WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      381,100
COMMITMENTS
 122,139   95,781   91,096  141,061  151,714  354,296  338,591   26,804   42,509

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     -9,892)
  -5,694   -5,831   -3,917       27   -1,275   -9,584  -11,023     -308    1,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     25.1     23.9     37.0     39.8     93.0     88.8      7.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      95      105       91       63      116      213      266                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       23,816
COMMITMENTS
  14,061      204      745    8,458   21,999   23,264   22,948      552      868

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        145)
    -799     -211      190      563      211      -46      190      191      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.0      0.9      3.1     35.5     92.4     97.7     96.4      2.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        2        4       12       26       21       30                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      222,930
COMMITMENTS
  71,180   51,890   39,914   93,288  110,755  204,382  202,559   18,548   20,371

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     -5,139)
  -1,340    2,491   -4,775      860   -4,215   -5,255   -6,499      116    1,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     23.3     17.9     41.8     49.7     91.7     90.9      8.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      69       57       50       71       84      167      169                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,513,913
COMMITMENTS
 366,899  185,007  288,521  728,138  847,310  1383558  1320838  130,355  193,075

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     11,538)
   5,385  -19,613    8,054    1,460   26,461   14,899   14,902   -3,361   -3,364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     12.2     19.1     48.1     56.0     91.4     87.2      8.6     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      735)
     160      132      142      262      338      510      540                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,381
COMMITMENTS
   1,920       15      101    1,431    4,563    3,452    4,679    1,929      702

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        -61)
      56        6      -47      190     -116      199     -157     -260       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7      0.3      1.9     26.6     84.8     64.2     87.0     35.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      13        1        1        8        9       22       10                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      984,246
COMMITMENTS
 298,448   58,576  183,763  439,913  658,356  922,124  900,695   62,122   83,551

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      9,441)
  13,645   -7,661   -2,210      855   17,561   12,290    7,690   -2,849    1,751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      6.0     18.7     44.7     66.9     93.7     91.5      6.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      627)
     209       97      154      197      257      478      459                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       24,788
COMMITMENTS
  21,895    1,498      142       18    6,680   22,055    8,320    2,733   16,468

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        521)
   1,102     -483       29       16     -312    1,147     -766     -626    1,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.3      6.0      0.6      0.1     26.9     89.0     33.6     11.0     66.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        6        4        4       15       10       24                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      470,634
COMMITMENTS
 142,134   17,965   88,072  200,655  339,306  430,861  445,343   39,773   25,291

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:    -10,873)
  -4,416   -1,513    3,983   -4,515  -12,078   -4,948   -9,608   -5,925   -1,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      3.8     18.7     42.6     72.1     91.5     94.6      8.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
     121       39       93       86       84      247      191                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,186,419
COMMITMENTS
 108,315  317,078   31,036  873,537  702,098  1012888  1050212  173,531  136,207

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      2,131)
 -17,783   33,898   -2,570    9,513  -30,645  -10,840      683   12,971    1,448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     26.7      2.6     73.6     59.2     85.4     88.5     14.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      29       28       16       80       87      116      124                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      992,117
COMMITMENTS
  52,200  341,371    2,581  781,057  531,219  835,838  875,171  156,279  116,946

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:         11)
    -877    6,068   -4,307    1,492     -753   -3,692    1,008    3,703     -997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     34.4      0.3     78.7     53.5     84.2     88.2     15.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      12       17        9       75       78       90      101                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      438,397
COMMITMENTS
 114,593   19,195   72,236  204,833  319,685  391,662  411,116   46,735   27,281

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:    -27,824)
     758   -3,039  -11,441  -19,068  -16,689  -29,751  -31,169    1,927    3,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1      4.4     16.5     46.7     72.9     89.3     93.8     10.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
     103       39       68       89       88      222      172                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,675
COMMITMENTS
   3,595      669       15    4,449    8,304    8,059    8,988    1,616      687

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        119)
     231       32        0     -154      -19       77       13       42      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2      6.9      0.2     46.0     85.8     83.3     92.9     16.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      17        3        1       13       14       31       17                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,017,184
COMMITMENTS
 453,166  658,981   40,101  1361585  1229861  1854852  1928943  162,332   88,241

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     -7,314)
  -3,432  -56,374   -4,812    5,211   56,870   -3,033   -4,316   -4,281   -2,998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     32.7      2.0     67.5     61.0     92.0     95.6      8.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      66       30       22      150      126      227      167                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,287,420
COMMITMENTS
 668,338  539,762   62,988  2161632  2345895  2892958  2948645  394,462  338,775

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     25,024)
  28,653  -17,743  -10,405    8,634   52,303   26,882   24,155   -1,858      869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     16.4      1.9     65.8     71.4     88.0     89.7     12.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
      71       66       37      168      172      255      259                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      900,709
COMMITMENTS
 168,252   43,350   17,969  589,225  647,471  775,446  708,790  125,263  191,919

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      9,965)
 -20,051  -14,595    7,261   20,652   16,273    7,862    8,939    2,103    1,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7      4.8      2.0     65.4     71.9     86.1     78.7     13.9     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      12        9        9       68       62       84       76                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,287,173
COMMITMENTS
 491,655  759,420   88,118  2375914  2144337  2955687  2991875  331,486  295,298

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     -9,942)
   7,065   47,406  -38,040   31,792  -36,780      817  -27,414  -10,759   17,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     23.1      2.7     72.3     65.2     89.9     91.0     10.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      60       36       29      144      150      217      202                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,499,331
COMMITMENTS
 506,062  308,638  225,152  737,496  932,943  1468710  1466733   30,621   32,598

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     43,587)
   4,426    3,039   14,174   26,430   28,865   45,030   46,078   -1,443   -2,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     20.6     15.0     49.2     62.2     98.0     97.8      2.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      23       14       23       55       58       86       87                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       37,025
COMMITMENTS
  11,795   17,370      592   17,123   13,601   29,510   31,563    7,515    5,462

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      2,139)
   3,115       24      121     -846    2,571    2,390    2,715     -251     -577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     46.9      1.6     46.2     36.7     79.7     85.2     20.3     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      24       16       10       25       19       52       42                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       74,049
COMMITMENTS
  23,590   34,739    1,184   34,245   27,202   59,019   63,125   15,030   10,924

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      4,277)
   6,230       48      241   -1,692    5,141    4,779    5,430     -502   -1,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     46.9      1.6     46.2     36.7     79.7     85.2     20.3     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      24       16       10       25       19       52       42                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       35,549
COMMITMENTS
   3,840    2,278        0   29,603   32,631   33,443   34,909    2,106      640

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      1,487)
    -172      334        0    1,698      913    1,526    1,247      -39      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      6.4      0.0     83.3     91.8     94.1     98.2      5.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        0       16       11       19       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,432
COMMITMENTS
  16,272   18,226       62    3,878    2,133   20,212   20,421      220       11

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -758)
    -704   -1,834       24     -104    1,060     -784     -750       26       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.6     89.2      0.3     19.0     10.4     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      21       11        2        3        2       25       14                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 09/29/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      122,350
COMMITMENTS
  12,467   11,717   56,575   53,281   53,790  122,323  122,082       27      268

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:     10,295)
       0   -8,818    9,705      580    9,408   10,285   10,295       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      9.6     46.2     43.5     44.0    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 October 02, 2020