WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      462,819
COMMITMENTS
 119,823   93,044  150,108  165,393  173,120  435,324  416,272   27,495   46,547

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:     -3,821)
  -7,382    3,969      465    3,184   -8,272   -3,733   -3,838      -88       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9     20.1     32.4     35.7     37.4     94.1     89.9      5.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
     112      127      128       89      123      291      297                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       26,321
COMMITMENTS
  15,790      200      828    9,499   24,564   26,117   25,592      204      729

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:       -450)
     216      -29      116     -832     -537     -500     -450       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.0      0.8      3.1     36.1     93.3     99.2     97.2      0.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        1        3       10       25       18       29                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      246,071
COMMITMENTS
  67,285   54,376   57,503  101,769  115,575  226,558  227,454   19,514   18,617

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:      3,030)
     -63     -825    7,785   -2,799   -3,872    4,924    3,089   -1,894      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3     22.1     23.4     41.4     47.0     92.1     92.4      7.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      69       57       66       86       86      194      177                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,837,646
COMMITMENTS
 340,202  186,502  508,271  813,715  904,330  1662188  1599102  175,458  238,544

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:     86,531)
  21,514  -15,842   43,075   26,294   53,726   90,883   80,959   -4,352    5,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5     10.1     27.7     44.3     49.2     90.5     87.0      9.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      817)
     199      155      184      341      378      643      623                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,491
COMMITMENTS
   1,481        2      310    1,593    4,596    3,384    4,909    2,107      583

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:         68)
     -54       -3       -3       14       78      -44       72      112       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0      0.0      5.6     29.0     83.7     61.6     89.4     38.4     10.6

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 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,147,625
COMMITMENTS
 271,617   48,618  311,207  489,616  695,451  1072440  1055275   75,186   92,350

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:     78,537)
  16,576   -3,406   33,926   23,608   37,287   74,111   67,807    4,426   10,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7      4.2     27.1     42.7     60.6     93.4     92.0      6.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      693)
     226      135      197      223      278      551      525                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       20,999
COMMITMENTS
  17,955    1,987      145        8    5,680   18,108    7,812    2,891   13,187

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:      2,534)
   2,221      571       53       -1    1,199    2,273    1,823      261      711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    85.5      9.5      0.7      0.0     27.0     86.2     37.2     13.8     62.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6       10        3        2       12        9       24                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      523,398
COMMITMENTS
 132,295   18,395  111,603  232,404  364,832  476,302  494,830   47,096   28,568

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:     12,460)
  13,599    1,788    5,806   -6,171    6,039   13,234   13,633     -773   -1,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.3      3.5     21.3     44.4     69.7     91.0     94.5      9.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
     127       39       87      100       99      264      202                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,337,655
COMMITMENTS
 114,339  274,457  110,468  942,111  804,810  1166918  1189735  170,737  147,920

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:     28,007)
  16,961    6,688    4,052   10,518   24,409   31,530   35,149   -3,524   -7,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5     20.5      8.3     70.4     60.2     87.2     88.9     12.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      32       28       37       98      100      150      145                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,007,377
COMMITMENTS
  48,345  345,389   19,128  797,582  519,584  865,055  884,101  142,322  123,276

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:     10,264)
    -259      -76  -12,424   17,036   30,347    4,353   17,847    5,911   -7,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8     34.3      1.9     79.2     51.6     85.9     87.8     14.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      13       18       11       77       79       95      103                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      510,033
COMMITMENTS
  89,454   26,166  123,563  245,052  333,636  458,069  483,365   51,964   26,668

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:      8,161)
   3,725   -4,271   -1,117    4,398   15,697    7,006   10,309    1,154   -2,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5      5.1     24.2     48.0     65.4     89.8     94.8     10.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      98       47       85       98       93      234      198                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,401
COMMITMENTS
   3,380      666      331    4,944    8,813    8,655    9,811    1,745      590

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:       -405)
    -226       64       89       63     -473      -74     -320     -332      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.5      6.4      3.2     47.5     84.7     83.2     94.3     16.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      18        3        2       13       18       32       22                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,995,162
COMMITMENTS
 421,884  660,841   45,639  1359855  1201746  1827378  1908226  167,784   86,937

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:      2,705)
  31,900   19,018  -13,237  -12,872    4,891    5,790   10,673   -3,086   -7,968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1     33.1      2.3     68.2     60.2     91.6     95.6      8.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      69       25       28      154      126      235      167                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,731,637
COMMITMENTS
 621,246  577,648  288,692  2410131  2496046  3320070  3362386  411,568  369,252

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:   -103,350)
 -27,970  -23,586  -45,250  -39,890   -5,961 -113,110  -74,798    9,760  -28,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     15.5      7.7     64.6     66.9     89.0     90.1     11.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
      75       67       73      204      197      311      305                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      925,176
COMMITMENTS
 175,865   89,412   18,141  608,268  629,903  802,274  737,456  122,902  187,720

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:    -48,347)
   4,005  -40,104   -1,086  -55,526     -421  -52,607  -41,611    4,260   -6,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0      9.7      2.0     65.7     68.1     86.7     79.7     13.3     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      14       11       11       65       64       83       82                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,458,422
COMMITMENTS
 487,185  730,467  190,759  2427132  2252323  3105076  3173550  353,346  284,873

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:     96,553)
  56,696  117,584   10,308   16,299  -26,046   83,302  101,845   13,251   -5,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     21.1      5.5     70.2     65.1     89.8     91.8     10.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      62       34       53      144      153      227      219                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,412,213
COMMITMENTS
 500,174  300,922  202,527  679,743  877,214  1382444  1380663   29,769   31,550

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:     -6,610)
   8,504   18,285  -16,979    1,278   -7,027   -7,197   -5,721      587     -889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.4     21.3     14.3     48.1     62.1     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      25       16       26       53       58       88       90                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       44,357
COMMITMENTS
   9,965   17,876    1,425   24,498   19,153   35,887   38,454    8,469    5,903

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:      7,364)
     499      329      734    5,720    6,320    6,954    7,383      411      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5     40.3      3.2     55.2     43.2     80.9     86.7     19.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      26       14       14       32       31       63       55                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       88,713
COMMITMENTS
  19,929   35,751    2,850   48,996   38,306   71,775   76,907   16,938   11,806

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:     14,729)
     998      657    1,469   11,441   12,640   13,907   14,765      822      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5     40.3      3.2     55.2     43.2     80.9     86.7     19.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      26       14       14       32       31       63       55                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       42,928
COMMITMENTS
   4,503    2,408      692   35,494   39,147   40,689   42,247    2,239      681

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:     12,266)
     353    1,471      692   11,401    9,957   12,446   12,120     -180      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5      5.6      1.6     82.7     91.2     94.8     98.4      5.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        4        1       21       13       26       17                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       23,584
COMMITMENTS
  15,806   20,834    1,598    5,914    1,073   23,318   23,505      266       79

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:      2,119)
     238      131    1,157      650      792    2,045    2,080       74       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.0     88.3      6.8     25.1      4.5     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      16       13        1        4        2       21       15                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      102,290
COMMITMENTS
  12,117   27,685   37,214   52,936   37,121  102,267  102,020       23      270

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:      7,343)
     -72   -8,366    3,348    4,070   12,372    7,346    7,354       -3      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     27.1     36.4     51.8     36.3    100.0     99.7      0.0      0.3

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



Updated September 18, 2020