WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      443,677
COMMITMENTS
 102,310   84,978  145,304  166,488  174,515  414,101  404,797   29,576   38,879

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -2,989)
  -4,631    1,277    3,210     -850   -6,734   -2,271   -2,247     -718     -742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1     19.2     32.7     37.5     39.3     93.3     91.2      6.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     131       97      141       96      120      303      296                  
 
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                   Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Metric Tons                                       OPEN INTEREST:       14,386
COMMITMENTS
   4,176    2,167      220    9,364   11,548   13,760   13,935      626      451

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -5,177)
  -3,554      798   -1,677       12   -3,998   -5,219   -4,877       42     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.0     15.1      1.5     65.1     80.3     95.7     96.9      4.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        3        2        8       15       15       19                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      256,768
COMMITMENTS
  85,254   50,892   58,119   92,127  128,417  235,499  237,428   21,269   19,340

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:      6,024)
  -4,654    1,881    5,466    5,010     -844    5,822    6,503      203     -478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.2     19.8     22.6     35.9     50.0     91.7     92.5      8.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      80       54       65       77       90      188      184                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,824,181
COMMITMENTS
 367,097   81,832  487,781  821,274  1023168  1676152  1592781  148,029  231,400

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     18,135)
 -15,866   16,547    5,478   24,959   -9,771   14,571   12,254    3,564    5,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1      4.5     26.7     45.0     56.1     91.9     87.3      8.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      847)
     191      122      194      398      451      677      690                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,010
COMMITMENTS
   1,094      134      278    1,211    3,029    2,583    3,441    2,428    1,569

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        -37)
      86      -33       -1     -108      -32      -23      -66      -14       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.8      2.7      5.5     24.2     60.5     51.5     68.7     48.5     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      11        2        3       10        8       22       12                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      852,228
COMMITMENTS
 131,670   71,850  233,148  432,718  464,303  797,536  769,302   54,692   82,926

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,171)
  -5,993    1,135    8,479   -5,663  -15,191   -3,178   -5,577    2,007    4,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5      8.4     27.4     50.8     54.5     93.6     90.3      6.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      589)
     154      134      175      220      256      470      478                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       23,263
COMMITMENTS
  18,254      710       81       10    9,641   18,345   10,432    4,918   12,831

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,266)
     -10     -500      -11        5     -308      -16     -819   -1,250     -447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    78.5      3.1      0.3      0.0     41.4     78.9     44.8     21.1     55.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        2        3        3       19        9       24                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      460,098
COMMITMENTS
  85,899   38,996  122,419  221,838  276,392  430,156  437,807   29,942   22,291

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -10,278)
  -4,159    1,199   -4,318   -3,136   -5,625  -11,613   -8,744    1,335   -1,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7      8.5     26.6     48.2     60.1     93.5     95.2      6.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      93       57       86      115      119      254      227                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,355,467
COMMITMENTS
 131,099  214,394   88,978  942,407  852,007  1162485  1155379  192,982  200,088

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     21,132)
  16,307   -2,034   13,108   -9,638    7,707   19,777   18,780    1,356    2,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7     15.8      6.6     69.5     62.9     85.8     85.2     14.2     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      28       33       36      101      107      146      159                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,255,525
COMMITMENTS
  91,722  380,363   33,755  975,814  695,108  1101291  1109227  154,234  146,298

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -8,098)
   2,909    9,175  -10,835   -2,631   -1,631  -10,556   -3,290    2,458   -4,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3     30.3      2.7     77.7     55.4     87.7     88.3     12.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      14       25       18       92       88      118      119                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      398,937
COMMITMENTS
  70,728   64,086   73,694  203,569  229,993  347,991  367,774   50,945   31,163

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     14,658)
  -1,581   20,120    9,354    3,469  -17,759   11,241   11,715    3,417    2,944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7     16.1     18.5     51.0     57.7     87.2     92.2     12.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      66       67       80      120       94      237      201                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,366
COMMITMENTS
   1,100    2,217      261    5,815    4,873    7,176    7,351    1,190    1,015

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        252)
      44      406       52      265     -101      361      358     -109     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     26.5      3.1     69.5     58.2     85.8     87.9     14.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      12       15        6       15       18       30       37                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,955,057
COMMITMENTS
 378,712  442,277   59,091  1373512  1317728  1811315  1819096  143,742  135,961

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:        -39)
   2,284   46,997   -4,463    1,174  -43,729   -1,005   -1,195      967    1,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     22.6      3.0     70.3     67.4     92.6     93.0      7.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      54       38       34      153      151      219      211                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,489,456
COMMITMENTS
 753,389  708,922  411,439  2958179  2766899  4123008  3887260  366,448  602,195

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     38,705)
  36,499   -3,094    5,495  -11,471   18,355   30,524   20,756    8,182   17,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8     15.8      9.2     65.9     61.6     91.8     86.6      8.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      460)
      68       96       85      224      243      341      375                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,446,999
COMMITMENTS
 220,804  129,229   15,746  1090484  1007362  1327034  1152337  119,965  294,662

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -6,091)
  -4,601    5,703   12,680  -11,210  -24,920   -3,131   -6,537   -2,960      446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3      8.9      1.1     75.4     69.6     91.7     79.6      8.3     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      16       22       12       80      101      105      126                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,564,070
COMMITMENTS
 349,105  400,343  209,586  2717404  2524566  3276095  3134495  287,976  429,575

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -33,984)
 -28,210    3,892    5,758   -5,837  -41,466  -28,289  -31,816   -5,695   -2,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8     11.2      5.9     76.2     70.8     91.9     87.9      8.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
      44       52       48      161      183      228      260                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      995,151
COMMITMENTS
  52,327  140,266  164,527  752,315  657,102  969,169  961,895   25,982   33,256

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -69,890)
     792  -11,554  -11,459  -60,337  -42,074  -71,004  -65,087    1,114   -4,803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3     14.1     16.5     75.6     66.0     97.4     96.7      2.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
       8       23       24       52       62       78       92                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,545
COMMITMENTS
  17,237   22,348    1,617   24,785   23,887   43,639   47,852    9,906    5,692

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,230)
  -4,671     -849    1,176    1,577   -1,669   -1,918   -1,341      688      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.2     41.7      3.0     46.3     44.6     81.5     89.4     18.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      38       21       15       34       26       75       59                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,090
COMMITMENTS
  34,474   44,696    3,234   49,570   47,775   87,278   95,705   19,812   11,385

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -2,460)
  -9,342   -1,697    2,352    3,154   -3,338   -3,836   -2,683    1,376      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.2     41.7      3.0     46.3     44.6     81.5     89.4     18.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      38       21       15       34       26       75       59                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       39,814
COMMITMENTS
   9,621      440       78   27,156   38,903   36,855   39,421    2,959      393

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -2,383)
    -139     -834       78   -2,692   -1,534   -2,753   -2,290      370      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2      1.1      0.2     68.2     97.7     92.6     99.0      7.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10        1        1       20       12       30       14                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       38,570
COMMITMENTS
  22,560   34,938      146   15,360    3,400   38,066   38,484      504       86

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -2,984)
     858   -2,676     -306   -3,590        0   -3,038   -2,982       54       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.5     90.6      0.4     39.8      8.8     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      32       12        2        5        1       39       13                  
 
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                      Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:      147,643
COMMITMENTS
  26,904   42,183   46,121   74,607   59,260  147,632  147,564       11       79

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:      5,804)
     307   -1,371      316    5,171    6,849    5,794    5,794       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     28.6     31.2     50.5     40.1    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 September 10, 2021