WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      416,507
COMMITMENTS
 135,903   93,105  105,345  145,403  170,335  386,651  368,785   29,856   47,722

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      6,624)
   3,340   -2,187    3,767      553    4,258    7,660    5,838   -1,036      786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     22.4     25.3     34.9     40.9     92.8     88.5      7.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
     120      105      103       69      127      247      285                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       20,935
COMMITMENTS
  13,104      310      691    6,629   19,156   20,424   20,157      511      778

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:       -365)
  -1,131      119       41      811     -130     -279       30      -86     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.6      1.5      3.3     31.7     91.5     97.6     96.3      2.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        2        3        9       21       17       25                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      234,894
COMMITMENTS
  78,060   42,601   44,861   92,528  127,564  215,449  215,026   19,445   19,868

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        545)
     312     -573     -867    1,435    2,012      880      572     -335      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     18.1     19.1     39.4     54.3     91.7     91.5      8.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      75       50       55       69       93      174      175                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,550,756
COMMITMENTS
 414,653  154,666  271,190  731,728  929,434  1417571  1355290  133,185  195,466

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        340)
  20,583  -13,730  -20,952    3,832   32,892    3,463   -1,790   -3,123    2,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     10.0     17.5     47.2     59.9     91.4     87.4      8.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      761)
     179      126      149      263      364      531      564                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,409
COMMITMENTS
   2,233       55       20    1,165    4,537    3,418    4,612    1,991      797

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:         58)
     158       10        3      -23       82      138       95      -80      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3      1.0      0.4     21.5     83.9     63.2     85.3     36.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      14        1        2        7        9       22       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,041,802
COMMITMENTS
 316,909   62,156  173,924  486,785  727,932  977,618  964,012   64,184   77,790

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     18,450)
   6,477    9,007  -10,666   27,163   21,966   22,974   20,307   -4,524   -1,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4      6.0     16.7     46.7     69.9     93.8     92.5      6.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      705)
     232      113      184      220      280      538      520                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       29,086
COMMITMENTS
  24,136      994      757       20    7,373   24,913    9,124    4,173   19,962

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      2,119)
   1,034     -771      531       -2       16    1,563     -224      556    2,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.0      3.4      2.6      0.1     25.3     85.7     31.4     14.3     68.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        5        2        3       14        8       21                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      470,170
COMMITMENTS
 126,645   15,691   93,933  207,798  336,979  428,376  446,603   41,794   23,567

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:       -828)
  -7,195   -3,661    1,912     -631    1,297   -5,914     -452    5,086     -376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9      3.3     20.0     44.2     71.7     91.1     95.0      8.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
     121       32       81       92       84      248      174                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,205,875
COMMITMENTS
 103,701  324,841   38,975  903,626  701,752  1046302  1065568  159,573  140,307

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      7,804)
   4,080   -5,092    1,844   -2,402   26,822    3,522   23,574    4,282  -15,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     26.9      3.2     74.9     58.2     86.8     88.4     13.2     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      32       28       19       79       97      120      135                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      990,400
COMMITMENTS
  59,754  322,004    3,790  785,050  549,864  848,594  875,658  141,806  114,742

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     10,692)
   4,422      331      145    8,034   18,561   12,601   19,037   -1,909   -8,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     32.5      0.4     79.3     55.5     85.7     88.4     14.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      12       21       11       79       83       96      110                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      440,096
COMMITMENTS
 117,946   20,779   61,592  213,278  331,613  392,816  413,984   47,280   26,112

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:    -12,615)
  -5,133    3,078  -11,058    5,148   -4,124  -11,043  -12,104   -1,572     -511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      4.7     14.0     48.5     75.4     89.3     94.1     10.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
     106       40       67       95       87      236      173                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,962
COMMITMENTS
   3,718      796      107    4,696    8,417    8,521    9,320    1,441      642

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        -64)
      85       55        5      374     -162      464     -102     -528       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3      8.0      1.1     47.1     84.5     85.5     93.6     14.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      17        5        2       14       17       33       23                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,985,582
COMMITMENTS
 420,563  665,768   19,435  1381020  1210868  1821018  1896071  164,564   89,511

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     -2,821)
 -36,605  -31,013    1,105   37,708   32,853    2,208    2,945   -5,029   -5,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     33.5      1.0     69.6     61.0     91.7     95.5      8.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      64       33       18      143      118      212      164                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,246,095
COMMITMENTS
 585,180  509,923   71,743  2208573  2308092  2865496  2889758  380,599  356,337

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     -3,356)
 -43,266  -49,010      671   46,847   54,667    4,252    6,328   -7,608   -9,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     15.7      2.2     68.0     71.1     88.3     89.0     11.7     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      376)
      72       67       47      167      175      263      265                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      902,335
COMMITMENTS
 173,207   44,703   23,130  579,633  645,044  775,970  712,877  126,365  189,458

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      3,433)
   6,171   -1,925    5,086   -8,479      255    2,778    3,416      655       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2      5.0      2.6     64.2     71.5     86.0     79.0     14.0     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      13       10       10       73       65       91       80                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,111,866
COMMITMENTS
 371,374  770,745   72,866  2343089  1989084  2787329  2832695  324,537  279,171

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:    -44,126)
 -13,572  -36,108   -3,608  -31,061   -3,072  -48,241  -42,788    4,115   -1,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     24.8      2.3     75.3     63.9     89.6     91.0     10.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      52       37       28      135      143      196      199                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,340,570
COMMITMENTS
 453,080  231,249  216,836  644,578  863,075  1314494  1311160   26,076   29,410

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      8,950)
  19,381  -47,090   -5,891   -6,184   62,475    7,306    9,494    1,644     -544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     17.3     16.2     48.1     64.4     98.1     97.8      1.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      22       15       26       57       60       89       91                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       44,989
COMMITMENTS
  17,092   16,838      268   19,939   21,485   37,299   38,591    7,690    6,398

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      2,108)
     415     -521     -186    1,428    1,950    1,656    1,243      452      865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     37.4      0.6     44.3     47.8     82.9     85.8     17.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      34       13        9       30       24       65       45                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       89,977
COMMITMENTS
  34,184   33,675      536   39,878   42,970   74,598   77,181   15,379   12,796

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      4,215)
     829   -1,042     -372    2,855    3,899    3,312    2,485      903    1,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     37.4      0.6     44.3     47.8     82.9     85.8     17.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      34       13        9       30       24       65       45                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       34,918
COMMITMENTS
   3,124      431        0   29,780   33,717   32,904   34,148    2,014      770

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:       -969)
  -1,407   -1,505        0      498      804     -909     -701      -60     -268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      1.2      0.0     85.3     96.6     94.2     97.8      5.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        0       17       11       20       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,570
COMMITMENTS
  15,875   19,266       24    4,438    1,248   20,337   20,538      233       32

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        -16)
      84      153     -140       22      -28      -34      -15       18       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.2     93.7      0.1     21.6      6.1     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      19       11        2        3        2       23       14                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 10/13/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      131,876
COMMITMENTS
  14,159    7,327   66,494   51,206   57,885  131,859  131,706       17      170

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        633)
     854   -2,524    2,684   -2,905      464      633      624        0        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      5.6     50.4     38.8     43.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        4        1        3       10       11       14                  



Updated October 16, 2020