WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      390,992
COMMITMENTS
 127,833  101,612   95,013  141,034  152,989  363,880  349,614   27,112   41,378

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     19,229)
   2,039    4,026   11,355    4,490    5,772   17,884   21,153    1,345   -1,924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     26.0     24.3     36.1     39.1     93.1     89.4      6.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     107      111      101       63      118      230      278                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       23,671
COMMITMENTS
  14,860      415      555    7,895   21,788   23,310   22,758      361      913

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     -1,038)
    -131       49      -60   -1,004   -1,211   -1,195   -1,222      157      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.8      1.8      2.3     33.4     92.0     98.5     96.1      1.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        3        2       10       24       17       28                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      228,069
COMMITMENTS
  72,520   49,399   44,689   92,428  114,970  209,637  209,058   18,432   19,011

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     -1,307)
   2,149   -5,149      689   -4,256    1,997   -1,418   -2,463      111    1,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     21.7     19.6     40.5     50.4     91.9     91.7      8.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      71       57       55       69       83      171      170                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,502,375
COMMITMENTS
 361,514  204,620  280,467  726,678  820,849  1368659  1305936  133,716  196,439

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     44,045)
  21,613  -23,447    9,903   13,799   44,501   45,315   30,957   -1,270   13,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     13.6     18.7     48.4     54.6     91.1     86.9      8.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      736)
     163      132      136      263      338      511      532                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,442
COMMITMENTS
   1,864        9      148    1,241    4,679    3,253    4,836    2,189      606

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        240)
     287        9      -13     -151      177      123      173      117       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3      0.2      2.7     22.8     86.0     59.8     88.9     40.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      13        1        2        9       12       24       14                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      974,805
COMMITMENTS
 284,803   66,237  185,973  439,058  640,795  909,834  893,005   64,971   81,800

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     35,558)
  12,621    4,190   16,489    6,044   11,982   35,154   32,661      404    2,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2      6.8     19.1     45.0     65.7     93.3     91.6      6.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      653)
     219      102      150      190      268      479      472                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       24,267
COMMITMENTS
  20,793    1,981      113        2    6,992   20,908    9,086    3,359   15,181

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      3,268)
   2,838       -6      -32       -6    1,312    2,800    1,274      468    1,994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.7      8.2      0.5      0.0     28.8     86.2     37.4     13.8     62.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        8        3        1       15        8       25                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      481,507
COMMITMENTS
 146,550   19,478   84,089  205,170  351,384  435,809  454,951   45,698   26,556

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      3,756)
   8,163    1,709    2,280   -6,741      859    3,702    4,848       54   -1,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4      4.0     17.5     42.6     73.0     90.5     94.5      9.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     125       35       87       91       91      252      195                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,184,288
COMMITMENTS
 126,098  283,180   33,606  864,024  732,743  1023728  1049529  160,560  134,759

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      9,782)
   1,286   10,701     -879    8,327    1,373    8,734   11,195    1,048   -1,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     23.9      2.8     73.0     61.9     86.4     88.6     13.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      42       20       21       85       89      134      123                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      992,106
COMMITMENTS
  53,077  335,303    6,888  779,565  531,972  839,530  874,163  152,576  117,943

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:    -15,270)
   4,732  -10,086  -12,240  -18,017   12,388  -25,525   -9,938   10,255   -5,332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     33.8      0.7     78.6     53.6     84.6     88.1     15.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      13       18        8       73       77       88      101                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      466,221
COMMITMENTS
 113,835   22,234   83,677  223,901  336,374  421,413  442,285   44,808   23,936

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     12,208)
  17,168   -4,963   -1,389   -1,321   18,665   14,458   12,313   -2,250     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      4.8     17.9     48.0     72.1     90.4     94.9      9.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
     107       46       83      100       92      246      195                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,556
COMMITMENTS
   3,364      637       15    4,603    8,323    7,982    8,975    1,574      581

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:       -119)
      44       20        0      -87     -158      -43     -138      -76       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2      6.7      0.2     48.2     87.1     83.5     93.9     16.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      18        3        1       13       15       32       18                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,024,498
COMMITMENTS
 456,598  715,355   44,913  1356374  1172991  1857885  1933259  166,613   91,239

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     32,875)
  34,757   53,981    1,084   -2,771  -26,807   33,070   28,258     -195    4,617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     35.3      2.2     67.0     57.9     91.8     95.5      8.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      67       27       25      151      125      229      166                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,262,396
COMMITMENTS
 639,685  557,505   73,393  2152998  2293592  2866076  2924490  396,320  337,906

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     -5,416)
  13,971  -53,432      288  -23,538   57,700   -9,279    4,556    3,863   -9,972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     17.1      2.2     66.0     70.3     87.9     89.6     12.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
      68       71       38      175      176      261      267                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      890,744
COMMITMENTS
 188,303   57,945   10,708  568,573  631,198  767,584  699,851  123,160  190,893

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:    -34,432)
  12,438  -31,467   -7,433  -39,695    1,295  -34,690  -37,605      258    3,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      6.5      1.2     63.8     70.9     86.2     78.6     13.8     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      14       10        9       67       64       85       79                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,297,115
COMMITMENTS
 484,590  712,014  126,158  2344122  2181117  2954870  3019289  342,245  277,826

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     28,538)
  -1,926  -24,904   38,034   -1,171   17,084   34,937   30,214   -6,399   -1,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     21.6      3.8     71.1     66.2     89.6     91.6     10.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      63       33       29      136      150      213      198                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,455,744
COMMITMENTS
 501,636  305,599  210,978  711,066  904,078  1423680  1420655   32,064   35,089

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     43,555)
   1,462    4,663    8,465   31,333   26,864   41,260   39,992    2,295    3,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     21.0     14.5     48.8     62.1     97.8     97.6      2.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      26       12       24       54       58       86       88                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       34,886
COMMITMENTS
   8,680   17,346      472   17,969   11,031   27,120   28,848    7,766    6,039

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     -9,202)
  -1,255     -530     -883   -6,463   -8,083   -8,600   -9,496     -602      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     49.7      1.4     51.5     31.6     77.7     82.7     22.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      21       16        6       28       20       51       40                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       69,772
COMMITMENTS
  17,360   34,691      943   35,937   22,061   54,240   57,695   15,532   12,077

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:    -18,403)
  -2,509   -1,060   -1,765  -12,926  -16,166  -17,200  -18,991   -1,203      588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     49.7      1.4     51.5     31.6     77.7     82.7     22.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      21       16        6       28       20       51       40                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       34,062
COMMITMENTS
   4,012    1,944        0   27,905   31,718   31,917   33,662    2,145      400

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     -8,866)
    -491     -464     -692   -7,589   -7,429   -8,772   -8,585      -94     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      5.7      0.0     81.9     93.1     93.7     98.8      6.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        3        0       16       11       20       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,190
COMMITMENTS
  16,976   20,060       38    3,982    1,073   20,996   21,171      194       19

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     -2,394)
   1,170     -774   -1,560   -1,932        0   -2,322   -2,334      -72      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.1     94.7      0.2     18.8      5.1     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      20       10        1        3        2       24       12                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      112,055
COMMITMENTS
  12,467   20,535   46,870   52,701   44,382  112,038  111,787       17      268

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      9,765)
     350   -7,150    9,656     -235    7,261    9,771    9,767       -6       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     18.3     41.8     47.0     39.6    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        5        1        3       10       10       15                  



Updated September 25, 2020