WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      396,979
COMMITMENTS
 133,081   98,033   90,547  142,668  167,882  366,296  356,462   30,683   40,517

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:      6,657)
  -4,394    7,352    6,397    4,152   -6,722    6,155    7,027      502     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     24.7     22.8     35.9     42.3     92.3     89.8      7.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
     113       90      116       90      107      272      266                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       20,954
COMMITMENTS
   6,293    1,304    1,872   12,280   17,153   20,445   20,329      509      625

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:       -391)
    -695      295      -39      430     -750     -304     -494      -87      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0      6.2      8.9     58.6     81.9     97.6     97.0      2.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        4        4        7       17       16       22                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      232,626
COMMITMENTS
  87,453   45,542   37,260   85,480  129,703  210,193  212,505   22,433   20,121

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:      2,863)
   4,976    4,698    1,197   -3,762   -3,075    2,411    2,820      452       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     19.6     16.0     36.7     55.8     90.4     91.4      9.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      77       35       55       70       88      173      160                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,443,764
COMMITMENTS
 419,537   88,570  227,457  684,905  941,605  1331899  1257632  111,865  186,132

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:      8,423)
 -12,761    2,118   27,720    1,493  -12,800   16,452   17,038   -8,029   -8,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      6.1     15.8     47.4     65.2     92.3     87.1      7.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      792)
     173       94      148      341      404      594      594                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,832
COMMITMENTS
   1,031      272       80    1,246    2,956    2,357    3,308    2,475    1,524

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:        172)
    -128      -45        6      119      -39       -3      -78      175      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      5.6      1.7     25.8     61.2     48.8     68.5     51.2     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        3        2        9        7       20       11                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      684,606
COMMITMENTS
 175,251   73,604   92,975  372,081  452,498  640,307  619,077   44,299   65,529

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:     18,803)
  -7,288    7,469   -1,061   28,806    8,630   20,457   15,038   -1,654    3,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     10.8     13.6     54.3     66.1     93.5     90.4      6.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      560)
     150      106      124      184      246      400      429                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       25,501
COMMITMENTS
  18,048    1,258      350        4   10,238   18,402   11,846    7,099   13,655

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:        380)
     379       23       44        0       56      423      123      -43      257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.8      4.9      1.4      0.0     40.1     72.2     46.5     27.8     53.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        4        3        2       22        8       29                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      425,628
COMMITMENTS
 102,475   37,427   85,403  206,533  278,556  394,411  401,386   31,217   24,242

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:    -11,098)
    -436     -918     -542   -7,918   -6,780   -8,896   -8,240   -2,202   -2,858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      8.8     20.1     48.5     65.4     92.7     94.3      7.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
     102       43       74       91      101      236      193                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,258,504
COMMITMENTS
 126,525  225,857   26,374  909,245  830,648  1062144  1082879  196,360  175,625

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:     44,122)
 -17,699    1,428    5,966   43,905   38,673   32,172   46,067   11,950   -1,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     17.9      2.1     72.2     66.0     84.4     86.0     15.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      22       39       25       93       99      129      150                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,329,050
COMMITMENTS
 120,907  374,877   64,200  980,555  739,924  1165662  1179001  163,388  150,049

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:      9,308)
   1,258    7,881   12,274  -16,741   -9,523   -3,209   10,632   12,517   -1,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     28.2      4.8     73.8     55.7     87.7     88.7     12.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      15       26       19       95       91      124      122                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      364,085
COMMITMENTS
  82,975   33,267   48,972  186,898  254,298  318,845  336,537   45,240   27,548

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:     -3,547)
  -1,348    3,891    2,263   -2,585  -12,985   -1,670   -6,831   -1,877    3,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8      9.1     13.5     51.3     69.8     87.6     92.4     12.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      70       49       70      106       84      214      172                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,695
COMMITMENTS
   1,349    1,416       79    4,892    5,248    6,320    6,743    1,375      952

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:         27)
      37        9      -16      314       50      335       43     -308      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     18.4      1.0     63.6     68.2     82.1     87.6     17.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11        8        3       14       14       26       25                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,053,753
COMMITMENTS
 379,752  389,118  135,903  1381496  1382320  1897151  1907341  156,602  146,412

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:     81,282)
 -38,300    1,263   95,171   20,892  -21,582   77,763   74,852    3,519    6,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     18.9      6.6     67.3     67.3     92.4     92.9      7.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      55       41       38      157      154      226      220                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,175,534
COMMITMENTS
 883,348  770,036  110,115  2796374  2702362  3789837  3582513  385,697  593,021

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:    107,805)
 -12,097   19,807   44,071   54,610   25,988   86,584   89,866   21,221   17,939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     18.4      2.6     67.0     64.7     90.8     85.8      9.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      456)
      61      105       59      209      227      307      354                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,674,889
COMMITMENTS
 219,188  137,276  180,248  1137478  1066460  1536914  1383984  137,975  290,905

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:    174,025)
   1,498    9,369  137,678   28,922   21,081  168,098  168,128    5,927    5,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      8.2     10.8     67.9     63.7     91.8     82.6      8.2     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      16       27       21       86       98      114      134                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,596,863
COMMITMENTS
 481,119  385,918  178,053  2610347  2572682  3269519  3136653  327,344  460,210

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:     91,131)
  33,700  -63,583   60,057  -16,710   72,592   77,047   69,066   14,084   22,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     10.7      5.0     72.6     71.5     90.9     87.2      9.1     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      47       51       40      150      183      216      256                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,044,520
COMMITMENTS
  62,457  132,896  170,848  788,837  704,354  1022142  1008098   22,378   36,422

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:     34,827)
   6,212   -6,438   -4,829   33,615   44,701   34,998   33,434     -171    1,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     12.7     16.4     75.5     67.4     97.9     96.5      2.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      10       21       24       54       62       80       92                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,847
COMMITMENTS
  21,850   22,546      450   22,608   25,365   44,908   48,361    8,939    5,486

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:       -116)
     725     -552     -617     -500    1,716     -392      547      276     -663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     41.9      0.8     42.0     47.1     83.4     89.8     16.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      39       19       11       31       31       72       59                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,693
COMMITMENTS
  43,700   45,092      900   45,216   50,730   89,816   96,722   17,877   10,971

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:       -232)
   1,450   -1,104   -1,234     -999    3,431     -783    1,093      551   -1,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     41.9      0.8     42.0     47.1     83.4     89.8     16.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      39       19       11       31       31       72       59                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       40,551
COMMITMENTS
   8,341    1,104        0   29,563   38,921   37,904   40,025    2,647      526

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:        -12)
     115      219        0     -177     -125      -62       94       50     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6      2.7      0.0     72.9     96.0     93.5     98.7      6.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        2        0       19       12       26       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       40,491
COMMITMENTS
  20,839   36,726      268   18,950    3,400   40,057   40,394      434       97

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:      2,446)
  -3,311    2,443       14    5,784        0    2,487    2,457      -41      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.5     90.7      0.7     46.8      8.4     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      33       12        2        5        1       39       14                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
FUTURES ONLY POSITIONS AS OF 08/24/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      134,056
COMMITMENTS
  26,464   39,250   45,849   61,741   48,885  134,054  133,984        2       72

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:      3,535)
    -145    2,396        0    3,680    1,134    3,535    3,530        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     29.3     34.2     46.1     36.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        8        1        4       13       11       21                  



Updated August 27, 2021