WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   511,903:   112,325    106,563    182,576    183,003    176,503    477,904    465,643:    33,999     46,260
Old  :   191,175:    73,662     85,754     25,241     76,882     65,561    175,785    176,556:    15,390     14,618
Other:   320,728:    90,087     72,232    105,912    106,121    110,942    302,119    289,086:    18,609     31,642
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :    -3,797:    -9,192     12,027        999      4,680    -17,684     -3,513     -4,658:      -284        862
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       20.8       35.7       35.7       34.5       93.4       91.0:       6.6        9.0
Old  :     100.0:      38.5       44.9       13.2       40.2       34.3       91.9       92.4:       8.1        7.6
Other:     100.0:      28.1       22.5       33.0       33.1       34.6       94.2       90.1:       5.8        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       357:       101        104        125         86        124        265        285:
Old  :       300:        89         84         58         55         98        167        219:
Other:       295:        80         81         80         75        109        209        221:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7       12.9       24.4       20.2       11.8        6.6       19.2       11.4
Old  :                 21.7       16.1       35.0       26.9       21.6       15.6       34.8       24.8
Other:                 16.3       18.1       26.6       27.7       11.3        9.6       19.1       16.3
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Metric Tons                                                             :
     :          :                                                                            :
All  :    18,440:     7,177      3,942        804      9,490     12,897     17,471     17,643:       969        797
Old  :     5,225:       200        443          0      5,025      4,438      5,225      4,881:         0        344
Other:    13,215:     7,130      3,652        651      4,465      8,459     12,246     12,762:       969        453
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :       485:      -264     -1,404        529        300      1,460        565        585:       -80       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9       21.4        4.4       51.5       69.9       94.7       95.7:       5.3        4.3
Old  :     100.0:       3.8        8.5        0.0       96.2       84.9      100.0       93.4:       0.0        6.6
Other:     100.0:      54.0       27.6        4.9       33.8       64.0       92.7       96.6:       7.3        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         6          4          3         12         15         21         19:
Old  :        14:         2          2          0          5          8          7         10:
Other:        26:         7          3          3         12         12         21         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.9       49.8       78.8       71.6       54.7       44.2       62.8       61.6
Old  :                 94.3       78.6      100.0       91.0       90.4       76.7       94.3       87.7
Other:                 58.8       56.4       74.6       78.4       53.7       51.8       62.1       67.4
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   242,246:    60,921     45,583     60,314     99,701    112,649    220,936    218,546:    21,310     23,700
Old  :   101,060:    39,783     38,295      8,489     42,862     45,825     91,134     92,609:     9,926      8,451
Other:   141,186:    48,813     34,963     24,150     56,839     66,823    129,802    125,937:    11,384     15,249
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :     3,403:    -2,774      3,281      1,424      4,096     -2,844      2,745      1,860:       657      1,543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       18.8       24.9       41.2       46.5       91.2       90.2:       8.8        9.8
Old  :     100.0:      39.4       37.9        8.4       42.4       45.3       90.2       91.6:       9.8        8.4
Other:     100.0:      34.6       24.8       17.1       40.3       47.3       91.9       89.2:       8.1       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        64         49         63         90         88        181        179:
Old  :       211:        46         54         23         62         73        118        140:
Other:       205:        57         39         34         77         75        151        131:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       17.1       25.5       26.4       14.4       15.1       22.9       22.6
Old  :                 24.3       18.8       39.0       28.6       24.3       18.8       38.9       28.6
Other:                 13.9       23.5       25.2       33.9       12.9       17.7       21.7       26.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 2,320,111:   585,032     72,263    560,558    974,422  1,452,197  2,120,012  2,085,018:   200,099    235,093
Old  : 1,579,047:   439,155    130,200    336,535    680,146    980,699  1,455,836  1,447,433:   123,211    131,614
Other:   741,064:   225,166     21,352    144,733    294,277    471,499    664,176    637,585:    76,888    103,480
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :   -20,948:     6,049     -2,675    -17,106     -2,445     -4,521    -13,502    -24,302:    -7,446      3,354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        3.1       24.2       42.0       62.6       91.4       89.9:       8.6       10.1
Old  :     100.0:      27.8        8.2       21.3       43.1       62.1       92.2       91.7:       7.8        8.3
Other:     100.0:      30.4        2.9       19.5       39.7       63.6       89.6       86.0:      10.4       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       914:       251        105        195        427        500        745        738:
Old  :       869:       209        123        163        376        479        661        692:
Other:       686:       117         82         88        276        417        432        549:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.1       11.0       19.6       18.1       10.6        8.0       15.1       13.8
Old  :                 14.9       10.4       23.1       17.1       14.5        9.1       20.7       14.9
Other:                 15.4       17.8       26.1       26.1       13.4       14.5       21.4       20.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     4,377:     1,285         78         94      1,350      3,365      2,730      3,537:     1,647        840
Old  :     2,823:     1,233        128         27        385      2,309      1,644      2,464:     1,179        359
Other:     1,554:       104          1         17        965      1,055      1,085      1,073:       468        481
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :       -19:       -28          7         19         44        -29         35         -4:       -54        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        1.8        2.1       30.9       76.9       62.4       80.8:      37.6       19.2
Old  :     100.0:      43.7        4.5        0.9       13.6       81.8       58.2       87.3:      41.8       12.7
Other:     100.0:       6.7        0.1        1.1       62.1       67.9       69.9       69.1:      30.1       30.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        10          2          2         11          9         22         12:
Old  :        23:        10          2          1          7          7         17         10:
Other:        17:         2          1          2         11          7         14          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       60.5       44.9       75.0       32.5       57.3       44.9       69.3
Old  :                 32.7       70.4       46.4       86.2       32.7       68.9       45.3       81.5
Other:                 52.2       61.1       63.9       68.9       51.6       60.2       62.9       65.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,175,658:   207,874     48,452    369,695    519,154    664,410  1,096,723  1,082,557:    78,935     93,101
Old  :   714,310:   159,216     62,994    203,244    302,289    398,648    664,749    664,885:    49,561     49,425
Other:   461,348:    79,177     15,977    135,933    216,864    265,762    431,974    417,672:    29,373     43,676
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :    -1,115:   -21,410      8,421       -333     25,119    -10,780      3,376     -2,692:    -4,491      1,577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        4.1       31.4       44.2       56.5       93.3       92.1:       6.7        7.9
Old  :     100.0:      22.3        8.8       28.5       42.3       55.8       93.1       93.1:       6.9        6.9
Other:     100.0:      17.2        3.5       29.5       47.0       57.6       93.6       90.5:       6.4        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       652:       235        100        206        238        275        545        520:
Old  :       603:       185        114        174        203        254        465        474:
Other:       485:       155         56         99        171        228        357        356:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       13.6       23.2       22.8        8.8        8.5       12.8       15.5
Old  :                 13.7       16.5       22.9       26.7        8.9       10.7       14.7       18.0
Other:                 20.8       15.3       31.2       26.5       15.7       12.0       21.1       19.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   589,479:   139,709     47,001    140,446    266,478    374,063    546,633    561,509:    42,846     27,970
Old  :   416,126:   123,018     56,676     87,666    173,789    251,098    384,473    395,439:    31,652     20,686
Other:   173,353:    36,456     10,090     33,015     92,688    122,965    162,160    166,070:    11,194      7,283
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :   -25,815:    -4,965      7,446    -18,028      4,039    -15,467    -18,953    -26,049:    -6,862        234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7        8.0       23.8       45.2       63.5       92.7       95.3:       7.3        4.7
Old  :     100.0:      29.6       13.6       21.1       41.8       60.3       92.4       95.0:       7.6        5.0
Other:     100.0:      21.0        5.8       19.0       53.5       70.9       93.5       95.8:       6.5        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       328:       129         49         93        116        105        287        216:
Old  :       312:       119         56         77        104         97        257        199:
Other:       188:        68         25         36         72         52        155        101:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.8       29.9       18.6       39.3        7.1       23.9       12.4       31.4
Old  :                 11.2       27.6       19.4       37.5        8.9       24.3       15.6       32.2
Other:                 17.8       36.4       29.0       50.3       11.5       26.8       18.9       36.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,356,145:    70,851    187,286    118,633    997,316    834,933  1,186,801  1,140,852:   169,344    215,292
Old  : 1,356,145:    70,851    187,286    118,633    997,316    834,933  1,186,801  1,140,852:   169,344    215,292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :  -153,682:     1,185    -16,036    -90,199    -68,771    -53,859   -157,785   -160,095:     4,103      6,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       13.8        8.7       73.5       61.6       87.5       84.1:      12.5       15.9
Old  :     100.0:       5.2       13.8        8.7       73.5       61.6       87.5       84.1:      12.5       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        24         37         34        101        106        146        156:
Old  :       188:        24         37         34        101        106        146        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       20.6       38.9       32.8       21.9       17.0       28.9       24.6
Old  :                 29.7       20.6       38.9       32.8       21.9       17.0       28.9       24.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,124,487:    60,132    319,256      4,185    927,716    652,572    992,033    976,013:   132,454    148,474
Old  : 1,124,487:    60,132    319,256      4,185    927,716    652,572    992,033    976,013:   132,454    148,474
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :   -14,152:    -2,647     -9,239     -1,664     -9,974     -7,024    -14,286    -17,927:       133      3,775
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       28.4        0.4       82.5       58.0       88.2       86.8:      11.8       13.2
Old  :     100.0:       5.3       28.4        0.4       82.5       58.0       88.2       86.8:      11.8       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        15         24          9         89         88        108        117:
Old  :       158:        15         24          9         89         88        108        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       29.1       37.7       43.7       22.1       24.2       33.1       36.5
Old  :                 23.9       29.1       37.7       43.7       22.1       24.2       33.1       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   470,594:    93,457     14,582     94,666    222,117    329,503    410,240    438,752:    60,354     31,843
Old  :   346,602:    85,174     29,796     56,510    158,841    233,640    300,525    319,946:    46,077     26,656
Other:   123,992:    26,083      2,586     20,357     63,276     95,864    109,716    118,806:    14,277      5,186
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :    -1,873:     1,999     -1,020     -3,110       -290       -347     -1,401     -4,477:      -471      2,605
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        3.1       20.1       47.2       70.0       87.2       93.2:      12.8        6.8
Old  :     100.0:      24.6        8.6       16.3       45.8       67.4       86.7       92.3:      13.3        7.7
Other:     100.0:      21.0        2.1       16.4       51.0       77.3       88.5       95.8:      11.5        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        90         39         74        122        106        246        190:
Old  :       263:        85         45         62        112        100        225        182:
Other:       170:        53         16         25         90         57        157         84:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.7       30.2       16.0       39.9        6.2       26.0       11.1       34.9
Old  :                  8.8       28.9       15.7       39.0        6.7       24.7       12.4       34.4
Other:                 17.7       34.5       26.1       49.1       15.5       30.7       21.8       45.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,965:     2,326      1,253        489      5,314      7,768      8,130      9,510:     1,836        456
Old  :     9,129:     2,327      1,315        296      4,911      7,110      7,534      8,721:     1,596        409
Other:       836:        68          7        124        403        658        596        789:       240         47
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :       264:        53         -3         96        117        148        266        240:        -2         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       12.6        4.9       53.3       77.9       81.6       95.4:      18.4        4.6
Old  :     100.0:      25.5       14.4        3.2       53.8       77.9       82.5       95.5:      17.5        4.5
Other:     100.0:       8.1        0.8       14.9       48.3       78.7       71.3       94.4:      28.7        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        11          6          7         14         15         28         26:
Old  :        40:        11          7          7         13         15         27         26:
Other:        17:         2          4          2          8          5         12          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       48.8       64.3       67.0       51.0       46.6       62.4       64.8
Old  :                 55.1       47.3       68.3       66.9       55.1       45.8       67.6       65.4
Other:                 53.8       86.4       68.1       94.3       39.8       70.1       47.2       71.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,340,633:   410,408    753,071     37,386  1,748,989  1,430,852  2,196,783  2,221,309:   143,850    119,324
Old  : 2,340,633:   410,408    753,071     37,386  1,748,989  1,430,852  2,196,783  2,221,309:   143,850    119,324
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :    28,900:    51,958     26,265     -6,585    -17,945     16,559     27,428     36,240:     1,472     -7,340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       32.2        1.6       74.7       61.1       93.9       94.9:       6.1        5.1
Old  :     100.0:      17.5       32.2        1.6       74.7       61.1       93.9       94.9:       6.1        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:        58         39         26        148        143        215        199:
Old  :       300:        58         39         26        148        143        215        199:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       33.3       36.3       47.2       25.1       30.9       32.6       42.2
Old  :                 27.1       33.3       36.3       47.2       25.1       30.9       32.6       42.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,831,983:   693,183    741,007    512,989  3,273,427  3,048,730  4,479,599  4,302,725:   352,384    529,257
Old  : 4,831,983:   693,183    741,007    512,989  3,273,427  3,048,730  4,479,599  4,302,725:   352,384    529,257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :  -459,500:    52,441     62,772   -224,097   -286,057   -307,517   -457,713   -468,843:    -1,787      9,342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       15.3       10.6       67.7       63.1       92.7       89.0:       7.3       11.0
Old  :     100.0:      14.3       15.3       10.6       67.7       63.1       92.7       89.0:       7.3       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       442:        71         93         89        216        217        339        347:
Old  :       442:        71         93         89        216        217        339        347:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       19.0       23.9       26.1        9.0       12.4       15.2       17.6
Old  :                 16.2       19.0       23.9       26.1        9.0       12.4       15.2       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,348,606:   312,051     76,941      4,599    928,708  1,030,185  1,245,358  1,111,725:   103,248    236,881
Old  : 1,348,606:   312,051     76,941      4,599    928,708  1,030,185  1,245,358  1,111,725:   103,248    236,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :    50,412:   -39,065       -546        217     98,382     42,012     59,534     41,683:    -9,122      8,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        5.7        0.3       68.9       76.4       92.3       82.4:       7.7       17.6
Old  :     100.0:      23.1        5.7        0.3       68.9       76.4       92.3       82.4:       7.7       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        22         14          9         77         96        104        114:
Old  :       153:        22         14          9         77         96        104        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       22.2       38.0       31.7       25.3       20.9       36.3       28.5
Old  :                 25.7       22.2       38.0       31.7       25.3       20.9       36.3       28.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,051,492:   614,092    497,070    302,969  2,849,291  2,843,698  3,766,353  3,643,737:   285,139    407,755
Old  : 4,051,492:   614,092    497,070    302,969  2,849,291  2,843,698  3,766,353  3,643,737:   285,139    407,755
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :     2,483:    64,734      9,416   -142,570     67,409    116,912    -10,427    -16,242:    12,910     18,725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       12.3        7.5       70.3       70.2       93.0       89.9:       7.0       10.1
Old  :     100.0:      15.2       12.3        7.5       70.3       70.2       93.0       89.9:       7.0       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       325:        52         53         52        156        175        233        255:
Old  :       325:        52         53         52        156        175        233        255:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       25.3       43.9       36.1       26.6       24.4       35.9       32.6
Old  :                 31.5       25.3       43.9       36.1       26.6       24.4       35.9       32.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,115,554:   108,423    191,054    212,669    773,039    681,786  1,094,131  1,085,509:    21,423     30,045
Old  : 1,115,554:   108,423    191,054    212,669    773,039    681,786  1,094,131  1,085,509:    21,423     30,045
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :    22,069:       417      5,601      9,650     11,631      4,526     21,698     19,777:       371      2,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       17.1       19.1       69.3       61.1       98.1       97.3:       1.9        2.7
Old  :     100.0:       9.7       17.1       19.1       69.3       61.1       98.1       97.3:       1.9        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        19         12         23         55         57         85         82:
Old  :        94:        19         12         23         55         57         85         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       37.2       42.5       51.8       21.0       28.3       28.3       34.9
Old  :                 29.7       37.2       42.5       51.8       21.0       28.3       28.3       34.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    44,859:    11,194     18,495      1,159     23,240     18,951     35,592     38,605:     9,267      6,254
Old  :    44,859:    11,194     18,495      1,159     23,240     18,951     35,592     38,605:     9,267      6,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :      -695:       484        853       -299       -815     -1,334       -631       -780:       -64         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       41.2        2.6       51.8       42.2       79.3       86.1:      20.7       13.9
Old  :     100.0:      25.0       41.2        2.6       51.8       42.2       79.3       86.1:      20.7       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        38         15         13         38         30         82         52:
Old  :       110:        38         15         13         38         30         82         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       47.9       40.3       62.4       31.5       46.1       40.0       59.5
Old  :                 31.9       47.9       40.3       62.4       31.5       46.1       40.0       59.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    89,718:    22,387     36,991      2,318     46,480     37,902     71,185     77,211:    18,533     12,508
Old  :    89,718:    22,387     36,991      2,318     46,480     37,902     71,185     77,211:    18,533     12,508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :    -1,390:       968      1,707       -599     -1,631     -2,668     -1,262     -1,560:      -128        170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       41.2        2.6       51.8       42.2       79.3       86.1:      20.7       13.9
Old  :     100.0:      25.0       41.2        2.6       51.8       42.2       79.3       86.1:      20.7       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        38         15         13         38         30         82         52:
Old  :       110:        38         15         13         38         30         82         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       47.9       40.3       62.4       31.5       46.1       40.0       59.5
Old  :                 31.9       47.9       40.3       62.4       31.5       46.1       40.0       59.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    26,928:     4,250      1,154          0     20,074     25,245     24,324     26,399:     2,604        529
Old  :    26,928:     4,250      1,154          0     20,074     25,245     24,324     26,399:     2,604        529
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :     4,099:       954        379          0      2,726      3,816      3,680      4,195:       419        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        4.3        0.0       74.5       93.8       90.3       98.0:       9.7        2.0
Old  :     100.0:      15.8        4.3        0.0       74.5       93.8       90.3       98.0:       9.7        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         4          2          0         14         13         18         15:
Old  :        29:         4          2          0         14         13         18         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       62.5       74.9       84.2       40.5       59.8       64.0       77.4
Old  :                 44.6       62.5       74.9       84.2       40.5       59.8       64.0       77.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    35,141:    15,498     30,696        162     19,071      4,217     34,731     35,075:       410         66
Old  :    35,141:    15,498     30,696        162     19,071      4,217     34,731     35,075:       410         66
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :    -3,331:     1,534     -3,427         89     -4,982          0     -3,359     -3,338:        28          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.1       87.4        0.5       54.3       12.0       98.8       99.8:       1.2        0.2
Old  :     100.0:      44.1       87.4        0.5       54.3       12.0       98.8       99.8:       1.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        29          9          2          4          2         34         12:
Old  :        43:        29          9          2          4          2         34         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.0       89.0       83.7       98.4       63.0       89.0       83.2       98.3
Old  :                 63.0       89.0       83.7       98.4       63.0       89.0       83.2       98.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2021                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :   138,779:    30,065     29,602     60,113     48,599     48,948    138,777    138,663:         2        116
Old  :   138,779:    30,065     29,602     60,113     48,599     48,948    138,777    138,663:         2        116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2021                       :
     :     6,029:      -569        138      5,240      1,359        663      6,030      6,041:        -1        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       21.3       43.3       35.0       35.3      100.0       99.9:       0.0        0.1
Old  :     100.0:      21.7       21.3       43.3       35.0       35.3      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         7          9          1          4         12         12         21:
Old  :        32:         7          9          1          4         12         12         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.7       93.3       97.7       97.3       47.1       50.0       55.3       54.0
Old  :                 84.7       93.3       97.7       97.3       47.1       50.0       55.3       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 02, 2021