WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      494,409
COMMITMENTS
 121,496   81,023  169,867  170,056  199,939  461,420  450,829   32,989   43,580

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     18,049)
  10,754    8,764   11,176   -3,542       18   18,389   19,958     -340   -1,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6     16.4     34.4     34.4     40.4     93.3     91.2      6.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     131       97      144      100      120      307      298                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       22,023
COMMITMENTS
   7,560    1,009    1,911   11,850   18,554   21,321   21,474      702      549

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:       -704)
  -2,112      136      254    1,174     -860     -684     -470      -20     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.3      4.6      8.7     53.8     84.2     96.8     97.5      3.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        3        3        6       17       14       21                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      256,929
COMMITMENTS
  83,535   41,155   54,952   94,880  139,292  233,366  235,399   23,563   21,530

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:      3,301)
   5,272    3,758   -5,315    2,017    5,905    1,974    4,348    1,327   -1,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.5     16.0     21.4     36.9     54.2     90.8     91.6      9.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      77       40       62       81       96      187      177                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,989,268
COMMITMENTS
 406,629   54,021  583,733  834,872  1110516  1825235  1748270  164,033  240,998

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     15,611)
  18,095   -6,900   11,778   -8,777   12,429   21,096   17,307   -5,485   -1,696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4      2.7     29.3     42.0     55.8     91.8     87.9      8.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      863)
     206      113      202      425      468      725      705                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        4,902
COMMITMENTS
   1,128      221      292    1,140    3,066    2,560    3,579    2,342    1,323

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:        203)
     224       32       15       42        5      281       53      -78      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0      4.5      6.0     23.3     62.5     52.2     73.0     47.8     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      12        3        3       10        7       23       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      878,154
COMMITMENTS
 158,466   62,794  248,826  413,880  494,362  821,172  805,982   56,981   72,171

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:      4,306)
   4,652    3,901   -5,886    5,981    7,166    4,747    5,182     -441     -876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0      7.2     28.3     47.1     56.3     93.5     91.8      6.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      612)
     185      114      177      231      267      496      490                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       25,121
COMMITMENTS
  17,669    1,235      306        4   10,182   17,979   11,723    7,142   13,398

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:       -177)
    -120       38      -54        0      373     -174      357       -3     -534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    70.3      4.9      1.2      0.0     40.5     71.6     46.7     28.4     53.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        4        3        2       21        9       28                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      502,103
COMMITMENTS
  98,211   36,732  135,718  233,221  301,562  467,151  474,012   34,952   28,091

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:        179)
   1,263   -2,336      829   -3,504      622   -1,412     -885    1,591    1,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6      7.3     27.0     46.4     60.1     93.0     94.4      7.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      94       54       87      105      112      248      216                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,388,228
COMMITMENTS
 139,989  216,943   96,236  956,426  882,861  1192651  1196040  195,577  192,188

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     10,782)
   3,587  -16,538    6,317    3,270   19,353   13,175    9,132   -2,392    1,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     15.6      6.9     68.9     63.6     85.9     86.2     14.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      29       37       43      106      107      160      162                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,319,804
COMMITMENTS
 119,649  367,007   51,927  997,300  749,451  1168876  1168385  150,927  151,419

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     45,784)
   6,482    5,913   20,894   18,441   13,827   45,817   40,635      -33    5,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     27.8      3.9     75.6     56.8     88.6     88.5     11.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      16       27       19       92       89      121      122                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      407,639
COMMITMENTS
  74,539   28,674   75,531  204,632  277,465  354,702  381,670   52,937   25,969

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:      5,279)
  -2,457   -5,650    4,935     -359    5,676    2,119    4,962    3,160      318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3      7.0     18.5     50.2     68.1     87.0     93.6     13.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      70       53       79      116      106      230      201                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,242
COMMITMENTS
   1,127    1,414      473    4,878    5,342    6,478    7,229    1,764    1,013

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:         86)
      59      -83      -17       43      176       85       76        1        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     17.2      5.7     59.2     64.8     78.6     87.7     21.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10        9        5       13       14       25       27                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,975,203
COMMITMENTS
 419,420  388,402   40,735  1361352  1405850  1821506  1834986  153,696  140,216

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     10,407)
  -5,592   -1,969    3,205    8,123    6,726    5,735    7,962    4,672    2,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2     19.7      2.1     68.9     71.2     92.2     92.9      7.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      52       38       28      151      152      209      212                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,903,329
COMMITMENTS
 934,808  726,389  481,727  3103928  3088618  4520464  4296734  382,865  606,595

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:    -58,473)
  35,625   13,710  -40,686  -36,088  -13,267  -41,150  -40,244  -17,323  -18,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1     14.8      9.8     63.3     63.0     92.2     87.6      7.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      465)
      57      108       88      234      250      350      387                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,500,864
COMMITMENTS
 217,690  127,907   42,570  1108556  1045379  1368816  1215856  132,048  285,008

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     49,356)
   2,304   16,966   28,364    9,871   -7,126   40,539   38,204    8,817   11,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5      8.5      2.8     73.9     69.7     91.2     81.0      8.8     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      17       25       17       79       97      106      129                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,771,174
COMMITMENTS
 438,076  431,611  266,282  2749967  2626357  3454325  3324250  316,848  446,923

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     47,819)
  16,454  -12,994   15,439    9,076   47,827   40,969   50,272    6,850   -2,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6     11.4      7.1     72.9     69.6     91.6     88.1      8.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      48       60       57      159      183      242      265                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,009,693
COMMITMENTS
  56,245  139,334  175,677  755,222  659,653  987,144  974,664   22,549   35,029

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     20,165)
    -898      476    5,955   18,207   14,778   23,264   21,209   -3,099   -1,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6     13.8     17.4     74.8     65.3     97.8     96.5      2.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      11       22       24       53       60       79       92                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       54,097
COMMITMENTS
  21,114   23,098    1,121   23,126   23,655   45,362   47,874    8,736    6,223

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     -3,402)
  -2,320    1,096     -332     -631   -3,745   -3,283   -2,982     -119     -421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.0     42.7      2.1     42.7     43.7     83.9     88.5     16.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      34       21       12       34       30       70       61                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      108,194
COMMITMENTS
  42,229   46,196    2,242   46,252   47,309   90,723   95,748   17,471   12,446

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     -6,805)
  -4,640    2,191     -664   -1,261   -7,490   -6,566   -5,963     -239     -841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.0     42.7      2.1     42.7     43.7     83.9     88.5     16.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      34       21       12       34       30       70       61                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       40,563
COMMITMENTS
   8,226      885        0   29,740   39,046   37,966   39,931    2,597      632

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:       -528)
     -19       37        0     -391     -448     -410     -411     -118     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3      2.2      0.0     73.3     96.3     93.6     98.4      6.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8        2        0       19       12       27       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       38,045
COMMITMENTS
  24,150   34,283      254   13,166    3,400   37,570   37,937      475      108

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:     -1,704)
   3,667   -1,750       29   -5,382        0   -1,686   -1,721      -18       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.5     90.1      0.7     34.6      8.9     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      36       13        2        5        1       42       15                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      130,521
COMMITMENTS
  26,609   36,854   45,849   58,061   47,751  130,519  130,454        2       67

CHANGES FROM 08/10/21 (CHANGE IN OPEN INTEREST:      6,711)
     -52    7,298      149    6,618     -732    6,715    6,715       -4       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4     28.2     35.1     44.5     36.6    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 20, 2021