WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      457,904
COMMITMENTS
 151,636  107,694  107,338  163,632  192,956  422,606  407,988   35,298   49,916

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     13,223)
   2,593    5,188      788    7,089    7,666   10,470   13,642    2,753     -419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     23.5     23.4     35.7     42.1     92.3     89.1      7.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      402)
     129      115      106       82      125      271      294                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       23,068
COMMITMENTS
  13,518      553    1,138    7,893   20,618   22,549   22,309      519      759

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,171)
    -566      318      121    1,573      760    1,128    1,199       43      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.6      2.4      4.9     34.2     89.4     97.8     96.7      2.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        2        3       11       24       19       27                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      244,147
COMMITMENTS
  81,717   38,745   46,047   97,515  139,317  225,279  224,109   18,868   20,038

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      4,105)
   2,224     -390      687    2,363    3,000    5,274    3,297   -1,169      808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     15.9     18.9     39.9     57.1     92.3     91.8      7.7      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      85       50       62       71       90      187      178                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,682,271
COMMITMENTS
 517,427  106,414  277,445  748,154  1104017  1543026  1487876  139,245  194,395

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     60,041)
  47,034  -34,071   14,162   -5,545   80,820   55,651   60,911    4,390     -870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8      6.3     16.5     44.5     65.6     91.7     88.4      8.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      828)
     217      112      159      284      398      578      610                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,801
COMMITMENTS
   2,506      192       21    1,298    4,702    3,825    4,915    1,976      886

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        312)
     182      -22        3      169      278      354      259      -42       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2      3.3      0.4     22.4     81.1     65.9     84.7     34.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      15        1        1       10       12       26       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      969,014
COMMITMENTS
 323,798   42,934  150,346  433,405  702,388  907,549  895,668   61,465   73,346

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:    -67,250)
   6,386  -14,606   -9,839  -57,821  -39,844  -61,274  -64,289   -5,976   -2,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4      4.4     15.5     44.7     72.5     93.7     92.4      6.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      671)
     219      106      157      217      277      503      499                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      471,061
COMMITMENTS
 137,999   18,233   86,326  203,931  342,449  428,256  447,008   42,805   24,053

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      5,800)
   8,603     -393      224   -5,472    6,938    3,355    6,769    2,445     -969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      3.9     18.3     43.3     72.7     90.9     94.9      9.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
     133       38       79       94       83      255      179                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,225,546
COMMITMENTS
 114,708  374,661   21,302  925,720  682,776  1061730  1078739  163,816  146,807

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     13,008)
  13,437   36,754  -19,329   14,461   -2,028    8,569   15,397    4,439   -2,389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     30.6      1.7     75.5     55.7     86.6     88.0     13.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      26       30       26       89       86      128      129                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,001,329
COMMITMENTS
  67,119  314,796    4,490  790,273  566,649  861,882  885,935  139,447  115,394

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     17,940)
  11,702    3,633     -141    8,658   16,745   20,219   20,237   -2,279   -2,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     31.4      0.4     78.9     56.6     86.1     88.5     13.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      14       18       13       82       82      101      108                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      445,305
COMMITMENTS
 129,350   21,357   51,849  215,730  347,587  396,929  420,793   48,376   24,512

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      8,484)
   4,580   -3,221    3,774    1,338    9,532    9,692   10,085   -1,208   -1,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      4.8     11.6     48.4     78.1     89.1     94.5     10.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
     118       36       63       98       92      239      174                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,647
COMMITMENTS
   3,585      772        3    4,671    8,289    8,259    9,064    1,388      583

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:       -366)
     -95      -18     -119      -81     -169     -295     -306      -71      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2      8.0      0.0     48.4     85.9     85.6     94.0     14.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      16        5        1       12       17       29       22                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,994,239
COMMITMENTS
 420,131  660,396   19,044  1391609  1217134  1830784  1896574  163,455   97,665

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     31,127)
  17,688   16,103    3,903    6,397   12,711   27,988   32,717    3,139   -1,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     33.1      1.0     69.8     61.0     91.8     95.1      8.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      67       29       18      143      116      215      158                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,153,365
COMMITMENTS
 544,854  528,642   64,547  2179517  2165583  2788918  2758772  364,447  394,593

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:    -53,509)
 -17,476  -10,692   -2,573  -18,142  -85,082  -38,191  -98,347  -15,318   44,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     16.8      2.0     69.1     68.7     88.4     87.5     11.6     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
      69       74       42      173      159      262      255                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      947,513
COMMITMENTS
 215,184   41,695   16,214  586,605  702,360  818,003  760,269  129,510  187,244

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     33,260)
  15,504   -1,965   -2,416   18,190   28,835   31,278   24,454    1,982    8,806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      4.4      1.7     61.9     74.1     86.3     80.2     13.7     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      16        8        9       71       71       90       85                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,094,189
COMMITMENTS
 408,488  766,163   74,566  2289944  1971138  2772998  2811867  321,191  282,322

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:    -11,461)
  15,418    6,855    2,446  -21,648  -20,993   -3,784  -11,692   -7,677      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     24.8      2.4     74.0     63.7     89.6     90.9     10.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      50       37       28      139      145      200      199                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,337,402
COMMITMENTS
 467,056  242,536  185,750  659,279  879,990  1312085  1308276   25,317   29,126

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     -7,444)
   8,365    2,115  -14,074   -3,159    2,728   -8,868   -9,231    1,424    1,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     18.1     13.9     49.3     65.8     98.1     97.8      1.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      23       15       27       59       61       92       93                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       48,635
COMMITMENTS
  18,786   17,498      549   20,085   25,032   39,419   43,078    9,216    5,557

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,071)
  -1,913      -37      275    1,587      525      -51      763    1,121      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     36.0      1.1     41.3     51.5     81.1     88.6     18.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      28       16        9       30       27       61       49                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       97,270
COMMITMENTS
  37,572   34,995    1,097   40,169   50,064   78,838   86,156   18,432   11,114

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      2,141)
  -3,825      -74      550    3,174    1,049     -101    1,525    2,242      616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     36.0      1.1     41.3     51.5     81.1     88.6     18.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      28       16        9       30       27       61       49                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       34,740
COMMITMENTS
   3,860      431        0   28,526   33,880   32,386   34,311    2,354      429

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:       -306)
     -21        0        0     -544      124     -565      124      259     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      1.2      0.0     82.1     97.5     93.2     98.8      6.8      1.2

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 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,550
COMMITMENTS
  15,973   19,225       23    4,340    1,248   20,336   20,496      214       54

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:          9)
      30        9       -1       -3        0       26        8      -17        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.7     93.6      0.1     21.1      6.1     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      20       10        1        3        2       23       13                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 10/27/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      138,802
COMMITMENTS
  14,279    8,357   73,899   50,614   56,385  138,792  138,641       10      161

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      3,479)
     201   -1,873    4,185     -900    1,166    3,486    3,478       -7        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      6.0     53.2     36.5     40.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        4        1        3       10       12       14                  



Updated October 30, 2020