WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      536,508
COMMITMENTS
 131,154   78,606  196,779  176,390  209,089  504,323  484,474   32,185   52,034

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     15,961)
   3,461   -2,654   10,869    2,723    7,132   17,052   15,346   -1,091      615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4     14.7     36.7     32.9     39.0     94.0     90.3      6.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     129      119      134       96      137      310      312                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       20,935
COMMITMENTS
  13,104      310      691    6,629   19,156   20,424   20,157      511      778

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:       -365)
  -1,131      119       41      811     -130     -279       30      -86     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.6      1.5      3.3     31.7     91.5     97.6     96.3      2.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        2        3        9       21       17       25                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      265,231
COMMITMENTS
  73,127   42,013   67,483  103,433  134,343  244,043  243,840   21,188   21,391

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      1,887)
    -130     -750      616    1,642    1,769    2,128    1,634     -241      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.6     15.8     25.4     39.0     50.7     92.0     91.9      8.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      73       53       63       83       98      194      183                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,004,401
COMMITMENTS
 409,119  117,570  553,769  860,641  1082921  1823529  1754260  180,872  250,141

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     30,344)
  24,016  -14,630   -2,143   10,072   44,069   31,945   27,297   -1,600    3,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4      5.9     27.6     42.9     54.0     91.0     87.5      9.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      828)
     209      139      191      348      407      658      648                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,703
COMMITMENTS
   2,147       16      233    1,305    4,623    3,686    4,873    2,017      830

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:         20)
     150       -6       -5      -35       73      110       62      -90      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.7      0.3      4.1     22.9     81.1     64.6     85.4     35.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      13        2        3        8       10       23       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,317,802
COMMITMENTS
 305,003   50,259  367,474  570,006  809,874  1242483  1227607   75,319   90,196

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     44,074)
  -8,207    7,984   17,242   40,413   21,350   49,448   46,575   -5,374   -2,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1      3.8     27.9     43.3     61.5     94.3     93.2      5.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      756)
     247      149      236      255      300      609      599                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       29,086
COMMITMENTS
  24,136      994      757       20    7,373   24,913    9,124    4,173   19,962

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      2,119)
   1,034     -771      531       -2       16    1,563     -224      556    2,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    83.0      3.4      2.6      0.1     25.3     85.7     31.4     14.3     68.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        5        2        3       14        8       21                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      529,660
COMMITMENTS
 117,486   16,910  131,028  238,086  357,339  486,600  505,278   43,060   24,382

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      4,120)
  -4,124   -3,088    2,608      590    5,034     -925    4,554    5,045     -434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2      3.2     24.7     45.0     67.5     91.9     95.4      8.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
     117       37       88      100       92      256      189                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,348,322
COMMITMENTS
 103,230  326,851  104,036  968,684  762,587  1175949  1193473  172,372  154,849

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:       -926)
   4,992   -5,536   -1,392   -7,805   23,032   -4,206   16,104    3,280  -17,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7     24.2      7.7     71.8     56.6     87.2     88.5     12.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      36       26       41      101      105      156      153                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      990,401
COMMITMENTS
  59,754  322,004    3,790  785,050  549,864  848,594  875,658  141,807  114,743

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     10,692)
   4,422      331      145    8,034   18,561   12,601   19,037   -1,909   -8,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0     32.5      0.4     79.3     55.5     85.7     88.4     14.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      12       21       11       79       83       96      110                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      518,135
COMMITMENTS
 117,760   18,655  113,719  233,271  355,982  464,750  488,356   53,385   29,779

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:     -8,152)
  -3,880    3,441   -8,001    4,935   -3,610   -6,947   -8,170   -1,205       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.7      3.6     21.9     45.0     68.7     89.7     94.3     10.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
     111       38       81      108      103      256      198                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,456
COMMITMENTS
   3,575      740      419    4,930    8,637    8,924    9,796    1,532      660

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        -79)
     -26       62       60      433     -220      467      -98     -546       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.2      7.1      4.0     47.1     82.6     85.3     93.7     14.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      18        5        3       15       19       35       26                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,994,431
COMMITMENTS
 424,276  668,889   23,695  1381404  1212046  1829375  1904630  165,056   89,801

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        255)
 -34,003  -28,997    1,567   37,531   33,892    5,095    6,462   -4,840   -6,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3     33.5      1.2     69.3     60.8     91.7     95.5      8.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      63       35       25      144      118      217      168                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,777,074
COMMITMENTS
 586,459  481,463  300,472  2488203  2613973  3375134  3395908  401,940  381,166

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:    -25,684)
 -56,146  -56,040   13,015   27,598   26,526  -15,533  -16,500  -10,151   -9,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     12.7      8.0     65.9     69.2     89.4     89.9     10.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
      79       67       82      204      196      323      305                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      902,335
COMMITMENTS
 173,207   44,703   23,130  579,633  645,044  775,970  712,877  126,365  189,458

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      3,433)
   6,171   -1,925    5,086   -8,479      255    2,778    3,416      655       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2      5.0      2.6     64.2     71.5     86.0     79.0     14.0     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      13       10       10       73       65       91       80                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,250,911
COMMITMENTS
 367,358  770,441  142,237  2412198  2052916  2921794  2965595  329,118  285,317

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:    -46,347)
 -19,175  -38,804   -4,094  -27,961   -2,110  -51,230  -45,008    4,882   -1,339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3     23.7      4.4     74.2     63.1     89.9     91.2     10.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      52       39       44      146      152      215      218                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,340,587
COMMITMENTS
 453,080  231,240  216,845  644,586  863,075  1314511  1311160   26,076   29,427

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      8,950)
  19,381  -47,090   -5,891   -6,184   62,475    7,306    9,494    1,644     -544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.8     17.2     16.2     48.1     64.4     98.1     97.8      1.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      22       15       26       57       60       89       91                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       45,152
COMMITMENTS
  17,137   16,838      309   19,954   21,512   37,400   38,659    7,752    6,493

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      2,111)
     433     -521     -192    1,426    1,956    1,667    1,243      444      868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.0     37.3      0.7     44.2     47.6     82.8     85.6     17.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      34       13       10       31       25       66       47                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       90,304
COMMITMENTS
  34,275   33,675      618   39,908   43,025   74,800   77,318   15,504   12,986

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:      4,222)
     866   -1,042     -385    2,853    3,913    3,334    2,486      889    1,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.0     37.3      0.7     44.2     47.6     82.8     85.6     17.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      34       13       10       31       25       66       47                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       34,918
COMMITMENTS
   3,124      431        0   29,780   33,717   32,904   34,148    2,014      770

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:       -969)
  -1,407   -1,505        0      498      804     -909     -701      -60     -268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      1.2      0.0     85.3     96.6     94.2     97.8      5.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        0       17       11       20       12                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,570
COMMITMENTS
  15,875   19,266       24    4,438    1,248   20,337   20,538      233       32

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        -16)
      84      153     -140       22      -28      -34      -15       18       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    77.2     93.7      0.1     21.6      6.1     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      19       11        2        3        2       23       14                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      131,876
COMMITMENTS
  14,159    7,327   66,494   51,206   57,885  131,859  131,706       17      170

CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST:        633)
     854   -2,524    2,684   -2,905      464      633      624        0        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7      5.6     50.4     38.8     43.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        4        1        3       10       11       14                  



Updated October 16, 2020