WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      592,895
COMMITMENTS
 143,131   83,763  221,868  192,589  231,933  557,588  537,564   35,306   55,331

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:     56,386)
  11,976    5,156   25,089   16,199   22,844   53,265   53,090    3,122    3,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1     14.1     37.4     32.5     39.1     94.0     90.7      6.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
     135      114      135      103      136      317      317                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       21,902
COMMITMENTS
  14,084      235    1,017    6,320   19,858   21,421   21,110      481      792

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:        967)
     980      -75      326     -309      702      997      953      -30       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.3      1.1      4.6     28.9     90.7     97.8     96.4      2.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        2        2       10       25       17       28                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      279,840
COMMITMENTS
  74,191   37,942   75,317  108,432  145,593  257,940  258,852   21,900   20,989

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:     14,610)
   1,064   -4,071    7,834    4,999   11,250   13,897   15,012      713     -403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5     13.6     26.9     38.7     52.0     92.2     92.5      7.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      74       57       70       82      102      197      194                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,150,651
COMMITMENTS
 459,208  102,881  592,601  909,331  1204858  1961140  1900339  189,511  250,311

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:    146,249)
  50,088  -14,688   38,831   48,691  121,937  137,610  146,080    8,639      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4      4.8     27.6     42.3     56.0     91.2     88.4      8.8     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      867)
     223      139      199      367      424      690      675                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,794
COMMITMENTS
   2,246      159      235    1,213    4,520    3,694    4,913    2,100      880

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:         91)
      99      142        1      -92     -103        8       41       83       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.8      2.7      4.1     20.9     78.0     63.8     84.8     36.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      13        3        2        8        9       23       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,326,365
COMMITMENTS
 303,057   43,960  364,860  578,702  829,439  1246619  1238259   79,746   88,105

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      8,562)
  -1,946   -6,298   -2,614    8,696   19,565    4,136   10,653    4,426   -2,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8      3.3     27.5     43.6     62.5     94.0     93.4      6.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      738)
     241      137      226      263      308      600      590                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       30,260
COMMITMENTS
  24,823    1,086    1,017      287    6,274   26,127    8,377    4,133   21,883

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      1,174)
     687       92      260      267   -1,099    1,214     -747      -40    1,921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    82.0      3.6      3.4      0.9     20.7     86.3     27.7     13.7     72.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        5        4        2       12        8       20                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      526,968
COMMITMENTS
 120,342   19,160  124,083  240,651  357,729  485,076  500,972   41,892   25,996

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:     -2,692)
   2,856    2,250   -6,946    2,565      389   -1,524   -4,306   -1,168    1,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8      3.6     23.5     45.7     67.9     92.1     95.1      7.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
     119       45       81      100       89      259      184                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,396,058
COMMITMENTS
 103,380  335,476  130,073  986,067  763,005  1219520  1228554  176,538  167,505

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:     47,736)
     150    8,626   26,037   17,383      418   43,570   35,081    4,166   12,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4     24.0      9.3     70.6     54.7     87.4     88.0     12.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      32       29       43      104      103      159      152                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      983,424
COMMITMENTS
  55,417  311,163    4,631  781,615  549,904  841,663  865,698  141,761  117,726

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:     -6,976)
  -4,337  -10,841      841   -3,435       40   -6,931   -9,960      -45    2,984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6     31.6      0.5     79.5     55.9     85.6     88.0     14.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      13       20       13       81       83      100      110                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      522,739
COMMITMENTS
 125,172   21,204  106,438  235,356  365,475  466,967  493,117   55,772   29,621

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      4,604)
   7,413    2,549   -7,281    2,085    9,493    2,217    4,761    2,387     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9      4.1     20.4     45.0     69.9     89.3     94.3     10.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
     116       39       81      104      101      253      195                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,559
COMMITMENTS
   3,481      729      518    5,008    8,659    9,006    9,906    1,553      653

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:        103)
     -94      -11       98       78       22       83      109       20       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.0      6.9      4.9     47.4     82.0     85.3     93.8     14.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      17        5        4       14       19       33       27                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,972,884
COMMITMENTS
 406,933  647,967   19,608  1385556  1205811  1812097  1873386  160,786   99,498

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:    -21,547)
 -17,343  -20,922   -4,087    4,152   -6,235  -17,278  -31,244   -4,270    9,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.6     32.8      1.0     70.2     61.1     91.9     95.0      8.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      59       34       23      146      116      214      164                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,919,887
COMMITMENTS
 575,649  497,537  363,957  2577746  2678957  3517352  3540451  402,535  379,436

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:    142,813)
 -10,810   16,074   63,486   89,543   64,984  142,219  144,543      595   -1,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     12.7      9.3     65.8     68.3     89.7     90.3     10.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
      79       73       86      201      191      324      306                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      914,253
COMMITMENTS
 199,680   43,660   18,630  568,415  673,525  786,725  735,815  127,528  178,438

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:     11,918)
  26,473   -1,043   -4,500  -11,218   28,481   10,755   22,938    1,163  -11,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.8      4.8      2.0     62.2     73.7     86.1     80.5     13.9     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      15        9        9       70       69       89       83                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,235,446
COMMITMENTS
 392,528  755,832  136,052  2372798  2055239  2901379  2947124  334,067  288,322

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:    -15,465)
  25,170  -14,609   -6,185  -39,400    2,323  -20,415  -18,471    4,950    3,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     23.4      4.2     73.3     63.5     89.7     91.1     10.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      55       32       44      145      153      214      215                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,344,863
COMMITMENTS
 458,691  240,412  199,833  662,446  877,262  1320970  1317507   23,893   27,356

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      4,276)
   5,611    9,172  -17,012   17,860   14,187    6,459    6,347   -2,183   -2,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.1     17.9     14.9     49.3     65.2     98.2     98.0      1.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      22       16       27       59       61       92       93                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       47,695
COMMITMENTS
  20,734   17,535      302   18,513   24,517   39,549   42,354    8,146    5,341

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      2,543)
   3,596      697       -7   -1,441    3,005    2,149    3,695      394   -1,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.5     36.8      0.6     38.8     51.4     82.9     88.8     17.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      32       14        9       30       26       63       48                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       95,389
COMMITMENTS
  41,468   35,069      604   37,026   49,034   79,098   84,707   16,292   10,682

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      5,085)
   7,193    1,394      -14   -2,881    6,010    4,298    7,390      788   -2,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.5     36.8      0.6     38.8     51.4     82.9     88.8     17.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      32       14        9       30       26       63       48                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       35,046
COMMITMENTS
   3,881      431        0   29,070   33,756   32,951   34,187    2,095      859

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:        128)
     757        0        0     -710       39       47       39       81       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1      1.2      0.0     82.9     96.3     94.0     97.5      6.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        0       17       10       20       11                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,541
COMMITMENTS
  15,943   19,216       24    4,343    1,248   20,310   20,488      231       53

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:        -29)
      68      -50        0      -95        0      -27      -50       -2       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    77.6     93.5      0.1     21.1      6.1     98.9     99.7      1.1      0.3

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 10/20/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      135,323
COMMITMENTS
  14,078   10,230   69,714   51,514   55,219  135,306  135,163       17      160

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      3,447)
     -81    2,903    3,220      308   -2,666    3,447    3,457        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      7.6     51.5     38.1     40.8    100.0     99.9      0.0      0.1

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



Updated October 23, 2020