WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, August 25, 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  :   358,248:   118,657    100,221     80,671    132,595    133,224    331,923    314,116:    26,325     44,132
Old  :   306,992:   103,612     94,627     62,667    118,275    113,145    284,554    270,439:    22,438     36,553
Other:    51,256:    24,588     15,137      8,461     14,320     20,079     47,369     43,677:     3,887      7,579
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :   -44,730:       793    -12,568    -33,807    -11,106      3,586    -44,120    -42,789:      -610     -1,941
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1       28.0       22.5       37.0       37.2       92.7       87.7:       7.3       12.3
Old  :     100.0:      33.8       30.8       20.4       38.5       36.9       92.7       88.1:       7.3       11.9
Other:     100.0:      48.0       29.5       16.5       27.9       39.2       92.4       85.2:       7.6       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       341:        88        110         97         73        104        226        261:
Old  :       335:        89        107         87         69        101        213        252:
Other:       143:        27         35         16         33         58         72        101:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       11.6       26.3       19.8       15.0       10.2       26.1       16.7
Old  :                 16.8       12.0       27.9       20.2       16.6       11.4       27.6       19.1
Other:                 32.7       32.0       51.1       47.7       28.2       26.6       45.3       37.7
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, August 25, 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  :    28,805:    13,591      1,038        430     14,112     26,332     28,133     27,800:       672      1,005
Old  :    28,805:    13,591      1,038        430     14,112     26,332     28,133     27,800:       672      1,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :       527:       520        690        338       -531       -450        327        578:       200        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.2        3.6        1.5       49.0       91.4       97.7       96.5:       2.3        3.5
Old  :     100.0:      47.2        3.6        1.5       49.0       91.4       97.7       96.5:       2.3        3.5
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  :        31:         6          2          2          9         22         16         25:
Old  :        31:         6          2          2          9         22         16         25:
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  :                 60.7       44.9       87.4       63.4       58.0       43.8       77.2       59.2
Old  :                 60.7       44.9       87.4       63.4       58.0       43.8       77.2       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, August 25, 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  :   246,340:    67,333     78,344     40,016    117,079    109,126    224,428    227,486:    21,912     18,854
Old  :   230,754:    68,600     76,413     33,353    109,447    104,379    211,400    214,145:    19,354     16,609
Other:    15,586:     4,573      7,771        823      7,632      4,747     13,028     13,341:     2,558      2,245
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :    -7,978:     2,346     -4,393     -6,031     -4,752      2,745     -8,437     -7,679:       459       -299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       31.8       16.2       47.5       44.3       91.1       92.3:       8.9        7.7
Old  :     100.0:      29.7       33.1       14.5       47.4       45.2       91.6       92.8:       8.4        7.2
Other:     100.0:      29.3       49.9        5.3       49.0       30.5       83.6       85.6:      16.4       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:        78         58         58         80         82        187        175:
Old  :       251:        84         53         55         76         77        182        167:
Other:        88:        12         17         10         24         40         45         59:
     :----------------------------------------------------------------------------------------------------
     :             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       19.9       24.1       30.4       13.8       18.7       22.1       27.8
Old  :                 15.2       21.1       25.6       32.2       14.8       19.9       23.2       29.5
Other:                 31.5       46.8       49.4       62.9       31.2       43.2       49.2       58.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 25, 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  : 1,418,392:   302,666    320,053    239,989    714,084    683,567  1,256,739  1,243,609:   161,653    174,783
Old  :   119,491:    14,338     28,788        837     75,024     74,748     90,199    104,373:    29,292     15,118
Other: 1,298,901:   320,006    322,943    207,474    639,060    608,819  1,166,540  1,139,236:   132,361    159,665
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :  -106,631:   -10,655    -70,434    -42,166    -46,534     10,040    -99,355   -102,560:    -7,276     -4,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       22.6       16.9       50.3       48.2       88.6       87.7:      11.4       12.3
Old  :     100.0:      12.0       24.1        0.7       62.8       62.6       75.5       87.3:      24.5       12.7
Other:     100.0:      24.6       24.9       16.0       49.2       46.9       89.8       87.7:      10.2       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       716:       157        134        136        306        321        549        519:
Old  :       343:        36         33          3        156        156        194        191:
Other:       704:       162        132        122        259        308        491        497:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.5        9.8       17.7       17.1        9.7        7.8       16.2       14.0
Old  :                 25.4       26.4       33.2       42.8       20.9       25.1       27.9       38.9
Other:                 10.7       10.1       18.5       17.5        9.8        8.2       16.8       14.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 25, 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  :     4,900:     1,525          0        117      1,375      4,196      3,017      4,313:     1,883        587
Old  :     4,900:     1,525          0        117      1,375      4,196      3,017      4,313:     1,883        587
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :       190:      -123          0        -19        227        386         85        367:       105       -177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1        0.0        2.4       28.1       85.6       61.6       88.0:      38.4       12.0
Old  :     100.0:      31.1        0.0        2.4       28.1       85.6       61.6       88.0:      38.4       12.0
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  :        24:        10          0          1         10         10         20         11:
Old  :        24:        10          0          1         10         10         20         11:
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  :                 28.3       70.8       42.5       85.4       27.0       66.6       39.8       80.2
Old  :                 28.3       70.8       42.5       85.4       27.0       66.6       39.8       80.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 25, 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  :   843,945:   202,517     59,265    164,292    415,837    559,507    782,646    783,064:    61,299     60,881
Old  :   804,966:   202,463     61,142    149,426    395,981    537,001    747,870    747,569:    57,096     57,397
Other:    38,979:     8,566      6,635      6,354     19,856     22,506     34,776     35,495:     4,203      3,484
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :     4,363:    -3,171     -7,843     -2,256      4,445     14,086       -982      3,987:     5,345        376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        7.0       19.5       49.3       66.3       92.7       92.8:       7.3        7.2
Old  :     100.0:      25.2        7.6       18.6       49.2       66.7       92.9       92.9:       7.1        7.1
Other:     100.0:      22.0       17.0       16.3       50.9       57.7       89.2       91.1:      10.8        8.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       564:       183         92        142        181        217        436        404:
Old  :       562:       185         94        136        178        215        430        397:
Other:       159:        31         21         20         30         86         72        122:
     :----------------------------------------------------------------------------------------------------
     :             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       20.1       19.8       32.3        9.5       18.4       15.5       27.8
Old  :                 11.5       20.9       19.4       32.9        9.8       19.0       16.2       28.5
Other:                 28.8       34.4       46.6       50.6       24.7       29.2       40.5       43.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 25, 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  :   455,065:   110,828     27,115     75,785    226,444    321,551    413,057    424,451:    42,008     30,614
Old  :    21,864:     3,628        728          0     17,050     19,411     20,678     20,139:     1,186      1,725
Other:   433,201:   110,165     29,352     72,820    209,394    302,140    392,379    404,312:    40,822     28,889
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :     6,056:     7,133     -5,631     -1,047       -851     11,802      5,235      5,124:       821        932
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        6.0       16.7       49.8       70.7       90.8       93.3:       9.2        6.7
Old  :     100.0:      16.6        3.3        0.0       78.0       88.8       94.6       92.1:       5.4        7.9
Other:     100.0:      25.4        6.8       16.8       48.3       69.7       90.6       93.3:       9.4        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:       106         46         86         93         85        247        187:
Old  :        84:        15          9          0         28         35         43         44:
Other:       287:       106         50         82         86         78        235        179:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6       33.0       20.7       44.4       10.1       26.6       16.1       34.6
Old  :                 54.6       48.7       69.6       68.4       54.6       47.5       69.6       66.2
Other:                 12.6       34.2       19.6       46.1       10.6       29.7       16.9       37.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 25, 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  : 1,200,353:   116,743    253,516     93,377    821,017    696,364  1,031,137  1,043,257:   169,216    157,096
Old  : 1,200,353:   116,743    253,516     93,377    821,017    696,364  1,031,137  1,043,257:   169,216    157,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :    35,782:    -4,225    -12,167     23,996     10,021        786     29,792     12,615:     5,990     23,167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       21.1        7.8       68.4       58.0       85.9       86.9:      14.1       13.1
Old  :     100.0:       9.7       21.1        7.8       68.4       58.0       85.9       86.9:      14.1       13.1
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  :       166:        40         16         29         76         80        123        120:
Old  :       166:        40         16         29         76         80        123        120:
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  :                 25.3       25.4       36.7       40.1       20.2       22.5       28.8       34.7
Old  :                 25.3       25.4       36.7       40.1       20.2       22.5       28.8       34.7
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 - Futures Only, August 25, 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  : 1,170,929:    71,693    357,832    109,024    822,626    581,235  1,003,343  1,048,091:   167,586    122,838
Old  : 1,170,929:    71,693    357,832    109,024    822,626    581,235  1,003,343  1,048,091:   167,586    122,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :    81,339:   -10,921    -46,112     93,900    -18,290     19,126     64,689     66,914:    16,650     14,425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       30.6        9.3       70.3       49.6       85.7       89.5:      14.3       10.5
Old  :     100.0:       6.1       30.6        9.3       70.3       49.6       85.7       89.5:      14.3       10.5
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  :       134:        15         19         18         82         76        108        102:
Old  :       134:        15         19         18         82         76        108        102:
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  :                 22.4       31.0       35.7       45.8       16.5       26.2       26.7       37.1
Old  :                 22.4       31.0       35.7       45.8       16.5       26.2       26.7       37.1
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 - Futures Only, August 25, 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  :   445,245:    84,925     48,913     77,959    238,794    291,237    401,678    418,109:    43,567     27,136
Old  :    27,296:     3,429      4,192          0     19,839     20,131     23,268     24,323:     4,028      2,973
Other:   417,949:    87,002     50,227     72,453    218,955    271,106    378,410    393,786:    39,539     24,163
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :    -2,234:    -1,973      2,102      1,953     -1,216     -5,551     -1,236     -1,496:      -998       -738
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       11.0       17.5       53.6       65.4       90.2       93.9:       9.8        6.1
Old  :     100.0:      12.6       15.4        0.0       72.7       73.8       85.2       89.1:      14.8       10.9
Other:     100.0:      20.8       12.0       17.3       52.4       64.9       90.5       94.2:       9.5        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:        82         47         76        107         93        226        192:
Old  :       104:        12         11          0         44         43         56         54:
Other:       276:        83         48         71        100         89        218        183:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       27.3       20.8       36.3       11.5       22.8       16.7       30.8
Old  :                 30.7       35.3       45.2       51.4       30.7       34.2       44.4       50.2
Other:                 13.1       27.7       20.8       36.9       11.8       23.2       17.3       31.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 25, 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  :     9,908:     3,451        704         46      4,666      8,486      8,163      9,236:     1,745        672
Old  :     9,900:     3,451        704         46      4,666      8,481      8,163      9,231:     1,737        669
Other:         8:         0          0          0          0          5          0          5:         8          3
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :        78:       971        -15       -106       -420        258        445        137:      -367        -59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8        7.1        0.5       47.1       85.6       82.4       93.2:      17.6        6.8
Old  :     100.0:      34.9        7.1        0.5       47.1       85.7       82.5       93.2:      17.5        6.8
Other:     100.0:       0.0        0.0        0.0        0.0       62.5        0.0       62.5:     100.0       37.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        16          4          2         11         18         28         23:
Old  :        44:        16          4          2         11         18         28         23:
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  :                 47.5       58.9       61.0       81.1       47.5       58.6       61.0       80.4
Old  :                 47.5       58.9       61.1       81.1       47.5       58.6       61.0       80.4
Other:                  0.0       62.5        0.0       62.5        0.0       62.5        0.0       62.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, August 25, 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  : 2,133,318:   414,862    654,781     72,284  1,461,931  1,299,045  1,949,077  2,026,110:   184,241    107,208
Old  : 2,133,318:   414,862    654,781     72,284  1,461,931  1,299,045  1,949,077  2,026,110:   184,241    107,208
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :    31,251:    11,224        390     47,136    -39,284    -27,219     19,076     20,307:    12,175     10,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       30.7        3.4       68.5       60.9       91.4       95.0:       8.6        5.0
Old  :     100.0:      19.4       30.7        3.4       68.5       60.9       91.4       95.0:       8.6        5.0
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  :       302:        69         32         31        158        131        241        180:
Old  :       302:        69         32         31        158        131        241        180:
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  :                 14.7       29.3       23.9       43.2       13.2       25.6       21.5       38.3
Old  :                 14.7       29.3       23.9       43.2       13.2       25.6       21.5       38.3
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 - Futures Only, August 25, 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  : 3,570,255:   636,482    564,145    201,230  2,302,385  2,386,929  3,140,097  3,152,304:   430,158    417,951
Old  : 3,570,255:   636,482    564,145    201,230  2,302,385  2,386,929  3,140,097  3,152,304:   430,158    417,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :    59,762:   -83,594    -68,927     89,719     20,002    -36,108     26,127    -15,316:    33,635     75,078
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       15.8        5.6       64.5       66.9       88.0       88.3:      12.0       11.7
Old  :     100.0:      17.8       15.8        5.6       64.5       66.9       88.0       88.3:      12.0       11.7
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  :       363:        73         58         55        184        174        283        262:
Old  :       363:        73         58         55        184        174        283        262:
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  :                 14.9       25.4       23.5       36.0       10.2       17.3       17.9       26.7
Old  :                 14.9       25.4       23.5       36.0       10.2       17.3       17.9       26.7
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 - Futures Only, August 25, 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  : 1,087,583:   172,612    172,505     31,906    753,132    694,096    957,650    898,507:   129,933    189,076
Old  : 1,087,583:   172,612    172,505     31,906    753,132    694,096    957,650    898,507:   129,933    189,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :    45,915:     9,040       -332     26,218     -2,261     23,481     32,997     49,367:    12,918     -3,452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       15.9        2.9       69.2       63.8       88.1       82.6:      11.9       17.4
Old  :     100.0:      15.9       15.9        2.9       69.2       63.8       88.1       82.6:      11.9       17.4
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  :       112:        12         14         11         65         72         82         92:
Old  :       112:        12         14         11         65         72         82         92:
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  :                 33.7       26.9       46.7       35.6       32.5       26.2       44.3       33.8
Old  :                 33.7       26.9       46.7       35.6       32.5       26.2       44.3       33.8
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 - Futures Only, August 25, 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  : 3,497,602:   468,836    509,296    217,291  2,451,787  2,457,539  3,137,914  3,184,126:   359,688    313,476
Old  : 3,497,602:   468,836    509,296    217,291  2,451,787  2,457,539  3,137,914  3,184,126:   359,688    313,476
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :    19,120:    -6,499    -46,991    108,602   -114,718    -69,381    -12,615     -7,770:    31,735     26,890
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       14.6        6.2       70.1       70.3       89.7       91.0:      10.3        9.0
Old  :     100.0:      13.4       14.6        6.2       70.1       70.3       89.7       91.0:      10.3        9.0
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  :       274:        54         34         33        130        149        198        202:
Old  :       274:        54         34         33        130        149        198        202:
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  :                 27.4       24.3       38.2       37.7       23.3       19.8       30.0       31.0
Old  :                 27.4       24.3       38.2       37.7       23.3       19.8       30.0       31.0
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 - Futures Only, August 25, 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  : 1,528,592:   571,389    344,386    198,967    727,091    950,804  1,497,447  1,494,157:    31,145     34,435
Old  : 1,528,592:   571,389    344,386    198,967    727,091    950,804  1,497,447  1,494,157:    31,145     34,435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :    20,813:    -2,986     10,304       -320     21,230     11,095     17,924     21,079:     2,889       -266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4       22.5       13.0       47.6       62.2       98.0       97.7:       2.0        2.3
Old  :     100.0:      37.4       22.5       13.0       47.6       62.2       98.0       97.7:       2.0        2.3
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  :       109:        21         21         28         54         58         92         91:
Old  :       109:        21         21         28         54         58         92         91:
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  :                 46.3       37.4       56.7       54.1       37.7       32.3       43.4       43.6
Old  :                 46.3       37.4       56.7       54.1       37.7       32.3       43.4       43.6
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 - Futures Only, August 25, 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  :    42,244:    12,878     17,330        751     20,475     17,602     34,103     35,682:     8,141      6,562
Old  :    42,244:    12,878     17,330        751     20,475     17,602     34,103     35,682:     8,141      6,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :    -3,985:    -3,062       -220        214     -1,431     -3,980     -4,279     -3,986:       294          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       41.0        1.8       48.5       41.7       80.7       84.5:      19.3       15.5
Old  :     100.0:      30.5       41.0        1.8       48.5       41.7       80.7       84.5:      19.3       15.5
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  :        91:        27         15         11         31         26         60         50:
Old  :        91:        27         15         11         31         26         60         50:
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  :                 28.9       47.6       42.2       57.8       28.7       45.7       41.9       55.9
Old  :                 28.9       47.6       42.2       57.8       28.7       45.7       41.9       55.9
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 - Futures Only, August 25, 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  :    84,487:    25,755     34,659      1,501     40,949     35,203     68,205     71,363:    16,282     13,124
Old  :    84,487:    25,755     34,659      1,501     40,949     35,203     68,205     71,363:    16,282     13,124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :    -7,970:    -6,123       -439        427     -2,862     -7,960     -8,558     -7,972:       588          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       41.0        1.8       48.5       41.7       80.7       84.5:      19.3       15.5
Old  :     100.0:      30.5       41.0        1.8       48.5       41.7       80.7       84.5:      19.3       15.5
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  :        91:        27         15         11         31         26         60         50:
Old  :        91:        27         15         11         31         26         60         50:
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  :                 28.9       47.6       42.2       57.8       28.7       45.7       41.9       55.9
Old  :                 28.9       47.6       42.2       57.8       28.7       45.7       41.9       55.9
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 - Futures Only, August 25, 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  :    34,093:     3,891      1,806          0     28,415     31,630     32,306     33,436:     1,787        657
Old  :    34,093:     3,891      1,806          0     28,415     31,630     32,306     33,436:     1,787        657
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :      -511:       282         54          0       -832       -550       -550       -496:        39        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        5.3        0.0       83.3       92.8       94.8       98.1:       5.2        1.9
Old  :     100.0:      11.4        5.3        0.0       83.3       92.8       94.8       98.1:       5.2        1.9
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  :        30:         4          3          0         18          9         22         12:
Old  :        30:         4          3          0         18          9         22         12:
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  :                 48.0       82.7       71.0       96.8       47.6       76.8       69.0       90.8
Old  :                 48.0       82.7       71.0       96.8       47.6       76.8       69.0       90.8
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 - Futures Only, August 25, 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  :    21,266:    15,558     20,657         65      5,457        518     21,080     21,240:       186         26
Old  :    21,266:    15,558     20,657         65      5,457        518     21,080     21,240:       186         26
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :       273:       658        604       -228         -3          0        427        376:      -154       -103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.2       97.1        0.3       25.7        2.4       99.1       99.9:       0.9        0.1
Old  :     100.0:      73.2       97.1        0.3       25.7        2.4       99.1       99.9:       0.9        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:        20         12          2          4          1         25         14:
Old  :        36:        20         12          2          4          1         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       75.1       88.3       94.6       72.5       75.1       88.3       94.3
Old  :                 72.5       75.1       88.3       94.6       72.5       75.1       88.3       94.3
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 - Futures Only, August 25, 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  :    76,023:    11,375     20,031     30,403     34,222     25,268     76,000     75,702:        23        321
Old  :    76,023:    11,375     20,031     30,403     34,222     25,268     76,000     75,702:        23        321
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 18, 2020                      :
     :     1,318:       150        -95      1,177          0        256      1,327      1,338:        -9        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       26.3       40.0       45.0       33.2      100.0       99.6:       0.0        0.4
Old  :     100.0:      15.0       26.3       40.0       45.0       33.2      100.0       99.6:       0.0        0.4
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  :        22:         6          5          1          3          9         10         14:
Old  :        22:         6          5          1          3          9         10         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  :                 89.3       93.3       98.8       97.7       52.0       53.3       60.0       57.7
Old  :                 89.3       93.3       98.8       97.7       52.0       53.3       60.0       57.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 28, 2020