WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      466,640
COMMITMENTS
 127,204   89,075  149,643  162,209  181,392  439,057  420,110   27,583   46,529

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      6,281)
  -6,720    2,201    7,697    5,831      603    6,808   10,500     -528   -4,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3     19.1     32.1     34.8     38.9     94.1     90.0      5.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
     116      124      122       90      127      284      306                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       26,772
COMMITMENTS
  15,574      229      712   10,331   25,101   26,618   26,043      154      729

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -4,156)
    -911     -833     -180   -3,086   -2,859   -4,176   -3,872       20     -284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.2      0.9      2.7     38.6     93.8     99.4     97.3      0.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        2        2        8       27       16       30                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      243,041
COMMITMENTS
  67,348   55,200   49,718  104,568  119,447  221,634  224,366   21,407   18,675

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      1,999)
  -2,460   -5,467    9,884   -4,824   -3,508    2,600      909     -602    1,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7     22.7     20.5     43.0     49.1     91.2     92.3      8.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      74       52       64       83       84      189      172                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,751,115
COMMITMENTS
 318,688  202,343  465,196  787,421  850,604  1571305  1518143  179,810  232,972

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     28,233)
   6,273  -18,605   10,384   16,197   32,417   32,853   24,196   -4,619    4,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     11.6     26.6     45.0     48.6     89.7     86.7     10.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      795)
     182      154      178      338      367      621      607                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,424
COMMITMENTS
   1,535        5      313    1,580    4,518    3,428    4,837    1,995      587

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        -12)
     -96      -10       47      124       31       75       69      -88      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.3      0.1      5.8     29.1     83.3     63.2     89.2     36.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        1        2       10       11       21       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,069,089
COMMITMENTS
 255,041   52,024  277,280  466,008  658,163  998,329  987,468   70,760   81,621

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     35,547)
  10,082    3,157    8,827   18,330   18,954   37,239   30,938   -1,692    4,609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9      4.9     25.9     43.6     61.6     93.4     92.4      6.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      654)
     218      120      186      210      254      525      482                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       18,465
COMMITMENTS
  15,734    1,416       92        9    4,481   15,835    5,989    2,630   12,476

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      2,093)
   1,966      558     -147       -7      345    1,812      756      281    1,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    85.2      7.7      0.5      0.0     24.3     85.8     32.4     14.2     67.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        7        3        2        9        9       18                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      510,938
COMMITMENTS
 118,696   16,607  105,798  238,575  358,793  463,069  481,198   47,869   29,740

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     17,953)
   3,036   -2,099    7,335    7,050   11,601   17,421   16,838      532    1,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2      3.3     20.7     46.7     70.2     90.6     94.2      9.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     117       40       87      101       96      258      198                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,309,648
COMMITMENTS
  97,378  267,769  106,416  931,593  780,402  1135387  1154586  174,261  155,062

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     34,065)
   3,595    1,551    8,559   28,945   27,447   41,099   37,557   -7,034   -3,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4     20.4      8.1     71.1     59.6     86.7     88.2     13.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      29       29       37       90       95      140      140                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      997,114
COMMITMENTS
  48,604  345,465   31,552  780,546  489,237  860,702  866,254  136,412  130,860

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -21,454)
   6,908  -18,208   -7,226  -16,045    2,409  -16,363  -23,025   -5,091    1,571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9     34.6      3.2     78.3     49.1     86.3     86.9     13.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      12       18       11       77       74       94       98                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      501,873
COMMITMENTS
  85,729   30,437  124,680  240,654  317,939  451,063  473,056   50,809   28,816

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     10,353)
   7,418  -11,480    5,257   -3,959   16,404    8,717   10,181    1,636      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1      6.1     24.8     48.0     63.4     89.9     94.3     10.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      94       43       84      103       95      233      200                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,806
COMMITMENTS
   3,606      602      242    4,881    9,287    8,729   10,131    2,077      676

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        193)
     -79       16       -6       95      237       11      248      182      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.4      5.6      2.2     45.2     85.9     80.8     93.7     19.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      20        2        2       13       19       33       23                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,992,458
COMMITMENTS
 389,984  641,823   58,876  1372727  1196854  1821588  1897553  170,870   94,904

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -57,622)
 -37,273    4,903   -7,904  -14,884  -55,668  -60,061  -58,668    2,438    1,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6     32.2      3.0     68.9     60.1     91.4     95.2      8.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      63       30       28      155      123      233      166                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,834,988
COMMITMENTS
 649,216  601,234  333,942  2450021  2502007  3433180  3437183  401,808  397,805

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     26,599)
   6,233  -36,661   -2,187   13,672   62,357   17,718   23,509    8,881    3,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9     15.7      8.7     63.9     65.2     89.5     89.6     10.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
      66       68       75      202      194      310      295                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      973,523
COMMITMENTS
 171,860  129,516   19,227  663,794  630,324  854,881  779,067  118,642  194,456

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -26,666)
   7,457   -2,925  -11,981  -27,100    5,186  -31,624   -9,720    4,958  -16,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7     13.3      2.0     68.2     64.7     87.8     80.0     12.2     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      14       10       12       67       66       85       84                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,361,870
COMMITMENTS
 430,489  612,883  180,452  2410833  2278369  3021774  3071705  340,095  290,165

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -28,543)
 -31,891     -559  -11,767   13,531      735  -30,127  -11,591    1,585  -16,952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     18.2      5.4     71.7     67.8     89.9     91.4     10.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      61       31       50      141      152      221      214                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,418,824
COMMITMENTS
 491,670  282,637  219,506  678,465  884,241  1389642  1386384   29,182   32,440

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     57,895)
   9,061   13,473   18,555   28,702   26,575   56,318   58,603    1,577     -708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.7     19.9     15.5     47.8     62.3     97.9     97.7      2.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      29       15       30       54       57       93       92                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       36,992
COMMITMENTS
   9,466   17,547      690   18,777   12,833   28,934   31,071    8,058    5,921

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -4,285)
  -2,669    1,062     -568     -710   -3,839   -3,947   -3,345     -339     -941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.6     47.4      1.9     50.8     34.7     78.2     84.0     21.8     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      21       15        8       34       25       56       47                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       73,984
COMMITMENTS
  18,932   35,094    1,381   37,555   25,667   57,867   62,142   16,117   11,842

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -8,571)
  -5,337    2,124   -1,136   -1,420   -7,678   -7,893   -6,690     -678   -1,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.6     47.4      1.9     50.8     34.7     78.2     84.0     21.8     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      21       15        8       34       25       56       47                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       30,662
COMMITMENTS
   4,150      937        0   24,093   29,190   28,243   30,127    2,419      535

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -672)
     -62     -571        0     -790      155     -852     -416      180     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5      3.1      0.0     78.6     95.2     92.1     98.3      7.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        0       17       10       21       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       21,465
COMMITMENTS
  15,568   20,703      441    5,264      281   21,273   21,425      192       40

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -112)
    -354     -227      386     -138     -237     -106      -78       -6      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.5     96.5      2.1     24.5      1.3     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      18       12        2        4        1       24       13                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       94,947
COMMITMENTS
  12,189   36,051   33,866   48,866   24,749   94,921   94,666       26      281

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      2,127)
     150     -842    2,722     -751      247    2,121    2,127        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     38.0     35.7     51.5     26.1    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        5        1        3        9       10       14                  



Updated September 11, 2020