:      66.7        0.0        0.0        0.0      100.0       66.7      100.0:      33.3        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         8          1          4         13         26         22         30:
Old  :        35:         8          1          3         13         26         21         30:
Other:         4:         2          0          0          0          2          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.8       32.6       86.3       50.9       68.2       30.6       73.7       47.0
Old  :                 74.3       32.8       86.8       51.0       68.6       30.8       74.3       47.2
Other:                 66.7      100.0       66.7      100.0       66.7      100.0       66.7      100.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   239,008:    68,889     51,391     52,368     97,855    113,784    219,113    217,543:    19,895     21,465
Old  :   212,809:    72,053     53,820     37,752     86,163    104,342    195,969    195,914:    16,840     16,894
Other:    26,199:     7,623      8,357      3,829     11,692      9,443     23,144     21,629:     3,055      4,570
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :   -10,287:      -730      2,519     -8,775       -832     -5,491    -10,337    -11,747:        50      1,460
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       21.5       21.9       40.9       47.6       91.7       91.0:       8.3        9.0
Old  :     100.0:      33.9       25.3       17.7       40.5       49.0       92.1       92.1:       7.9        7.9
Other:     100.0:      29.1       31.9       14.6       44.6       36.0       88.3       82.6:      11.7       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        74         53         59         83         88        187        175:
Old  :       245:        75         52         55         79         84        179        169:
Other:       116:        22         19         18         31         52         63         82:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       19.8       25.2       29.0       13.9       16.8       23.2       24.9
Old  :                 16.7       21.4       27.5       31.3       15.4       19.3       25.5       27.7
Other:                 27.5       32.4       44.3       50.6       27.5       28.5       43.5       43.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,879,842:   359,287    150,100    513,959    838,726    968,588  1,711,973  1,632,647:   167,869    247,195
Old  : 1,661,550:   344,776    191,676    416,663    753,703    832,104  1,515,142  1,440,443:   146,408    221,107
Other:   218,292:    78,966     22,878     32,842     85,023    136,484    196,831    192,204:    21,462     26,088
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :   -32,464:    -1,410    -12,316    -24,188        921     10,688    -24,677    -25,816:    -7,787     -6,648
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        8.0       27.3       44.6       51.5       91.1       86.9:       8.9       13.1
Old  :     100.0:      20.8       11.5       25.1       45.4       50.1       91.2       86.7:       8.8       13.3
Other:     100.0:      36.2       10.5       15.0       38.9       62.5       90.2       88.0:       9.8       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       808:       195        149        185        345        382        645        623:
Old  :       804:       190        155        179        336        377        628        618:
Other:       396:        53         51         38        102        239        176        310:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.9        9.7       17.4       16.5        7.6        6.1       12.5       10.8
Old  :                 11.4        9.7       18.3       16.6        7.9        6.2       13.5       11.1
Other:                 24.0       20.5       35.9       33.2       22.2       19.7       33.0       30.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     5,693:     1,841          4        291      1,605      4,668      3,737      4,962:     1,956        731
Old  :     5,689:     1,841          4        291      1,604      4,668      3,736      4,962:     1,953        727
Other:         4:         0          0          0          1          0          1          0:         3          4
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :       -60:        18        -14        -19        188       -125        188       -158:      -248         98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        0.1        5.1       28.2       82.0       65.6       87.2:      34.4       12.8
Old  :     100.0:      32.4        0.1        5.1       28.2       82.0       65.7       87.2:      34.3       12.8
Other:     100.0:       0.0        0.0        0.0       25.0        0.0       25.0        0.0:      75.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        12          2          3          9         10         23         13:
Old  :        27:        12          2          3          9         10         23         13:
Other:         1:         0          0          0          1          0          1          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       65.5       37.6       82.3       22.5       60.2       35.7       71.1
Old  :                 22.8       65.5       37.7       82.4       22.5       60.2       35.7       71.1
Other:                 25.0        0.0       25.0        0.0       25.0        0.0       25.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,190,425:   297,455     45,928    321,973    499,809    724,196  1,119,237  1,092,098:    71,189     98,328
Old  : 1,102,216:   282,488     57,363    288,001    469,365    666,661  1,039,855  1,012,025:    62,361     90,191
Other:    88,209:    28,117      1,717     20,821     30,443     57,535     79,382     80,073:     8,827      8,137
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :   -28,016:    12,756     -1,010    -34,887     -1,784      6,323    -23,915    -29,574:    -4,102      1,558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        3.9       27.0       42.0       60.8       94.0       91.7:       6.0        8.3
Old  :     100.0:      25.6        5.2       26.1       42.6       60.5       94.3       91.8:       5.7        8.2
Other:     100.0:      31.9        1.9       23.6       34.5       65.2       90.0       90.8:      10.0        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       682:       232        123        200        225        275        547        527:
Old  :       678:       220        133        193        217        274        533        521:
Other:       292:        55         33         38         68        168        143        225:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.4       14.8       18.2       24.8        7.5       12.9       12.1       19.9
Old  :                 10.4       15.1       17.5       24.8        7.7       13.1       12.7       19.7
Other:                 23.4       22.9       37.6       37.2       17.1       21.0       27.3       32.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    24,788:    21,895      1,498        142         18      6,680     22,055      8,320:     2,733     16,468
Old  :    22,903:    20,699      1,488         91         18      5,715     20,808      7,294:     2,095     15,609
Other:     1,885:     1,196         10         51          0        965      1,247      1,026:       638        859
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :       521:     1,102       -483         29         16       -312      1,147       -766:      -626      1,287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.3        6.0        0.6        0.1       26.9       89.0       33.6:      11.0       66.4
Old  :     100.0:      90.4        6.5        0.4        0.1       25.0       90.9       31.8:       9.1       68.2
Other:     100.0:      63.4        0.5        2.7        0.0       51.2       66.2       54.4:      33.8       45.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5          6          4          4         15         10         24:
Old  :        26:         5          6          4          4         15         10         24:
Other:        17:         3          3          1          0         11          3         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 86.5       16.4       89.0       22.1       86.0       16.3       88.3       22.1
Old  :                 89.9       13.9       90.8       20.0       89.5       13.8       90.4       20.0
Other:                 66.2       51.7       66.2       53.4       63.4       49.7       63.4       51.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   517,491:   134,754     18,505    117,938    223,862    354,952    476,553    491,395:    40,938     26,096
Old  :   489,591:   136,100     25,674    101,807    214,385    337,918    452,291    465,399:    37,299     24,192
Other:    27,900:     9,191      3,368      5,593      9,477     17,035     24,262     25,996:     3,638      1,904
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :   -10,703:    -8,088     -1,208      3,769        -58    -11,645     -4,377     -9,085:    -6,326     -1,618
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        3.6       22.8       43.3       68.6       92.1       95.0:       7.9        5.0
Old  :     100.0:      27.8        5.2       20.8       43.8       69.0       92.4       95.1:       7.6        4.9
Other:     100.0:      32.9       12.1       20.0       34.0       61.1       87.0       93.2:      13.0        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       303:       121         44        102         93         93        258        208:
Old  :       303:       120         51         96         92         93        255        204:
Other:        69:        19         14         17         30         14         58         36:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.8       29.4       18.9       40.3        9.0       25.8       14.2       33.4
Old  :                 11.9       28.6       19.0       39.4        9.2       25.2       14.7       33.0
Other:                 33.8       51.4       50.7       71.2       31.0       43.7       44.8       58.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,289,270:   107,002    317,320     75,051    925,610    751,402  1,107,663  1,143,773:   181,608    145,498
Old  : 1,289,270:   107,002    317,320     75,051    925,610    751,402  1,107,663  1,143,773:   181,608    145,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :   -45,578:    -5,622     31,292    -34,169    -16,835    -44,268    -56,626    -47,145:    11,047      1,566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       24.6        5.8       71.8       58.3       85.9       88.7:      14.1       11.3
Old  :     100.0:       8.3       24.6        5.8       71.8       58.3       85.9       88.7:      14.1       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        32         27         35         97         97        146        142:
Old  :       181:        32         27         35         97         97        146        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       26.0       36.8       40.6       21.3       25.0       29.8       37.5
Old  :                 27.0       26.0       36.8       40.6       21.3       25.0       29.8       37.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   992,118:    52,200    341,371      2,581    781,057    531,219    835,838    875,171:   156,280    116,947
Old  :   992,118:    52,200    341,371      2,581    781,057    531,219    835,838    875,171:   156,280    116,947
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :        10:      -877      6,068     -4,307      1,492       -753     -3,692      1,008:     3,702       -998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       34.4        0.3       78.7       53.5       84.2       88.2:      15.8       11.8
Old  :     100.0:       5.3       34.4        0.3       78.7       53.5       84.2       88.2:      15.8       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        12         17          9         75         78         90        101:
Old  :       132:        12         17          9         75         78         90        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       30.4       37.7       45.7       18.8       28.9       29.7       42.3
Old  :                 24.2       30.4       37.7       45.7       18.8       28.9       29.7       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   499,034:   112,335     17,515    113,190    222,063    338,868    447,588    469,573:    51,446     29,461
Old  :   472,846:   113,274     17,022    106,334    204,673    320,848    424,282    444,204:    48,565     28,642
Other:    26,188:     3,167      4,600      2,749     17,390     18,020     23,306     25,368:     2,882        819
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :   -40,809:     2,313     -1,923    -22,029    -22,432    -19,540    -42,148    -43,492:     1,339      2,683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        3.5       22.7       44.5       67.9       89.7       94.1:      10.3        5.9
Old  :     100.0:      24.0        3.6       22.5       43.3       67.9       89.7       93.9:      10.3        6.1
Other:     100.0:      12.1       17.6       10.5       66.4       68.8       89.0       96.9:      11.0        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:       111         35         80         97         99        236        192:
Old  :       278:       111         36         80         96         98        235        191:
Other:        70:        16         11         11         33         18         57         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5       29.3       19.1       39.4        9.5       26.8       14.2       35.4
Old  :                 12.4       28.8       18.9       38.9        8.8       27.2       13.7       35.7
Other:                 44.8       47.7       61.9       74.2       37.1       45.5       52.5       67.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    10,166:     3,553        617        263      4,628      8,565      8,444      9,445:     1,723        721
Old  :    10,153:     3,553        617        263      4,628      8,558      8,444      9,438:     1,710        715
Other:        13:         0          0          0          0          7          0          7:        13          6
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :      -271:       -77          9        -61       -177       -325       -315       -377:        44        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9        6.1        2.6       45.5       84.3       83.1       92.9:      16.9        7.1
Old  :     100.0:      35.0        6.1        2.6       45.6       84.3       83.2       93.0:      16.8        7.0
Other:     100.0:       0.0        0.0        0.0        0.0       53.8        0.0       53.8:     100.0       46.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        19          2          2         14         16         33         20:
Old  :        44:        19          2          2         14         16         33         20:
Other:         1:         0          0          0          0          1          0          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       59.2       53.3       82.0       40.5       57.7       52.7       79.9
Old  :                 40.6       59.2       53.4       82.1       40.6       57.7       52.8       80.0
Other:                  0.0       53.8        0.0       53.8        0.0       53.8        0.0       53.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,019,765:   453,532    660,068     40,954  1,362,212  1,230,202  1,856,698  1,931,224:   163,067     88,540
Old  : 2,019,765:   453,532    660,068     40,954  1,362,212  1,230,202  1,856,698  1,931,224:   163,067     88,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :   -11,832:    -3,216    -51,755     -9,110      5,246     51,862     -7,080     -9,003:    -4,752     -2,829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       32.7        2.0       67.4       60.9       91.9       95.6:       8.1        4.4
Old  :     100.0:      22.5       32.7        2.0       67.4       60.9       91.9       95.6:       8.1        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        65         32         24        150        126        228        169:
Old  :       294:        65         32         24        150        126        228        169:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0       31.7       24.6       46.7       13.8       27.5       22.1       40.4
Old  :                 15.0       31.7       24.6       46.7       13.8       27.5       22.1       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,746,057:   673,204    519,349    245,218  2,410,202  2,621,367  3,328,624  3,385,935:   417,433    360,122
Old  : 3,746,057:   673,204    519,349    245,218  2,410,202  2,621,367  3,328,624  3,385,935:   417,433    360,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :     2,582:    33,811    -14,174    -48,713     15,659     63,241        756        354:     1,826      2,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       13.9        6.5       64.3       70.0       88.9       90.4:      11.1        9.6
Old  :     100.0:      18.0       13.9        6.5       64.3       70.0       88.9       90.4:      11.1        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       381:        80         59         71        197        192        308        291:
Old  :       381:        80         59         71        197        192        308        291:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       23.2       21.7       33.1        9.3       15.0       16.1       24.3
Old  :                 14.0       23.2       21.7       33.1        9.3       15.0       16.1       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   900,709:   168,252     43,350     17,969    589,225    647,471    775,446    708,790:   125,263    191,919
Old  :   900,709:   168,252     43,350     17,969    589,225    647,471    775,446    708,790:   125,263    191,919
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :     9,965:   -20,051    -14,595      7,261     20,652     16,273      7,862      8,939:     2,103      1,026
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        4.8        2.0       65.4       71.9       86.1       78.7:      13.9       21.3
Old  :     100.0:      18.7        4.8        2.0       65.4       71.9       86.1       78.7:      13.9       21.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        12          9          9         68         62         84         76:
Old  :       105:        12          9          9         68         62         84         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       26.0       40.8       34.8       27.1       25.0       39.2       33.0
Old  :                 27.3       26.0       40.8       34.8       27.1       25.0       39.2       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,436,626:   495,708    759,338    156,767  2,447,886  2,219,733  3,100,360  3,135,837:   336,265    300,789
Old  : 3,436,626:   495,708    759,338    156,767  2,447,886  2,219,733  3,100,360  3,135,837:   336,265    300,789
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :   -56,389:     9,389     57,013    -73,687     19,994    -57,411    -44,304    -74,084:   -12,085     17,696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       22.1        4.6       71.2       64.6       90.2       91.2:       9.8        8.8
Old  :     100.0:      14.4       22.1        4.6       71.2       64.6       90.2       91.2:       9.8        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:        64         32         47        152        156        236        215:
Old  :       300:        64         32         47        152        156        236        215:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       18.8       35.7       34.9       22.8       18.6       29.8       33.1
Old  :                 26.3       18.8       35.7       34.9       22.8       18.6       29.8       33.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,499,350:   506,062    308,629    225,161    737,506    932,943  1,468,729  1,466,733:    30,621     32,617
Old  : 1,499,350:   506,062    308,629    225,161    737,506    932,943  1,468,729  1,466,733:    30,621     32,617
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :    43,587:     4,426      3,039     14,174     26,430     28,865     45,030     46,078:    -1,443     -2,491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       20.6       15.0       49.2       62.2       98.0       97.8:       2.0        2.2
Old  :     100.0:      33.8       20.6       15.0       49.2       62.2       98.0       97.8:       2.0        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        23         14         23         55         58         86         87:
Old  :       101:        23         14         23         55         58         86         87:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       32.7       51.9       49.4       33.5       29.0       41.3       42.3
Old  :                 38.5       32.7       51.9       49.4       33.5       29.0       41.3       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    37,190:    11,822     17,370        639     17,141     13,626     29,602     31,634:     7,588      5,556
Old  :    37,190:    11,822     17,370        639     17,141     13,626     29,602     31,634:     7,588      5,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :     2,155:     3,119         24        128       -849      2,567      2,398      2,720:      -243       -565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       46.7        1.7       46.1       36.6       79.6       85.1:      20.4       14.9
Old  :     100.0:      31.8       46.7        1.7       46.1       36.6       79.6       85.1:      20.4       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        24         16         11         26         20         53         44:
Old  :        79:        24         16         11         26         20         53         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       54.5       46.2       63.5       34.6       52.6       45.8       61.7
Old  :                 34.8       54.5       46.2       63.5       34.6       52.6       45.8       61.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    74,379:    23,645     34,739      1,277     34,283     27,251     59,204     63,267:    15,175     11,112
Old  :    74,379:    23,645     34,739      1,277     34,283     27,251     59,204     63,267:    15,175     11,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :     4,309:     6,238         48        256     -1,698      5,135      4,796      5,439:      -487     -1,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       46.7        1.7       46.1       36.6       79.6       85.1:      20.4       14.9
Old  :     100.0:      31.8       46.7        1.7       46.1       36.6       79.6       85.1:      20.4       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        24         16         11         26         20         53         44:
Old  :        79:        24         16         11         26         20         53         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       54.5       46.2       63.5       34.6       52.6       45.8       61.7
Old  :                 34.8       54.5       46.2       63.5       34.6       52.6       45.8       61.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    35,549:     3,840      2,278          0     29,603     32,631     33,443     34,909:     2,106        640
Old  :    35,549:     3,840      2,278          0     29,603     32,631     33,443     34,909:     2,106        640
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :     1,487:      -172        334          0      1,698        913      1,526      1,247:       -39        240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        6.4        0.0       83.3       91.8       94.1       98.2:       5.9        1.8
Old  :     100.0:      10.8        6.4        0.0       83.3       91.8       94.1       98.2:       5.9        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          3          0         16         11         19         14:
Old  :        28:         3          3          0         16         11         19         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       65.4       74.5       90.8       41.7       58.4       64.4       79.4
Old  :                 50.2       65.4       74.5       90.8       41.7       58.4       64.4       79.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    20,432:    16,272     18,226         62      3,878      2,133     20,212     20,421:       220         11
Old  :    20,432:    16,272     18,226         62      3,878      2,133     20,212     20,421:       220         11
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :      -758:      -704     -1,834         24       -104      1,060       -784       -750:        26         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.6       89.2        0.3       19.0       10.4       98.9       99.9:       1.1        0.1
Old  :     100.0:      79.6       89.2        0.3       19.0       10.4       98.9       99.9:       1.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        21         11          2          3          2         25         14:
Old  :        36:        21         11          2          3          2         25         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.5       72.7       89.2       91.5       72.5       72.7       87.0       89.3
Old  :                 72.5       72.7       89.2       91.5       72.5       72.7       87.0       89.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :   122,350:    12,467     11,717     56,575     53,281     53,790    122,323    122,082:        27        268
Old  :   122,350:    12,467     11,717     56,575     53,281     53,790    122,323    122,082:        27        268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 22, 2020                   :
     :    10,295:         0     -8,818      9,705        580      9,408     10,285     10,295:        10          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        9.6       46.2       43.5       44.0      100.0       99.8:       0.0        0.2
Old  :     100.0:      10.2        9.6       46.2       43.5       44.0      100.0       99.8:       0.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         6          5          1          3         10         10         15:
Old  :        23:         6          5          1          3         10         10         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 92.7       93.9       99.1       98.2       48.6       47.6       53.7       52.0
Old  :                 92.7       93.9       99.1       98.2       48.6       47.6       53.7       52.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 02, 2020