WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      374,677
COMMITMENTS
 131,598   95,786   82,546  134,610  153,418  348,754  331,750   25,923   42,927

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      7,395)
  -5,185    1,948    6,905    5,792    2,171    7,512   11,024     -117   -3,629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1     25.6     22.0     35.9     40.9     93.1     88.5      6.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
     100      115       94       67      116      226      278                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       25,364
COMMITMENTS
  15,011      435      462    9,737   23,738   25,210   24,635      154      729

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -4,219)
    -953     -810     -200   -3,086   -2,925   -4,239   -3,935       20     -284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.2      1.7      1.8     38.4     93.6     99.4     97.1      0.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        3        1        7       27       14       30                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      226,910
COMMITMENTS
  70,999   55,307   36,195   99,546  117,508  206,740  209,010   20,170   17,900

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      3,188)
  -2,551   -5,419   10,504   -4,417   -2,904    3,536    2,181     -348    1,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     24.4     16.0     43.9     51.8     91.1     92.1      8.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      73       53       55       72       83      173      167                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,396,854
COMMITMENTS
 316,691  233,002  255,324  685,834  729,936  1257849  1218262  139,005  178,592

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     15,692)
   7,087  -15,351    1,159   13,881   26,934   22,127   12,742   -6,435    2,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     16.7     18.3     49.1     52.3     90.0     87.2     10.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      724)
     154      133      141      263      324      505      523                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,126
COMMITMENTS
   1,635        0      161    1,370    4,423    3,166    4,584    1,960      542

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:         -5)
     -71        0       40      115       38       84       78      -89      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9      0.0      3.1     26.7     86.3     61.8     89.4     38.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11        0        1        9       10       20       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      891,905
COMMITMENTS
 254,418   61,989  159,597  417,624  599,950  831,639  821,536   60,266   70,369

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     20,456)
   5,955    5,535      -50   17,181   11,369   23,086   16,854   -2,630    3,602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      7.0     17.9     46.8     67.3     93.2     92.1      6.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      596)
     198       92      141      180      234      449      418                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       18,465
COMMITMENTS
  15,734    1,416       92        9    4,481   15,835    5,989    2,630   12,476

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      2,093)
   1,966      558     -147       -7      345    1,812      756      281    1,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.2      7.7      0.5      0.0     24.3     85.8     32.4     14.2     67.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        7        3        2        9        9       18                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      468,056
COMMITMENTS
 126,318   16,108   76,754  218,591  346,334  421,663  439,196   46,393   28,860

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     12,382)
   6,652   -1,895    2,285    2,937   10,767   11,874   11,157      508    1,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      3.4     16.4     46.7     74.0     90.1     93.8      9.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
     115       35       81       92       88      242      185                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,152,782
COMMITMENTS
 104,505  264,882   33,395  853,100  713,167  991,000  1011444  161,782  141,338

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     16,696)
   5,434    1,039    3,278   16,197   17,840   24,909   22,157   -8,213   -5,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     23.0      2.9     74.0     61.9     86.0     87.7     14.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      36       19       20       77       88      120      120                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      997,110
COMMITMENTS
  48,604  345,465   31,552  780,546  489,237  860,702  866,254  136,408  130,856

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -21,454)
   6,908  -18,208   -7,226  -16,045    2,409  -16,363  -23,025   -5,091    1,571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     34.6      3.2     78.3     49.1     86.3     86.9     13.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      12       18       11       77       74       94       98                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      450,922
COMMITMENTS
  94,478   31,265   88,242  221,295  304,418  404,015  423,925   46,907   26,997

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      5,412)
   4,701  -11,230    3,148   -4,085   13,493    3,764    5,411    1,648        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      6.9     19.6     49.1     67.5     89.6     94.0     10.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      90       41       71       98       87      222      179                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,230
COMMITMENTS
   3,414      678        1    4,828    8,900    8,243    9,579    1,987      651

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        127)
    -147       19        0      103      165      -44      184      171      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4      6.6      0.0     47.2     87.0     80.6     93.6     19.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      17        4        1       10       17       28       21                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,989,678
COMMITMENTS
 389,937  641,739   57,743  1372150  1195737  1819830  1895219  169,848   94,459

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -57,828)
 -37,136    4,829   -7,875  -15,049  -55,637  -60,060  -58,683    2,232      855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     32.3      2.9     69.0     60.1     91.5     95.3      8.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      63       29       27      155      122      232      164                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,333,511
COMMITMENTS
 654,692  645,185   95,323  2198898  2218647  2948913  2959155  384,598  374,356

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -30,088)
  14,013   -8,971  -31,507  -22,382    7,447  -39,876  -33,031    9,788    2,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     19.4      2.9     66.0     66.6     88.5     88.8     11.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
      61       70       40      170      174      252      263                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      973,523
COMMITMENTS
 171,860  129,516   19,227  663,794  630,324  854,881  779,067  118,642  194,456

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -26,666)
   7,457   -2,925  -11,981  -27,100    5,186  -31,624   -9,720    4,958  -16,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     13.3      2.0     68.2     64.7     87.8     80.0     12.2     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      14       10       12       67       66       85       84                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,215,386
COMMITMENTS
 427,572  619,289   97,946  2354465  2213134  2879983  2930369  335,403  285,017

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -31,030)
 -32,588   -1,875  -10,200   10,386   -1,082  -32,402  -13,157    1,372  -17,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     19.3      3.0     73.2     68.8     89.6     91.1     10.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      57       34       32      133      146      204      198                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,418,799
COMMITMENTS
 491,670  282,651  219,492  678,455  884,241  1389617  1386384   29,182   32,415

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     57,895)
   9,061   13,472   18,556   28,701   26,575   56,318   58,603    1,577     -708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     19.9     15.5     47.8     62.3     97.9     97.7      2.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      29       15       30       54       57       93       92                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       36,683
COMMITMENTS
   9,437   17,547      610   18,705   12,773   28,752   30,930    7,932    5,754

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -4,320)
  -2,634    1,062     -596     -721   -3,866   -3,951   -3,399     -369     -921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     47.8      1.7     51.0     34.8     78.4     84.3     21.6     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      21       15        7       33       25       55       46                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       73,366
COMMITMENTS
  18,874   35,094    1,219   37,410   25,546   57,503   61,859   15,863   11,507

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -8,639)
  -5,268    2,124   -1,191   -1,442   -7,731   -7,901   -6,798     -738   -1,841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     47.8      1.7     51.0     34.8     78.4     84.3     21.6     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      21       15        7       33       25       55       46                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       30,662
COMMITMENTS
   4,150      937        0   24,093   29,190   28,243   30,127    2,419      535

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -672)
     -62     -571        0     -790      155     -852     -416      180     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      3.1      0.0     78.6     95.2     92.1     98.3      7.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        0       17       10       21       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,465
COMMITMENTS
  15,568   20,703      441    5,264      281   21,273   21,425      192       40

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -112)
    -354     -227      386     -138     -237     -106      -78       -6      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.5     96.5      2.1     24.5      1.3     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      18       12        2        4        1       24       13                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       94,947
COMMITMENTS
  12,189   36,051   33,866   48,866   24,749   94,921   94,666       26      281

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      2,127)
     150     -842    2,722     -751      247    2,121    2,127        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     38.0     35.7     51.5     26.1    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        5        1        3        9       10       14                  



Updated September 11, 2020