WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      446,666
COMMITMENTS
 106,940   83,701  142,094  167,338  181,249  416,372  407,044   30,294   39,622

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:    -52,135)
  -8,844   -5,294  -32,149   -8,051  -11,498  -49,044  -48,941   -3,092   -3,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9     18.7     31.8     37.5     40.6     93.2     91.1      6.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
     122      103      139       95      120      297      296                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       19,563
COMMITMENTS
   7,730    1,369    1,897    9,352   15,546   18,979   18,812      584      751

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:     -2,089)
     853       70       20   -2,928   -2,278   -2,055   -2,188      -34       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.5      7.0      9.7     47.8     79.5     97.0     96.2      3.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        3        4        6       16       15       21                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      250,744
COMMITMENTS
  89,907   49,011   52,653   87,117  129,262  229,677  230,925   21,067   19,818

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:     -8,519)
   3,042    3,340   -3,455   -5,176   -6,753   -5,589   -6,869   -2,930   -1,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.9     19.5     21.0     34.7     51.6     91.6     92.1      8.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      79       45       61       79       89      188      171                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,806,045
COMMITMENTS
 382,963   65,285  482,303  796,315  1032939  1661581  1580527  144,464  225,518

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:   -178,997)
 -13,011    8,225 -121,899  -36,074  -56,953 -170,984 -170,627   -8,013   -8,371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2      3.6     26.7     44.1     57.2     92.0     87.5      8.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      852)
     189      121      186      399      455      674      691                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,048
COMMITMENTS
   1,008      167      279    1,319    3,062    2,606    3,508    2,442    1,540

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:        -34)
      10       -9      -24       60       34       46        1      -80      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0      3.3      5.5     26.1     60.7     51.6     69.5     48.4     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        4        3       10        8       21       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      853,399
COMMITMENTS
 137,663   70,715  224,669  438,381  479,494  800,713  774,878   52,686   78,521

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:    -46,285)
 -11,513    2,063  -26,416   -6,821  -23,579  -44,750  -47,932   -1,535    1,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1      8.3     26.3     51.4     56.2     93.8     90.8      6.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      586)
     169      118      173      220      253      468      475                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       24,529
COMMITMENTS
  18,264    1,210       92        5    9,949   18,361   11,251    6,168   13,278

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:       -972)
     216      -48     -258        1     -289      -41     -595     -931     -377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    74.5      4.9      0.4      0.0     40.6     74.9     45.9     25.1     54.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        4        3        2       21        8       28                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      470,377
COMMITMENTS
  90,058   37,797  126,737  224,974  282,017  441,769  446,551   28,607   23,825

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:    -25,218)
  -5,448    2,142  -12,818   -2,986  -13,085  -21,252  -23,760   -3,967   -1,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1      8.0     26.9     47.8     60.0     93.9     94.9      6.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      90       60       92      115      115      259      227                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,334,335
COMMITMENTS
 114,792  216,428   75,871  952,045  844,300  1142708  1136599  191,627  197,736

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:   -100,926)
 -11,756   -3,986  -25,803  -46,761  -79,759  -84,320 -109,549  -16,606    8,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6     16.2      5.7     71.3     63.3     85.6     85.2     14.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      23       31       31      100       98      138      145                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,263,623
COMMITMENTS
  88,813  371,188   44,590  978,444  696,739  1111847  1112517  151,776  151,106

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:    -65,529)
 -32,094   -3,711  -19,611   -2,111  -43,185  -53,815  -66,507  -11,713      978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0     29.4      3.5     77.4     55.1     88.0     88.0     12.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      15       24       17       91       86      116      118                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      384,278
COMMITMENTS
  72,309   43,966   64,341  200,101  247,752  336,750  356,059   47,528   28,219

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:    -20,311)
     561   10,324  -13,467   -3,838  -16,113  -16,744  -19,256   -3,567   -1,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8     11.4     16.7     52.1     64.5     87.6     92.7     12.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      69       58       70      121       95      229      190                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,114
COMMITMENTS
   1,056    1,811      209    5,550    4,973    6,816    6,993    1,299    1,121

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:       -142)
     -61      380     -262      339     -386       16     -268     -158      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     22.3      2.6     68.4     61.3     84.0     86.2     16.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9       12        4       14       16       26       30                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,955,096
COMMITMENTS
 376,428  395,280   63,554  1372338  1361457  1812320  1820291  142,776  134,805

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:   -103,288)
  -4,342    6,961  -74,358  -10,317  -23,833  -89,016  -91,230  -14,272  -12,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3     20.2      3.3     70.2     69.6     92.7     93.1      7.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      50       40       31      152      157      213      217                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,450,750
COMMITMENTS
 716,890  712,016  405,944  2969650  2748544  4092484  3866504  358,266  584,246

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:   -525,088)
-198,484  -10,617 -102,488 -175,945 -366,583 -476,917 -479,688  -48,171  -45,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     16.0      9.1     66.7     61.8     92.0     86.9      8.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      462)
      68      103       84      221      238      340      374                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,453,090
COMMITMENTS
 225,405  123,526    3,066  1101694  1032282  1330165  1158874  122,925  294,216

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:   -221,799)
   6,217  -13,750 -177,182  -35,784  -34,178 -206,749 -225,110  -15,050    3,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5      8.5      0.2     75.8     71.0     91.5     79.8      8.5     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      14       22       12       79       99      103      123                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,598,054
COMMITMENTS
 377,315  396,450  203,828  2723241  2566033  3304383  3166311  293,670  431,743

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:   -259,429)
 -95,145   26,530 -119,046   -7,561 -129,710 -221,752 -222,226  -37,677  -37,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5     11.0      5.7     75.7     71.3     91.8     88.0      8.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
      45       56       50      158      182      229      262                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,065,041
COMMITMENTS
  51,535  151,820  175,986  812,652  699,176  1040173  1026982   24,868   38,059

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:     20,521)
 -10,922   18,924    5,138   23,815   -5,178   18,031   18,884    2,490    1,637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8     14.3     16.5     76.3     65.6     97.7     96.4      2.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
       9       22       24       51       61       77       91                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       54,775
COMMITMENTS
  21,908   23,197      441   23,208   25,557   45,557   49,194    9,218    5,581

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:        794)
      74      651      -65      581      187      589      773      205       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0     42.3      0.8     42.4     46.7     83.2     89.8     16.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      43       19        9       30       30       73       58                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      109,550
COMMITMENTS
  43,816   46,393      882   46,415   51,113   91,114   98,388   18,436   11,162

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:      1,588)
     147    1,301     -130    1,161      375    1,178    1,545      410       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0     42.3      0.8     42.4     46.7     83.2     89.8     16.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      43       19        9       30       30       73       58                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       42,197
COMMITMENTS
   9,760    1,274        0   29,848   40,437   39,608   41,711    2,589      486

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:      1,646)
   1,419      170        0      285    1,516    1,704    1,686      -58      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1      3.0      0.0     70.7     95.8     93.9     98.8      6.1      1.2

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 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       41,554
COMMITMENTS
  21,702   37,614      452   18,950    3,400   41,104   41,466      450       88

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:      1,063)
     863      888      184        0        0    1,047    1,072       16       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.2     90.5      1.1     45.6      8.2     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      32       13        3        5        1       39       15                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      141,839
COMMITMENTS
  26,597   43,554   45,805   69,436   52,411  141,838  141,770        1       69

CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST:      7,783)
     133    4,304      -44    7,695    3,526    7,784    7,786       -1       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8     30.7     32.3     49.0     37.0    100.0    100.0      0.0      0.0

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



Updated September 03, 2021