WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      498,801
COMMITMENTS
 115,784   88,996  174,243  175,389  192,747  465,416  455,985   33,386   42,816

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:      4,392)
  -5,712    7,973    4,376    5,332   -7,192    3,996    5,156      397     -764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     17.8     34.9     35.2     38.6     93.3     91.4      6.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
     126      101      146      102      117      311      299                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       21,652
COMMITMENTS
   6,877    1,299    1,877   12,280   17,824   21,034   21,000      618      652

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:       -371)
    -682      290      -34      430     -730     -286     -474      -85      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.8      6.0      8.7     56.7     82.3     97.1     97.0      2.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        3        4        7       17       16       22                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      259,263
COMMITMENTS
  86,865   45,672   56,108   92,293  136,015  235,266  237,794   23,997   21,469

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:      2,334)
   3,331    4,517    1,156   -2,587   -3,278    1,900    2,395      434      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.5     17.6     21.6     35.6     52.5     90.7     91.7      9.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      76       38       61       83       93      189      170                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,985,043
COMMITMENTS
 395,974   57,060  604,202  832,390  1089892  1832565  1751154  152,477  233,889

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:     -4,225)
 -10,656    3,039   20,469   -2,482  -20,624    7,331    2,884  -11,556   -7,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9      2.9     30.4     41.9     54.9     92.3     88.2      7.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      856)
     190      117      199      430      468      719      703                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,082
COMMITMENTS
     998      176      303    1,259    3,028    2,560    3,507    2,522    1,575

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:        180)
    -129      -45       10      119      -38        0      -72      180      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6      3.5      6.0     24.8     59.6     50.4     69.0     49.6     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        3        3        9        7       20       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      899,684
COMMITMENTS
 149,176   68,652  251,085  445,202  503,073  845,463  822,810   54,221   76,874

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:     21,530)
  -9,291    5,858    2,259   31,323    8,711   24,291   16,828   -2,761    4,702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6      7.6     27.9     49.5     55.9     94.0     91.5      6.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      618)
     187      125      182      225      261      492      499                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       25,501
COMMITMENTS
  18,048    1,258      350        4   10,238   18,402   11,846    7,099   13,655

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        4        3        2       22        8       29                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      495,595
COMMITMENTS
  95,506   35,655  139,555  227,960  295,102  463,021  470,312   32,574   25,283

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:     -6,509)
  -2,706   -1,077    3,837   -5,261   -6,460   -4,130   -3,700   -2,378   -2,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3      7.2     28.2     46.0     59.5     93.4     94.9      6.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
     102       52       93      104      114      257      224                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,435,261
COMMITMENTS
 126,548  220,415  101,674  998,806  924,059  1227028  1246148  208,233  189,113

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:     47,033)
 -13,441    3,471    5,439   42,380   41,198   34,378   50,108   12,656   -3,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8     15.4      7.1     69.6     64.4     85.5     86.8     14.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      32       32       40      107      107      157      161                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,329,152
COMMITMENTS
 120,907  374,899   64,201  980,555  739,924  1165663  1179024  163,489  150,128

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:      9,348)
   1,258    7,892   12,274  -16,745   -9,527   -3,213   10,639   12,562   -1,291

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      15       26       19       95       91      124      122                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      404,589
COMMITMENTS
  71,748   33,642   77,808  203,939  263,865  353,494  375,315   51,095   29,274

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:     -3,050)
  -2,792    4,968    2,277     -693  -13,600   -1,208   -6,355   -1,842    3,305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7      8.3     19.2     50.4     65.2     87.4     92.8     12.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      69       54       78      113      103      225      198                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,256
COMMITMENTS
   1,117    1,430      471    5,211    5,359    6,799    7,261    1,457      996

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:         14)
     -10       16       -2      333       18      321       32     -307      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5     17.3      5.7     63.1     64.9     82.4     87.9     17.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10       10        5       15       15       28       28                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,058,384
COMMITMENTS
 380,770  388,319  137,912  1382655  1385290  1901337  1911521  157,047  146,862

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:     83,181)
 -38,650      -83   97,177   21,303  -20,559   79,830   76,535    3,351    6,646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5     18.9      6.7     67.2     67.3     92.4     92.9      7.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      56       40       39      157      155      226      222                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,975,839
COMMITMENTS
 915,374  722,633  508,432  3145595  3115127  4569401  4346192  406,437  629,646

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:     72,510)
 -19,434   -3,755   26,705   41,667   26,509   48,938   49,458   23,572   23,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4     14.5     10.2     63.2     62.6     91.8     87.3      8.2     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      471)
      70      101       90      239      250      361      389                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,674,889
COMMITMENTS
 219,188  137,276  180,248  1137478  1066460  1536914  1383984  137,975  290,905

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      16       27       21       86       98      114      134                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,857,483
COMMITMENTS
 472,460  369,921  322,874  2730802  2695743  3526135  3388537  331,348  468,946

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:     86,310)
  34,383  -61,691   56,591  -19,165   69,386   71,810   64,287   14,500   22,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2      9.6      8.4     70.8     69.9     91.4     87.8      8.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
      47       56       60      163      186      243      270                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,044,520
COMMITMENTS
  62,457  132,896  170,848  788,837  704,354  1022142  1008098   22,378   36,422

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      10       21       24       54       62       80       92                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,981
COMMITMENTS
  21,834   22,546      506   22,627   25,369   44,968   48,421    9,013    5,559

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:       -117)
     720     -552     -615     -499    1,715     -394      547      277     -664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.4     41.8      0.9     41.9     47.0     83.3     89.7     16.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      39       19       12       32       31       73       60                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,961
COMMITMENTS
  43,669   45,092    1,012   45,254   50,738   89,935   96,843   18,026   11,119

CHANGES FROM 08/17/21 (CHANGE IN OPEN INTEREST:       -233)
   1,440   -1,104   -1,230     -997    3,429     -788    1,095      555   -1,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.4     41.8      0.9     41.9     47.0     83.3     89.7     16.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      39       19       12       32       31       73       60                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       40,551
COMMITMENTS
   8,341    1,104        0   29,563   38,921   37,904   40,025    2,647      526

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

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

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

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

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

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

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

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

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



Updated August 27, 2021