WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      444,681
COMMITMENTS
 149,043  102,506  106,550  156,543  185,290  412,136  394,346   32,545   50,335

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:     28,174)
  13,140    9,401    1,205   11,140   14,955   25,485   25,561    2,689    2,613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     23.1     24.0     35.2     41.7     92.7     88.7      7.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     122      109      105       79      126      261      291                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       21,897
COMMITMENTS
  14,084      235    1,017    6,320   19,858   21,421   21,110      476      787

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:        962)
     980      -75      326     -309      702      997      953      -35        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.3      1.1      4.6     28.9     90.7     97.8     96.4      2.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        2        2       10       25       17       28                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      240,042
COMMITMENTS
  79,493   39,135   45,360   95,152  136,317  220,005  220,812   20,037   19,230

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      5,148)
   1,433   -3,466      499    2,624    8,753    4,556    5,786      592     -638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     16.3     18.9     39.6     56.8     91.7     92.0      8.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      75       54       61       70       95      179      182                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,622,230
COMMITMENTS
 470,393  140,485  263,283  753,699  1023197  1487375  1426965  134,855  195,265

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:     71,474)
  55,740  -14,181   -7,907   21,971   93,763   69,804   71,675    1,670     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      8.7     16.2     46.5     63.1     91.7     88.0      8.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      806)
     199      121      155      283      383      568      590                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,489
COMMITMENTS
   2,324      214       18    1,129    4,424    3,471    4,656    2,018      833

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:         80)
      91      159       -2      -36     -113       53       44       27       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3      3.9      0.3     20.6     80.6     63.2     84.8     36.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      14        2        1        7        8       22       10                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,036,264
COMMITMENTS
 317,412   57,540  160,185  491,226  742,232  968,823  959,957   67,441   76,307

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:     -5,538)
     503   -4,616  -13,739    4,441   14,300   -8,795   -4,055    3,257   -1,483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      5.6     15.5     47.4     71.6     93.5     92.6      6.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      683)
     219      106      173      221      289      521      511                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       30,260
COMMITMENTS
  24,823    1,086    1,017      287    6,274   26,127    8,377    4,133   21,883

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      1,174)
     687       92      260      267   -1,099    1,214     -747      -40    1,921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.0      3.6      3.4      0.9     20.7     86.3     27.7     13.7     72.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        5        4        2       12        8       20                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      465,261
COMMITMENTS
 129,396   18,626   86,102  209,403  335,511  424,901  440,239   40,360   25,022

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:     -4,909)
   2,751    2,935   -7,831    1,605   -1,468   -3,475   -6,364   -1,434    1,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      4.0     18.5     45.0     72.1     91.3     94.6      8.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
     127       34       73       94       82      252      168                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,212,538
COMMITMENTS
 101,271  337,907   40,631  911,259  684,804  1053161  1063342  159,377  149,196

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      6,663)
  -2,430   13,066    1,656    7,633  -16,948    6,859   -2,226     -196    8,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     27.9      3.4     75.2     56.5     86.9     87.7     13.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      32       28       23       79       93      119      136                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      983,389
COMMITMENTS
  55,417  311,163    4,631  781,615  549,904  841,663  865,698  141,726  117,691

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:     -7,011)
  -4,337  -10,841      841   -3,435       40   -6,931   -9,960      -80    2,949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     31.6      0.5     79.5     55.9     85.6     88.0     14.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      13       20       13       81       83      100      110                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      436,821
COMMITMENTS
 124,770   24,578   48,075  214,392  338,055  387,237  410,708   49,584   26,113

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:     -3,275)
   6,824    3,799  -13,517    1,114    6,442   -5,579   -3,276    2,304        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      5.6     11.0     49.1     77.4     88.6     94.0     11.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
     113       40       65       92       90      233      174                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,013
COMMITMENTS
   3,680      790      122    4,752    8,458    8,554    9,370    1,459      643

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:         51)
     -38       -6       15       56       41       33       50       18        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8      7.9      1.2     47.5     84.5     85.4     93.6     14.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      16        5        2       13       17       31       23                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,963,112
COMMITMENTS
 402,443  644,293   15,141  1385212  1204423  1802796  1863857  160,316   99,255

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:    -22,470)
 -18,120  -21,475   -4,294    4,192   -6,445  -18,222  -32,214   -4,248    9,744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     32.8      0.8     70.6     61.4     91.8     94.9      8.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      61       31       16      146      115      210      159                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,206,874
COMMITMENTS
 562,330  539,334   67,120  2197659  2250665  2827109  2857119  379,765  349,755

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:    -39,221)
 -22,850   29,411   -4,623  -10,914  -57,427  -38,387  -32,639     -834   -6,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     16.8      2.1     68.5     70.2     88.2     89.1     11.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
      70       76       48      169      167      264      266                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      914,253
COMMITMENTS
 199,680   43,660   18,630  568,415  673,525  786,725  735,815  127,528  178,438

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:     11,918)
  26,473   -1,043   -4,500  -11,218   28,481   10,755   22,938    1,163  -11,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      4.8      2.0     62.2     73.7     86.1     80.5     13.9     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      15        9        9       70       69       89       83                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,105,650
COMMITMENTS
 393,070  759,308   72,120  2311592  1992131  2776782  2823559  328,868  282,091

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:     -6,216)
  21,696  -11,437     -746  -31,497    3,047  -10,547   -9,136    4,331    2,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     24.4      2.3     74.4     64.1     89.4     90.9     10.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      52       33       28      136      143      197      195                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,344,846
COMMITMENTS
 458,691  240,421  199,824  662,438  877,262  1320953  1317507   23,893   27,339

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      4,276)
   5,611    9,172  -17,012   17,860   14,187    6,459    6,347   -2,183   -2,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     17.9     14.9     49.3     65.2     98.2     98.0      1.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      22       16       27       59       61       92       93                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       47,565
COMMITMENTS
  20,699   17,535      274   18,498   24,508   39,470   42,316    8,095    5,249

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      2,576)
   3,607      697        6   -1,442    3,023    2,171    3,725      406   -1,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     36.9      0.6     38.9     51.5     83.0     89.0     17.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      32       14        8       29       25       62       46                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       95,129
COMMITMENTS
  41,397   35,069      547   36,995   49,015   78,939   84,631   16,190   10,498

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      5,152)
   7,213    1,394       11   -2,883    6,045    4,341    7,450      811   -2,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     36.9      0.6     38.9     51.5     83.0     89.0     17.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      32       14        8       29       25       62       46                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       35,046
COMMITMENTS
   3,881      431        0   29,070   33,756   32,951   34,187    2,095      859

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:        128)
     757        0        0     -710       39       47       39       81       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      1.2      0.0     82.9     96.3     94.0     97.5      6.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        0       17       10       20       11                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,541
COMMITMENTS
  15,943   19,216       24    4,343    1,248   20,310   20,488      231       53

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:        -29)
      68      -50        0      -95        0      -27      -50       -2       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.6     93.5      0.1     21.1      6.1     98.9     99.7      1.1      0.3

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 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      135,323
COMMITMENTS
  14,078   10,230   69,714   51,514   55,219  135,306  135,163       17      160

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      3,447)
     -81    2,903    3,220      308   -2,666    3,447    3,457        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      7.6     51.5     38.1     40.8    100.0     99.9      0.0      0.1

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



Updated October 23, 2020