WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   493,573:   120,949     93,475    172,373    171,053    182,188    464,375    448,036:    29,198     45,537
Old  :   403,997:   108,167     85,976    131,921    140,231    151,640    380,319    369,536:    23,677     34,461
Other:    89,576:    21,601     16,318     31,633     30,821     30,549     84,055     78,500:     5,521     11,076
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :    30,754:     1,126        431     22,265      5,660      9,068     29,051     31,763:     1,703     -1,010
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       18.9       34.9       34.7       36.9       94.1       90.8:       5.9        9.2
Old  :     100.0:      26.8       21.3       32.7       34.7       37.5       94.1       91.5:       5.9        8.5
Other:     100.0:      24.1       18.2       35.3       34.4       34.1       93.8       87.6:       6.2       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       388:       123        115        129         90        127        295        297:
Old  :       380:       119        117        122         87        125        282        291:
Other:       169:        41         34         34         46         75        108        126:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       11.7       23.7       18.9        9.4        6.0       17.4       10.7
Old  :                 13.5       10.7       24.6       18.2       11.4        6.7       19.5       12.3
Other:                 29.0       32.2       40.8       44.7       15.8       19.2       24.7       26.2
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Metric Tons                                                             :
     :          :                                                                            :
All  :    25,295:    15,634        212        805      8,495     23,365     24,934     24,382:       361        913
Old  :    25,295:    15,634        212        805      8,495     23,365     24,934     24,382:       361        913
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :    -1,026:      -156         12        -23     -1,004     -1,199     -1,183     -1,210:       157        184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.8        0.8        3.2       33.6       92.4       98.6       96.4:       1.4        3.6
Old  :     100.0:      61.8        0.8        3.2       33.6       92.4       98.6       96.4:       1.4        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         7          2          3         11         24         19         28:
Old  :        33:         7          2          3         11         24         19         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.3       35.7       88.6       54.9       68.6       34.7       76.7       50.5
Old  :                 75.3       35.7       88.6       54.9       68.6       34.7       76.7       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   249,295:    69,619     48,871     61,143     98,687    119,275    229,450    229,290:    19,845     20,004
Old  :   225,474:    71,221     49,592     49,386     87,419    110,350    208,026    209,328:    17,448     16,146
Other:    23,821:     6,475      7,357      3,680     11,269      8,925     21,424     19,962:     2,396      3,859
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :     3,223:     2,334     -5,504      3,640     -3,081      3,700      2,892      1,836:       331      1,387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       19.6       24.5       39.6       47.8       92.0       92.0:       8.0        8.0
Old  :     100.0:      31.6       22.0       21.9       38.8       48.9       92.3       92.8:       7.7        7.2
Other:     100.0:      27.2       30.9       15.4       47.3       37.5       89.9       83.8:      10.1       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:        71         58         65         83         89        192        180:
Old  :       248:        80         50         61         78         85        183        174:
Other:       117:        18         24         19         30         53         59         87:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.2       20.1       25.3       29.6       13.6       16.5       22.3       24.1
Old  :                 16.5       21.6       26.8       31.5       14.3       19.4       23.9       27.3
Other:                 33.0       28.6       50.0       47.5       31.1       27.5       45.3       39.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,912,306:   360,697    162,415    538,147    837,806    957,900  1,736,650  1,658,462:   175,656    253,844
Old  : 1,698,133:   346,328    201,119    443,126    753,695    824,758  1,543,149  1,469,004:   154,983    229,129
Other:   214,173:    75,931     22,858     33,459     84,111    133,142    193,501    189,458:    20,673     24,715
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :    74,660:    20,495    -24,086     29,876     24,091     53,570     74,462     59,360:       198     15,300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9        8.5       28.1       43.8       50.1       90.8       86.7:       9.2       13.3
Old  :     100.0:      20.4       11.8       26.1       44.4       48.6       90.9       86.5:       9.1       13.5
Other:     100.0:      35.5       10.7       15.6       39.3       62.2       90.3       88.5:       9.7       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       812:       201        147        186        348        384        647        627:
Old  :       811:       198        153        177        341        380        632        622:
Other:       393:        54         50         36        102        237        174        308:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.7        9.8       17.5       16.6        7.9        6.1       12.6       10.7
Old  :                 11.2        9.6       18.4       16.4        8.2        6.1       13.7       10.9
Other:                 24.4       20.1       36.8       33.2       22.7       19.3       33.2       30.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     5,753:     1,824         18        310      1,417      4,793      3,550      5,120:     2,203        633
Old  :     5,753:     1,824         18        310      1,417      4,793      3,550      5,120:     2,203        633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :       262:       343         15         -1       -176        197        166        212:        97         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        0.3        5.4       24.6       83.3       61.7       89.0:      38.3       11.0
Old  :     100.0:      31.7        0.3        5.4       24.6       83.3       61.7       89.0:      38.3       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        13          2          3         10         13         25         16:
Old  :        31:        13          2          3         10         13         25         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       64.5       33.2       80.1       19.6       60.4       31.4       69.8
Old  :                 19.9       64.5       33.2       80.1       19.6       60.4       31.4       69.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,218,442:   284,698     46,938    356,860    501,593    717,873  1,143,151  1,121,672:    75,290     96,770
Old  : 1,141,759:   272,282     52,908    327,742    474,437    671,878  1,074,461  1,052,528:    67,298     89,231
Other:    76,683:    20,477      2,091     21,057     27,156     45,996     68,690     69,144:     7,992      7,539
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :    70,816:    13,081     -1,680     45,654     11,977     22,423     70,712     66,397:       105      4,420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        3.9       29.3       41.2       58.9       93.8       92.1:       6.2        7.9
Old  :     100.0:      23.8        4.6       28.7       41.6       58.8       94.1       92.2:       5.9        7.8
Other:     100.0:      26.7        2.7       27.5       35.4       60.0       89.6       90.2:      10.4        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       717:       238        139        207        221        288        557        554:
Old  :       712:       226        151        198        217        286        546        545:
Other:       293:        51         40         37         63        172        135        233:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.6       14.9       18.4       25.0        7.6       12.8       12.2       19.9
Old  :                 10.4       15.3       17.9       25.1        8.1       13.3       12.7       19.9
Other:                 23.2       19.7       36.2       33.9       13.3       17.1       23.4       24.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    24,267:    20,793      1,981        113          2      6,992     20,908      9,086:     3,359     15,181
Old  :    22,310:    19,556      1,785         63          2      6,036     19,621      7,884:     2,689     14,426
Other:     1,957:     1,237        196         50          0        956      1,287      1,202:       670        755
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :     3,268:     2,838         -6        -32         -6      1,312      2,800      1,274:       468      1,994
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.7        8.2        0.5        0.0       28.8       86.2       37.4:      13.8       62.6
Old  :     100.0:      87.7        8.0        0.3        0.0       27.1       87.9       35.3:      12.1       64.7
Other:     100.0:      63.2       10.0        2.6        0.0       48.9       65.8       61.4:      34.2       38.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         6          8          3          1         15          8         25:
Old  :        28:         6          7          3          1         15          8         24:
Other:        18:         3          4          1          0         11          3         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.5       16.9       86.2       23.5       82.0       16.9       85.7       23.5
Old  :                 85.7       14.3       87.9       21.3       85.5       14.2       87.7       21.3
Other:                 65.8       58.1       65.8       60.1       63.2       56.3       63.2       57.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   528,194:   142,842     19,713    114,169    223,920    366,598    480,930    500,480:    47,263     27,714
Old  :   501,972:   142,331     26,748    100,334    215,721    349,259    458,386    476,341:    43,586     25,631
Other:    26,221:     8,905      1,359      5,440      8,199     17,339     22,544     24,138:     3,677      2,083
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :     4,795:    10,546      1,318      2,565     -8,484      1,766      4,628      5,649:       168       -854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        3.7       21.6       42.4       69.4       91.1       94.8:       8.9        5.2
Old  :     100.0:      28.4        5.3       20.0       43.0       69.6       91.3       94.9:       8.7        5.1
Other:     100.0:      34.0        5.2       20.7       31.3       66.1       86.0       92.1:      14.0        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       313:       128         38         95         99         97        265        207:
Old  :       313:       124         48         93         98         97        262        207:
Other:        62:        21          6         15         31         12         57         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.5       31.0       18.3       41.2        8.8       26.8       13.9       33.7
Old  :                 10.5       30.2       18.1       40.4        8.9       26.1       14.3       33.0
Other:                 30.4       55.3       46.2       73.5       27.2       47.9       40.1       61.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,334,849:   112,624    286,028    109,220    942,445    795,670  1,164,289  1,190,917:   170,560    143,931
Old  : 1,334,849:   112,624    286,028    109,220    942,445    795,670  1,164,289  1,190,917:   170,560    143,931
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :    -2,806:    -1,716     11,571     -1,248        335     -9,141     -2,629      1,183:      -177     -3,988
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       21.4        8.2       70.6       59.6       87.2       89.2:      12.8       10.8
Old  :     100.0:       8.4       21.4        8.2       70.6       59.6       87.2       89.2:      12.8       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        34         30         39        101        103        156        151:
Old  :       194:        34         30         39        101        103        156        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       24.5       35.3       37.7       20.3       22.7       28.3       34.2
Old  :                 26.0       24.5       35.3       37.7       20.3       22.7       28.3       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   992,108:    53,077    335,303      6,888    779,565    531,972    839,530    874,163:   152,578    117,945
Old  :   992,108:    53,077    335,303      6,888    779,565    531,972    839,530    874,163:   152,578    117,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :   -15,269:     4,732    -10,086    -12,240    -18,017     12,388    -25,525     -9,938:    10,256     -5,331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       33.8        0.7       78.6       53.6       84.6       88.1:      15.4       11.9
Old  :     100.0:       5.3       33.8        0.7       78.6       53.6       84.6       88.1:      15.4       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        13         18          8         73         77         88        101:
Old  :       132:        13         18          8         73         77         88        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       30.5       38.7       45.6       19.3       29.1       30.5       41.8
Old  :                 24.8       30.5       38.7       45.6       19.3       29.1       30.5       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   539,843:   110,022     19,438    135,219    244,495    358,408    489,736    513,065:    50,108     26,778
Old  :   516,785:   109,892     18,217    130,550    228,687    341,976    469,129    490,743:    47,656     26,042
Other:    23,058:     2,305      3,397      2,494     15,808     16,432     20,606     22,322:     2,452        736
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :    29,810:    20,568     -6,728     11,656       -557     24,772     31,667     29,700:    -1,856        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        3.6       25.0       45.3       66.4       90.7       95.0:       9.3        5.0
Old  :     100.0:      21.3        3.5       25.3       44.3       66.2       90.8       95.0:       9.2        5.0
Other:     100.0:      10.0       14.7       10.8       68.6       71.3       89.4       96.8:      10.6        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:       108         47         96        105        101        256        214:
Old  :       298:       107         50         95        105        101        256        213:
Other:        67:        17          8         15         31         17         54         36:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       28.1       19.5       38.9        8.4       24.1       12.9       32.2
Old  :                 12.0       27.6       19.3       38.6        8.2       25.1       12.6       32.4
Other:                 44.8       48.5       61.8       73.7       36.3       46.4       50.3       67.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    10,437:     3,630        608        324      4,804      8,890      8,758      9,823:     1,679        614
Old  :    10,427:     3,630        608        324      4,804      8,885      8,758      9,818:     1,669        609
Other:        10:         0          0          0          0          5          0          5:        10          5
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :        36:       250        -58         -7       -140         77        103         12:       -67         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8        5.8        3.1       46.0       85.2       83.9       94.1:      16.1        5.9
Old  :     100.0:      34.8        5.8        3.1       46.1       85.2       84.0       94.2:      16.0        5.8
Other:     100.0:       0.0        0.0        0.0        0.0       50.0        0.0       50.0:     100.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        20          2          2         14         17         34         21:
Old  :        47:        20          2          2         14         17         34         21:
Other:         1:         0          0          0          0          1          0          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.8       55.3       55.5       78.3       39.5       54.0       50.4       76.5
Old  :                 40.8       55.3       55.5       78.4       39.6       54.0       50.5       76.5
Other:                  0.0       50.0        0.0       50.0        0.0       50.0        0.0       50.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,031,596:   456,747    711,823     50,065  1,356,966  1,178,340  1,863,778  1,940,227:   167,818     91,369
Old  : 2,031,596:   456,747    711,823     50,065  1,356,966  1,178,340  1,863,778  1,940,227:   167,818     91,369
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :    36,434:    34,863     50,982      4,426     -2,889    -23,406     36,400     32,001:        34      4,432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       35.0        2.5       66.8       58.0       91.7       95.5:       8.3        4.5
Old  :     100.0:      22.5       35.0        2.5       66.8       58.0       91.7       95.5:       8.3        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:        68         27         28        151        126        232        168:
Old  :       291:        68         27         28        151        126        232        168:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       33.6       24.6       48.3       13.8       29.3       22.1       42.2
Old  :                 14.9       33.6       24.6       48.3       13.8       29.3       22.1       42.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,743,475:   639,394    533,523    293,931  2,394,543  2,558,127  3,327,868  3,385,581:   415,607    357,894
Old  : 3,743,475:   639,394    533,523    293,931  2,394,543  2,558,127  3,327,868  3,385,581:   415,607    357,894
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :    11,837:    18,147    -44,124      5,239    -15,588     62,080      7,798     23,195:     4,039    -11,358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       14.3        7.9       64.0       68.3       88.9       90.4:      11.1        9.6
Old  :     100.0:      17.1       14.3        7.9       64.0       68.3       88.9       90.4:      11.1        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       400:        76         68         72        212        200        321        307:
Old  :       400:        76         68         72        212        200        321        307:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       23.4       21.9       33.4        9.1       14.5       16.1       24.2
Old  :                 14.3       23.4       21.9       33.4        9.1       14.5       16.1       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   890,744:   188,303     57,945     10,708    568,573    631,198    767,584    699,851:   123,160    190,893
Old  :   890,744:   188,303     57,945     10,708    568,573    631,198    767,584    699,851:   123,160    190,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :   -34,432:    12,438    -31,467     -7,433    -39,695      1,295    -34,690    -37,605:       258      3,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        6.5        1.2       63.8       70.9       86.2       78.6:      13.8       21.4
Old  :     100.0:      21.1        6.5        1.2       63.8       70.9       86.2       78.6:      13.8       21.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        14         10          9         67         64         85         79:
Old  :       109:        14         10          9         67         64         85         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       23.9       40.9       32.5       26.6       23.1       39.6       30.6
Old  :                 26.8       23.9       40.9       32.5       26.6       23.1       39.6       30.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,493,014:   486,318    702,324    230,454  2,427,892  2,277,143  3,144,664  3,209,921:   348,350    283,093
Old  : 3,493,014:   486,318    702,324    230,454  2,427,892  2,277,143  3,144,664  3,209,921:   348,350    283,093
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :    34,592:      -866    -28,143     39,694        760     24,820     39,588     36,372:    -4,996     -1,780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       20.1        6.6       69.5       65.2       90.0       91.9:      10.0        8.1
Old  :     100.0:      13.9       20.1        6.6       69.5       65.2       90.0       91.9:      10.0        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        65         32         51        147        157        234        218:
Old  :       295:        65         32         51        147        157        234        218:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       18.8       35.7       34.5       22.8       18.6       29.8       32.9
Old  :                 26.3       18.8       35.7       34.5       22.8       18.6       29.8       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,455,763:   501,636    305,590    210,987    711,076    904,078  1,423,699  1,420,655:    32,064     35,108
Old  : 1,455,763:   501,636    305,590    210,987    711,076    904,078  1,423,699  1,420,655:    32,064     35,108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :    43,550:     1,462      4,668      8,460     31,333     26,864     41,255     39,992:     2,295      3,558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       21.0       14.5       48.8       62.1       97.8       97.6:       2.2        2.4
Old  :     100.0:      34.5       21.0       14.5       48.8       62.1       97.8       97.6:       2.2        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        26         12         24         54         58         86         88:
Old  :       104:        26         12         24         54         58         86         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       33.4       52.6       49.4       33.7       29.4       41.4       41.2
Old  :                 39.7       33.4       52.6       49.4       33.7       29.4       41.4       41.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    35,035:     8,703     17,346        510     17,990     11,058     27,204     28,914:     7,831      6,121
Old  :    35,035:     8,703     17,346        510     17,990     11,058     27,204     28,914:     7,831      6,121
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :    -9,321:    -1,261       -530       -914     -6,508     -8,095     -8,683     -9,540:      -638        218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       49.5        1.5       51.3       31.6       77.6       82.5:      22.4       17.5
Old  :     100.0:      24.8       49.5        1.5       51.3       31.6       77.6       82.5:      22.4       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        21         16          7         29         20         52         41:
Old  :        81:        21         16          7         29         20         52         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       53.5       46.0       63.2       36.4       52.2       45.7       61.5
Old  :                 36.6       53.5       46.0       63.2       36.4       52.2       45.7       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    70,070:    17,407     34,691      1,021     35,981     22,116     54,408     57,828:    15,662     12,242
Old  :    70,070:    17,407     34,691      1,021     35,981     22,116     54,408     57,828:    15,662     12,242
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :   -18,643:    -2,523     -1,060     -1,829    -13,015    -16,190    -17,367    -19,079:    -1,276        436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       49.5        1.5       51.3       31.6       77.6       82.5:      22.4       17.5
Old  :     100.0:      24.8       49.5        1.5       51.3       31.6       77.6       82.5:      22.4       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        21         16          7         29         20         52         41:
Old  :        81:        21         16          7         29         20         52         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       53.5       46.0       63.2       36.4       52.2       45.7       61.5
Old  :                 36.6       53.5       46.0       63.2       36.4       52.2       45.7       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    34,062:     4,012      1,944          0     27,905     31,718     31,917     33,662:     2,145        400
Old  :    34,062:     4,012      1,944          0     27,905     31,718     31,917     33,662:     2,145        400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :    -8,866:      -491       -464       -692     -7,589     -7,429     -8,772     -8,585:       -94       -281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8        5.7        0.0       81.9       93.1       93.7       98.8:       6.3        1.2
Old  :     100.0:      11.8        5.7        0.0       81.9       93.1       93.7       98.8:       6.3        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         4          3          0         16         11         20         14:
Old  :        29:         4          3          0         16         11         20         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       68.7       71.8       92.1       39.4       61.5       61.6       80.5
Old  :                 49.0       68.7       71.8       92.1       39.4       61.5       61.6       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    21,190:    16,976     20,060         38      3,982      1,073     20,996     21,171:       194         19
Old  :    21,190:    16,976     20,060         38      3,982      1,073     20,996     21,171:       194         19
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :    -2,394:     1,170       -774     -1,560     -1,932          0     -2,322     -2,334:       -72        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.1       94.7        0.2       18.8        5.1       99.1       99.9:       0.9        0.1
Old  :     100.0:      80.1       94.7        0.2       18.8        5.1       99.1       99.9:       0.9        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        20         10          1          3          2         24         12:
Old  :        34:        20         10          1          3          2         24         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.9       77.2       87.8       94.4       69.9       77.2       87.3       94.4
Old  :                 69.9       77.2       87.8       94.4       69.9       77.2       87.3       94.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :   112,055:    12,467     20,535     46,870     52,701     44,382    112,038    111,787:        17        268
Old  :   112,055:    12,467     20,535     46,870     52,701     44,382    112,038    111,787:        17        268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2020                   :
     :     9,765:       350     -7,150      9,656       -235      7,261      9,771      9,767:        -6         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       18.3       41.8       47.0       39.6      100.0       99.8:       0.0        0.2
Old  :     100.0:      11.1       18.3       41.8       47.0       39.6      100.0       99.8:       0.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         6          5          1          3         10         10         15:
Old  :        23:         6          5          1          3         10         10         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 92.1       93.6       99.1       98.1       52.5       51.7       58.1       56.3
Old  :                 92.1       93.6       99.1       98.1       52.5       51.7       58.1       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 25, 2020